Wenhan's Resume

Experiences

Slide down to view more of my experiences.

Work Experience

Stress 2.0 — Trade Wind Down (TWD) Data Pipeline

2024.01 - present

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Owned the Python side of the TWD pipeline: ingested data from UDW, Prism (ActivePivot-based risk data warehouse), market data and Excel inputs via MDX / REST / Dremio SQL / file export; built Data Object and Scenario domain models, post-processing and persistence; ~800 MB per run (4 scenario types × ~200 MB).
Implemented stress-factor calculations (incl. CS01) on the Fingal computation framework; integrated with the compute grid as a consumer, preparing inputs for the external calculation engine and collecting results.
Refactored the TWD domain model: replaced data-object skid with a unified identifier to eliminate redundant object creation; extracted version-increment logic into one method so version semantics stay consistent across TWD.
Led the MinIO object-storage redesign: new storage layout, file deletion and size accounting, upload-count validation, explicit overwrite semantics for duplicate files, fail-fast with clear errors for empty inputs; optimised access patterns to avoid costly ListObjects calls.
Built test coverage and change evidence: transactional tests with automatic rollback, full-path Spring test coverage, new tests plus change-control testing evidence for miniosync, propstore and maestrologger.
Orchestrated daily-stress batch jobs on Prefect, adding missing wait-for dependencies for special tasks and the downstream lynx task. Lead for Maestro, the event-monitoring system: code review, improvements and sign-off.
Proficient in AI-assisted development: Claude Code used daily for refactoring, test generation, branch merging, old-vs-new data-source comparison, minimal reproductions and incident analysis.

Full Revaluation and Non-Managed CVA Calculation Process

2023 - 2025

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Lead for the NM CVA module: owned requirements, delivery and production releases, plus post-release production support.
Built the Prefect pipeline that produces risk P/L and non-managed CVA under each stress scenario to guide trading decisions; per-trade calculation inside nodes, with high parallelism in both pre-processing and the Monte Carlo ComputeGrid service.
Combined ActivePivot (Prism) risk data with trade and market data; persisted results to Dremio and AWS S3 for the downstream UI team.
Designed an event-based listener to automate the pipeline; production support plus development-environment debugging and continuous monitoring.
Ran Japan CVA batches and aggregated results across regions; resolved read/write conflicts without losing parallelism and capped task parallelism to avoid long waits.
Refactored filter logic to accept more filters; configured exclusions and type changes for compliance.

Scenario Extractor · Risk Data Endpoint (RDE)

lead

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Lead for the Scenario Extractor: generated stress-scenario data and exposed it to front-end UI users through the Risk Data Endpoint API; worked directly with Risk Management on requirements and design and owned the production release.

Market Data Python ETL Framework Parsing Tool

2023 - 2024

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Aggregated multi-vendor market data and extracted the market-risk inputs each calculation model needs; optimised code paths across shared modules and custom models.
Traced and fixed production parsing issues through logs and Dremio, working with other departments on root cause.
Drove model execution from ETL semaphores; wrapped common interfaces in FastAPI; introduced a Status ID scheme to handle long-running calls and multi-process concurrency.
Contained FastAPI memory leaks / OOM on large payloads with permission control and Gunicorn restarts; handled log reads under log rotation.
Migrated the ETL project to AWS with YAML configuration, systemd and Jenkins-triggered provisioning.

Java Scenario Service Analysis and P/L Tool

2023 - 2024

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Designed and built REST APIs for a scenario-analysis and P/L execution tool, modelled on real market scenarios and risk types.
Caching and multi-threading so the UI gets responses faster.
Designed and tested scenario state transitions and dependencies, kept database consistency, and guarded transitions with integration tests.

ServiceNow Disaster Recovery

2023 - 2024

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Replaced department-by-department DR management with one ServiceNow Engine project across departments.
Distilled the Excel DR process into ServiceNow Data, Form and Flow, plus Kanban and process management.

Lynx Trade-Data ETL Module

2023.06 - 2023.12

Analyst, Senior Software Development

Nomura (Shanghai) Information Technology Co., Ltd. · Risk and Control Technology

Owned ETL and analysis of upstream trade data: database configuration, business-rule CRUD and REST API migration.
Delivered the Lynx 1.0 → 2.0 compatibility upgrade so upstream and downstream kept running through the version switch.

Internships

Travel-expense approval system (AEJ Travel and Ground Transportation)

2022.07 - 2022.08

GIS Development Intern

Nomura Holdings, Inc. · Global Infrastructure Services (GIS)

Travel-expense approval system in Java and React with JPA on MySQL: front-end componentised refactor, back-end interface definitions, Excel export and data sync, database schema design.
ServiceNow integration: state synchronisation with a multithreaded async scheduled job and a status validity window. Jira for requirements, Git for branching.

