Linlin Xu

Linlin Xu

Linlin Xu

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Linlin Xu

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Linlin Xu

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Linlin Xu Tallahassee, FL

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Work:

Bloomberg L.P.
New York, NY
May 2013 to Aug 2013
OTC derivatives Quant Summer Intern Hewlett-Packard Software and Solution

Feb 2009 to Jun 2009
Software Engineer Hewlett-Packard Image and Printing Group Color LaserJet Lab

Nov 2006 to Feb 2009
Firmware Engineer Intel Products (Shanghai) Ltd.

Jan 2005 to Jan 2006
Operational research Intern

Education:

Donghua University
2004 to 2007
Master in Electrical Engineering Florida State University
Tallahassee, FL
2009
PhD in Financial Mathematics

Skills:

4 years' industrial experience in C/C++, familiar with C++ template metaprogramming and Boost, familiar with Python/Matlab/SQL Software development under Unix/Linux/Solaris with gcc/gdb/clearcase/git and Windows/visual Studio Parallel computing with OpenMP/MPI on clusters and CUDA on GPU, familiar with compiler construction techniques Familiar with design patterns, proficient in Rhapsody/UML, familiar with COM Numerical PDE with FDM and spectral element method, statistics, stochastic differential equation, Monte Carlo simulation and variance reduction techniques, portfolio optimization based on numerical linear algebra

Linlin Xu

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Linlin Xu Milpitas, CA

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Education:

University of Southern California
Los Angeles, CA
2012 to 2014
MS in Computer Engineering University of Electronic Science and Technology of China
Chengdu, CN
2008 to 2012
BS in Electrical Engineering

Skills:

C, Java, HTML, JavaScript, SQL, PHP, Perl, Verilog, SystemVerilog, RTL design