About Me

Hello! My name is Alan Lee. I grew up in Vancouver and discovered my passion in software development during high school. I love problem solving and applying technology in an impactful manner.

I am currently a SWE at Morgan Stanley in the Institutional Securities division; I work alongside strats teams to develop and implement high-performance quantatative algorithms for our trading desks.

Education

	University of Toronto Honours Bachelor of Science, Computer Science	Toronto, ON June 2020
	GPA: 3.63 / 4.0 Courses taken Fourth Year: CSC D37 Analysis of Numerical Algorithms for Computational Mathematics CSC C63 Computability and Computational Complexity CSC C09 Programming on the Web CIT B08 Economy of Cities EES A10 Human Health and the Environment CSC C24 Priciples of Programming Languages (Functional Programming) CSC C73 Algorithm Design and Analysis CSC D27 Computer and Network Security CSC C46 Social and Information Networks STA B52 Probability Third Year: CSC C69 Operating Systems CSC C10 Human-Computer Interaction (UI/UX Design) CSC B63 Design and Analysis of Data Structures LIN A01 Linguistics PSC B57 Introduction to Scientific Computing PHY 207 Physics of Music

Work Experience

	Morgan Stanley; Interest Rate Derivatives Software Engineer	Toronto, ON Oct 2020 - Present
	Develop and implement high-performance quantative risk calibration algos and systems for global IRD trading desks.
	Canadian Imperial Bank of Commerce; Capital Markets Derivatives Software Development Intern	Toronto, ON Jan 2019 - Apr 2019
	Designed and developed an ETL pipeline using PL/Sql stored procedures, C#, and OLAP Cube, which enhanced BI analysis and turned data into actionable insights. Implemented metrics on the Derivatives P&L application which tracked and displayed Derivatives Teams' trade performance on a dashboard using .NET framework. Created a feature on the CashFunding application that automated accounting team's cash-flow balancing tasks, eliminating 4 hours per day of manual repetitive tasks. Developed a web app that enabled Capital Markets employees to communicate internally and share news using Node JS and KendoUI.
	University of Toronto Teaching Assistant for various 3rd/4th year CS/Stats courses	Toronto, ON 2019 - 2020
	Led weekly tutorial sessions to help ~30 students. Assisted in marking over 200+ assignment and tests per course while maintaining a full course workload.
	Municipal Property Assessment Corporation System Developer Intern	Pickering, ON Jan 2017 - Sept 2017
	Developed a Java Swing mobile application that enables tax evaluators to sketch floor plans and estimate property tax on-the-fly. Wrote an algorithm that mapped 3000+ data sets daily to create documentation and tests. Refactored and optimized parts of the codebase which enabled legacy compatibility with modern systems. Helped 100+ employees use a database application by designing and prototyping a web page using HTML and Angular.