Centralised face-detection model for AI standardisation

2021.10 - 2021.12

AI Standardisation

Yitu (Shanghai) Corporation

Surveyed face-recognition approaches and selected models suited to centralised feature-map generation and detection.
Designed the post-processing feature-map format and improved central-side accuracy with pretrained models.
Proposed a TensorFlow case validating real face images used by the model, covering effectiveness and privacy.

Lane-line data closed loop and visualisation

2021.07 - 2021.10

Data Loop and Visualisation Intern

Nullmax (Shanghai) Technology Inc.

Lane-line analysis and visualisation with Python (Django + Echarts.js) and Zeppelin; owned front and back end and the Echarts components.
Data closed loop on Airflow: selected hard lane-line cases, scripted the analysis and presented it to engineers and users.
Cut million-row hard-case selection from 30 s to 6 s; wrote Shell / Python scripts and an Electron.js script-management tool.

Outcomes

Tencent WeOpen Star Contributor (No. 0020)

2022.05 - 2022.06

Rank: GitHub Repo Link / Publishment: WeChat Subscription @ WeOpen Star

WeOpen Star: (1) Thoughts and ideas for related project at 51CTO, (2) experiences on the past open source project and (3) the improvements to the related projects.
Best Notes: The demand discussion for Nebula-LINQ / experiences and summary for builtin C++ functions and translation work.

2

nd top contributor in May /

1494

readings

OpenMLDB Active Contributor

2022.04 - 2022.05

OpenMLDB Git: https://github.com/4paradigm/OpenMLDB

OpenMLDB: (1) 3 builtin function for SQL, (2) compile warning and (3) Javadoc fix.
Contacted, examined and appraised with native project developers. Merged to main branch. Achieved the certifications for these contributions.

6

PR /

6

issues /

88

commits /

110

conversations

Open Source Promotion Plan (OSPP)

2022.03 - 2022.06

Organized by the Institute of Software Chinese Academy of Sciences

3 Project Plan Submission: (1) OI Wiki: Gatsby Blog Framework Development, (2) Nebula: LINQ to SQL Translation, (3) OpenMLDB: Doc Translation.
Each with a practicable project application, contacted with the relevant staff in these companies.

Chenchao Wang, Chao Peng, Mengdan Wang, Rui Yang, Wenhan Wu, Qilin Rui, Neal N. Xiong: CTHGAT: Category-aware and Time-aware Next Point-of-Interest via Heterogeneous Graph Attention Network. SMC 2021: 2420-2426

2021/10/17

2021 IEEE International Conference on Systems, Man, and Cybernetics (SMC 2021)

Co-author.

Wenhan Wu, Yongxin Zhao, Chao Peng, Yongjian Li, Qin Li: Analyzing and Recommending Development Order Based on Design Class Diagram. KSEM 2021: 524-537

2021/08/16

The 14th International Conference on Knowledge Science, Engineering and Management (KSEM 2021)

Written and published as the first author.

Huawei Ascend Model Zoo Contributor

2020.11 - 2021.03

Modelzoo Git: https://gitee.com/ascend/modelzoo-his

RealNVP Flow Model: (1) training, (2) testing and (3) offline inference.
Merged to main branch.

5

PR /

6

issues

Federated Learning Seminars

2020/09 - 2021/01

Discussed about the recent essays and technologies related to the federated learning across different labortories. Shared the essays about what is learned and made 3 reports.

软件著作权第5530258号

2020/03/14

登记号：2020SR0651562

基于自动重构技术的软件复杂度降解平台（SRT V1.0）

Projects

SRT — Design-Stage Code Complexity Reduction via Automated Refactoring

2019.04 - 2021.08

Genetic algorithm over design class diagrams to reduce software complexity; compared against a classical greedy baseline, later improved with clustering.
Spring Boot (Jama), Vue.js (Echarts), MySQL, Redis; Graphviz desktop mode for offline use. Product design, database design, implementation, API, GUI, unit tests.
First-author paper at KSEM 2021 (CCF-C): Analyzing and Recommending Development Order Based on Design Class Diagram. Software copyright 2020SR0651562.

RealNVP migration to Huawei Ascend

2020.11 - 2021.03

RealNVP flow model on CIFAR-10 to fit a target data distribution.
Migrated the TensorFlow model to Huawei Ascend, matching operators; wrote migration adapters and offline-inference scripts in Python.
Filed 5 platform issues and merged the work into the Gitee open-source project (Ascend Model Zoo).

Key Achievements and Social Working

During my undergraduate life, achievements and connections with others are my spirit to gain more on my study.

Scholarships

Honors

Years

Social Workings

Key Achievements

2023.05

Tencent Cloud - WeOpen Star开源摘星100人荣誉称号（第26/100名）

2022.06

OpenMLDB Certificate of Active Contributor

2022.05

Tencent Cloud - WeOpen Star开源摘星计划初次项目贡献证书

2021.11

2021年度软件工程学院波克城市优秀学生奖学金（学术科研优秀奖三等奖）(2021 Boke-city Excellent Graduate scholarship (3rd prize of Academic Research Excellence Award).

