Liang Dong Email and Phone Number

In-time Delivery Clearing and Settlement System 2021.05 – nowRefactor the system into a new platform with standard contract, processing flow,calculation flow and bill system to support different kinds of scene varying in vouchers/settle-objects/terms etc.Design a daily customized knight settlement with multi-stage “atomic” external account transfer.Form multiple-ties fund check and monitoring covering detail,aggregated sum to ensure its safetyALSC Order Data Systems 2018.05 – 2021.05Provide low-latency data query and aggregation system for merchant orders with QPS:10W+Unify 10+ sources of orders and develop customized query and search system for “my orders ”all kinds of c-apps with different accounts.Design and develop adaptive merchant bill system for massive and complex real-time/offline query and downloadingUse adaptive in-time check /compensation and multiple data-chain with isomerism database to ensure front-to-front high availability

Design a new real-time adaptive checking system covering payment, clearing and settlement Refactor daily processing of 70 Billions journal entry with reducing 50% hoursDevelop a multi-tier reporting/analysis system integrated with journal entry to help IPO auditing

1. Focus on Quantitative Strategy design and development ------alpha: alpha factor excavation, Barra risk model ------CTA : statistical arbitrage on futures in same sector------others: graded fund arbitrage and carry ,repo, T+0 Money Funds etc2. Using Tick Data to estimate market impact and design corresponding algorithm to remove the slippage of spread trading. ( Verified in actual trades)3. Build automatic trading system (CTP) to simulate trade and 4. Involve in FOF/MOM Due Diligence and mutual fund research5. Deliver research report and speechDesign a high-performance back testing-platform and develop a series of quantitative strategies . Design and develop automated trading system and achieve high-frequency trade.Measure the bid-ask volatility of Futures and design corresponding algorithm to remove the slippage of spread trade. (Validated by real market).

1. Design Interest Rates Derivative Model representation and strategy trades handling Products includes IRS ZCS VNS OIS ZCIIS FRA Swaption Supported Stragety: swap spread etc2. Focus on Trade Execution Flow (Affirmation/Confirmation) and evaluate trade execution processing Integrate multiple trade flow including dealer , EB, CB , broker, pre-accept, pre-clearing Trade Venues are not only traditional affirmation platform like MarkitWire, Vcon , but also SEF/ETP/E-trading 3. Provide multiple CCP (LCH/ERX) clearing/Netting/Novation/Transfer service in time to manage derivatives risk position CCPs covers LCH/CME/Eurex/JSCC/ERX , Services also including 60 seconds CB responding, coupon blending and trioptima compression