Work/Research Experience
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Advanced Technology Associate, Citigroup, New York City, New York, 08/2008-Present
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Working with Citigroup's Hybrids trading team to build pricing models, run various risk models, and migrate deals to standard pricing models.
Troubleshooting any daily production issues such as market data issues, coding bugs, and feeding the upstream and downstream systems.
Assisting Client Service to setup new product reports.
Collaborating with the technology team to test upcoming application releases.
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Graduate Research Assistant, Georgia Institute of Technology, Atlanta, Georgia, 08/2006-07/2008
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Studied software testing and analysis techniques with focus on fault localization.
Researched the effects of test-suite reduction on fault localization.
Researched the effects of multiple coverage types on fault localization.
Performed numerous experiments on the benchmark subjects.
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Research Scientist (Internship), Avaya Research Lab, Basking Ridge, New Jersey,05/2007-08/2007
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Developed the first IP communication demo system based on the Web Service Initiation Protocol (WIP).
Implemented the core functions and some novel functions, such as call setup, call hang-up, call transfer, and presence-aware call.
Set up and integrated UDDI as the public registry service.
Established the Public Key Infrastructure to enhance communication security.
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Software Engineer, IBM, Beijing, China, 04/2004-07/2006
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Cooperated with the worldwide teams in the design, development, and testing of the Distributed Software (DSW) project for IBM Software Group.
Functioned as a core Java/DB2 developer in the China development team.
Led the China production support team to provide 24-hour technical support and maintenance for the worldwide DSW users.
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Graduate Research Assistant, Beijing Institute of Technology, Beijing, China, 04/2003-04/2004
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Analyzed various Mobile Ad Hoc Network (MANET) routing algorithms.
Proposed a new routing metric (Geographic Route Length) to improve MANET routing.
Performed an empirical study by adapting AODV with the new metric on Berkeley NS2.
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Visiting Student (Internship), Microsoft Research Asia, Beijing, China, 09/2002-03/2003
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Designed and implemented a light-weight middleware to manage the distributed information based on a SOAP/XML-based protocol.
Developed a document management application based on the middleware.
The demo system was exhibited at Microsoft Techfest 2003 in Redmond, WA, US.
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Software Engineer (Part Time), iS-One China Co., Ltd, Beijing, China, 03/2002-07/2002
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Participated in the design of the iS-One CRM system.
Implemented two core modules, Market Selling and Product/Price Management.
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Undergraduate Research Assistant, Beijing Institute of Technology, Beijing, China, 01/2001-07/2001
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Reviewed search engine algorithms such as Chinese segmenting, English stemming, and web crawling.
Designed and implemented a preliminary search engine prototype.
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Publications
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Y. Yu, J. Jones, and M. J. Harrold. An Empirical Study of the Effects of Test-Suite Reduction on
Fault Localization. In Proceedings of the 30th International Conference on Software Engineering, 2008.
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Y. Cao, Y. Yu, and D. Lu. Improving Reactive Ad Hoc Routing Performance
by Geographic Route Length. In Journal of Beijing Institute of Technology,
2004.
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Y. Yu and Y. Cao. A Novel Metric to Improve Reactive Ad Hoc Routing Performance.
In Journal of Huazhong University of Science and Technology, 2003.
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