Wei L.

Wei L. Email and Phone Number

Senior software engineer @ Masterlink Securities Corp.
taipei, taiwan, taiwan
Wei L.'s Location
Da'an District, Taipei City, Taiwan, Taiwan, Province of China
About Wei L.

my expertise mainly in two dimensions: Financial Analysis and Software development# Software Development* Domain Driven Design & Clean architecture * Back-end: ASP.Net Core for REST API service* Vue.js w/ node.js using vite, TypeScript* follow best practice by language respectively* continours refactor to maintainable code* apply Unit Test and Integration Testing* DevOps w/ self-hosted conatiner based* using docker for development environments and toolings* linux commands (also powershell commands)* OOP and Design Patern* Jetbrains tools for development* Rust programming for tools* Ruby for batching jobs and data consolidation* VBA for data analysis and help user's routines * Database (MS SQL, PostgreSQL)* OR/M (Entity Framework)# Financial* IFRS 9 implementation at Bank and Securities Corporation* Market Risk Management for FX, IR products in Bank* Basel III reporting at Bank (LCR/NSFR)* Pricing FX derivatives* Financial derivatives decomposition and syntastic* Finanical Accounting journal and reporting* Trading room practice* Pass CFA Level II Exam* FRM Certification

Wei L.'s Current Company Details
Masterlink Securities Corp.

Masterlink Securities Corp.

View
Senior software engineer
taipei, taiwan, taiwan
Employees:
75
Wei L. Work Experience Details
  • Masterlink Securities Corp.
    Assistant Manager
    Masterlink Securities Corp. Apr 2017 - Present
    Taipei City, Taiwan
    - Building a treasury solution with a clean architecture and domain-driven design, utilizing .NET Core C# for the backend and Vue.js for the frontend.- Conducting system analysis for the convertible bond auction module within the treasury system.- Plan and implement Market Data module in treasury system.- Plan and implement CBAS trade module in treasury system.- Conducting business and system analysis for the IFRS 9 project, specifically for the Bond System.- Introducing DevOps methodologies. (Git, Redmine, Azure DevOps)
  • Cathay United Bank
    Assistant Manager
    Cathay United Bank Aug 2016 - Apr 2017
    Taipei City, Taiwan
    Business analyst in treasury team- IFRS 9 implementation project(impairment, amortization)- Numerix enhancement project.
  • Industrial Bank Of Taiwan (2897)
    Assistant Manager
    Industrial Bank Of Taiwan (2897) Jun 2011 - Feb 2016
    Taiwan
    build a mini treasury solution for TRF/Pivot fx derivatives:- using Excel VBA for trade capture, and store data in PostgreSQL.- calling NumeriX CrossAsset for pricing and scenarios testing.- incorporate trade ticket and pricing result into Kondor system which does not support derivative like TRF using decomposition to fit option cash flows.Involed projects:- introducing Murex to subsitute Kondor: - Curve Building, Market Data and Referencing Data, linked to Reuters data source - Generators: Set DayCountBasis, Day Rolling, Convntions, Market configuration for Cash Flow generating in Murex. - help back office to verify interest calculations. - help font office to design TRF trade capture. - help IT to fetch data for compliance and reporting.- introducing NumeriX to pricing exotic financial derivatives: - modeling FX(TRF, DKO), IR(DCI, IRI) derivatives under Numerix Cross Asset. - cross check counterparts' MtM report for model calibration. - integrate with EOD process to fit trade workflow.- Enhancement of EOM process routines:- daily MtM for financial products and derivatives.- limit control and alert for all FX/IR position.- Basel III reporting.- back testing, scenarios testing.- reconciliation in accounting for position and P/L.- middle office workflow enhancement: cron jobs and batch reports (using VBA/Ruby language)
  • Kpmg
    Senior Supervisor
    Kpmg Jul 2007 - Jun 2011
    Taiwan
    - Global Transfer Pricing Service.- Provide transfer pricing report: electronics machinery industry, banking, and wholesalers.- I develop benchmark system to run analysis and generate report by team using Excel VBA and PostgreSQL.

Wei L. Education Details

Frequently Asked Questions about Wei L.

What company does Wei L. work for?

Wei L. works for Masterlink Securities Corp.

What is Wei L.'s role at the current company?

Wei L.'s current role is Senior software engineer.

What schools did Wei L. attend?

Wei L. attended National Cheng Kung University, National Taichung University Of Science And Technology.

Not the Wei L. you were looking for?

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.