Jae Woo Lee ----------- SUMMARY Senior-level programmer and systems architect seeks a challenging opportunity in a scientific/analytic environment. Strengths include: - Quantitative/analytic software design and development - Large-scale software architecture and implementation - Experience with wide range of software tools and environments - Self-starter with team leadership and process management experience EXPERIENCE Amaranth Advisors, Greenwich, CT (2003) Senior Application Developer Developed tools for US Credit and Convertibles desk at a hedge fund, including proprietary pricing model for convertible bonds and capital structure arbitrage analyzer for series of high-yield bonds and credit default swaps. Conceived, designed and prototyped spreadsheet/macro platform, a pure Java alternative to Excel/VBA, based on Formula One spreadsheet engine and BeanShell scripting language, to serve as the framework for rapid front-office analytic development. MyRisk.com, Inc. / DirectAdvice, Inc. (1999-2002) Co-founder, President, and CTO (MyRisk.com, Inc.) Senior Developer and Project Technical Lead (DirectAdvice, Inc.) Co-founded MyRisk.com, a company that provided risk and portfolio analytics to individual investors over the Internet. Risk analysis engine was based on conditional value-at-risk, using historical simulation on daily US equity returns with a factor model for extrapolating recently issued securities. Designed, built and administered MyRisk.com web site using 3-tier architecture--web front-end in TCL, risk engine in C++, and security database in Oracle--using AOLserver multi-threaded web server and Oracle 8i running on Linux. Sold company in November 2000 to DirectAdvice, Inc. Led development of DirectAdvice Portfolio Analysis Service, a tool based on MyRisk.com technology. Made key technical decisions, including data model, 3rd party data feed integration, API for subsystems, cross-platform build/deployment strategy and production hardware requirements. Designed and implemented multi-phase portfolio construction system, featuring configurable Java modules for various stages such as reconciliation of user-specified constraints, mutual fund screening and recommendation, tax sensitivity analysis, and mean-variance optimization. Independent Consultant (Fall 2002, Summer 2000, Spring 1999) - Droplets, Inc. - Fall 2002 Enhanced functionality of Droplets GUI Designer for Borland JBuilder, an OpenTools API plug-in that lets users generate Java client-server application code within the JBuilder IDE. Added core features and fixed critical bugs to bring the product out of beta. - Droplets, Inc. - Summer 2000 Developed PictureShare, a collaborative photo album application, using the Droplet Server SDK, a multi-threaded C++ client-server application framework. Used Win32 API for thread, timer, and Internet functions. Oracle Template Library used for database access. Used Rational Rose for object modeling and UML documentation. - Spaceday.com - Spring 1999 Developed back-end functionality of the "Mission to Mars" project, an interactive web site for children to experience the feeling of space travel. Used CGI in C/C++ accessing simple filesystem-based database to meet client's budget restraint. Developed for Apache web server running on BSDi. - PR Newswire - Spring 1999 Implemented news search page on PRNewswire.com. Used Tempest messaging server with Java client processes invoking Oracle PL/SQL procedures through JDBC. Developed and deployed in Solaris. Tempest Software, Inc. (1997-1998) Senior Developer Wrote Java version of the client library for company's core product, the Tempest Messenger System, an HTTP-interoperable message-oriented middleware system. Careful tuning of multi-threaded TCP sockets code allowed the implementation to achieve same performance as platform-specific C versions of the library. Designed and implemented the Tempest Application Server (TAS), a Java framework that allowed programmers to rapidly create web applications simply by extending pre-defined classes. TAS was subsequently used by the company's consulting division for a number of Fortune 500 clients. Reformed company's development process, instituting source control and cross-platform build policies using Perforce source management system. Subsequently led two successful and significant product releases on Windows, Solaris, and Linux platforms. Inventure, Inc. (formerly Fenics Software Inc. and Astrogamma, Inc.) Developer (1994-1997), Development Manager (1997) Developed and maintained new features and enhancements of FENICS, a widely used software package for foreign exchange options pricing and position analysis. Worked closely with mathematicians to adapt and implement various numerical algorithms for pricing exotic options. Led design and development of FENICS Connect, a configurable data import/export engine driven by a simple language, to facilitate connectivity from FENICS to other back-office systems. Managed the FENICS development staff. Responsible for project assignments, design and code reviews, release management, hiring, training junior developers, and quarterly staff performance evaluations. EDUCATION Columbia College, Columbia University, New York, NY B.A. in Physics, May 1994. Computer science courses in data structure, algorithms, discrete math, graph theory and operating systems. SKILLS Languages - C/C++, Java, Scheme/Lisp, TCL, Python, Basic, Pascal, JavaScript, HTML, Bourne/Bash shell, SQL. Fluent in English and Korean Technologies - Object-oriented analysis/design/development using design patterns - UNIX/Win32 systems programming: sockets, threads, process management - GUI programming with MFC and AWT/JFC/Swing - Database development with PL/SQL, OCI/OTL, ODBC, JDBC - Internet protocols and technologies: HTTP, SOAP, XML, EJB, LDAP, SMTP - Web development with CGI, ASP, ADP, Java Servlets, JSP - Software internationalization: CJK encodings, Unicode Tools and Environments - OS: Debian/RedHat GNU/Linux, Solaris, BSDs, Windows 9x/NT/2k, DOS - Standard UNIX development/admin tools: make, grep, vi, gcc, find, etc. - Database: Oracle, SQL Server - Web servers: Apache, AOLserver, IIS - Source control/Build system: Perforce, CVS, RCS, make, Ant, Jam System Administration - Unix server administration: web server, mail server, DNS, Samba, etc. - Server and desktop hardware build and maintenance - Linux desktop administration: audio/video, X configuration, XDM, VNC - Windows administration: NT server, Cygwin cross-platform environment