2019.10

华东师范大学优秀学生一等奖学金 (1st scholarship for Excellent Undergraduate, ECNU) (7% of the whole students).

2018.10

中国高校计算机大赛（小程序类）华东赛区二等奖 (2nd prize of University Computer Competition in East China Competition Area in China).

2019.04

2019年力扣杯全国高校春季编程大赛优胜奖 (Prize of the Leetcode National College Spring Programming Competition, 2019) (Rank: 39/831).

2019.04

"游族杯"上海市高校程序设计邀请赛二等奖 (2nd prize in "Youzu Cup" University Programming Invitational Competition, Shanghai).

2018.10

华东师范大学优秀学生二等奖学金 (2nd scholarship for Excellent Undergraduate, ECNU) (10% of the whole students).

2017.10

华东师范大学优秀学生一等奖学金 (1st scholarship for Excellent Undergraduate, ECNU) (7% of the whole students).

2017.04

"游族杯"上海市高校程序设计邀请赛三等奖 (3rd prize in "Youzu" Cup University Programming Invitational Competition, Shanghai).

2016.10

华东师范大学程序竞赛优胜奖 (Award in Program Contest of ECNU).

Social Working

2018.05-2018.11

华东师范大学社团联合会社团部长 (Minister in Association of School Societies)

联系社团与社团联各部门，为社团与学校间的工作提供桥梁。
积极推动社团活动的帮助，并提供对应的支持。

2017.09-2018.06

夏雨艺苑留学生交流社团秘书长 (Secretary of Summer Rain, International Student Exchange Association)

主持并设计与留学生相关（例如万圣节）的活动，与学校各部门协同，为留学生打造有趣的交流环境。
与留学生和社团成员进行沟通，并负责社团初期的培训、讲座等活动，帮助社团成员融入社团的同时，也能帮助社团等级有所提升。
分析国内外学生的差异特点并通过活动举办、讲座讨论的形式使国内外学生进行有效的沟通，提供平台相关活动。
同时，作为秘书长，还进行了诸如儿童节、语言角、万圣节的财务工作，完成相关活动的报销流程，并对非报销部分进行资金的整理与合理配置，以维持社团的正常运行与开销。为活动的顺利开展做好充足的后勤准备。

2017.08

“科技一夏，遇见未来”首届校级暑期支教活动 (Meet the Future, Summer Social Practice Activities, ECNU)

在支教活动中，支教团队前往江西上饶进行暑期支教，为他们传授与科技和计算机相关的知识，同时解决贫困地区学生的相关生活问题，真正走入当地并感受当地的文化和特色。
本人主要负责学生的课堂教学。通过游戏和活动，以寓教于乐的方式激发学生学习兴趣，从中能够学习到相应的内容。同时在周末时间，进行个体辅导，发现其中的问题并进行个性化的学习情况管理，并整理成相关案例。
考虑到时间原因，比起教学知识，提供一种教学想法更为重要。因此，以游戏的形式进行管理有助于这一目的的实现，使学生能够有学习兴趣，乐于学习，从而进行交际。同时，针对学生进行个性化辅导和学习情况跟踪。
获得该类活动最佳项目奖及上海市知行杯社会实践项目大赛二等奖。

2016.09-2018.04

华东师范大学社团联合会干事长 (Group Manager of the Events Department, Association of School Societies)

相关活动的策划与执行工作，主要负责活动前期的采购、活动现场的任务执行、主持人、活动后期的总结等一系列相关工作，帮助和支持相关社团活动（例如社团文化节、音夏杯、社团巡礼等）的开展。
为学校活动提供相关支持，例如主持人才学院项目汇报、参与换届选举等。
在任职后期，还积极与文化类社团沟通，希望他们能够参与到联合会的相关活动中，尽最大可能展示自己的社团文化。

Wu Wenhan

Software Engineer · Python / Java · Nomura Risk and Control Technology

About

Developer / Risk Technology

Trivial Certification

CET-4

CET-6

NCRE (L2)

PSC

Driving License

Passport

NTCE

Education

East China Normal University

2020.09-2023.06

M.Eng. in Software Engineering (Academic)

East China Normal University

2016.09-2020.06

B.Eng. in Software Engineering

Skills

Experiences

Work Experience

Stress 2.0 — Trade Wind Down (TWD) Data Pipeline

2024.01 - present

Full Revaluation and Non-Managed CVA Calculation Process

2023 - 2025

Scenario Extractor · Risk Data Endpoint (RDE)

lead

Market Data Python ETL Framework Parsing Tool

2023 - 2024

Java Scenario Service Analysis and P/L Tool

2023 - 2024

ServiceNow Disaster Recovery

2023 - 2024

Lynx Trade-Data ETL Module

2023.06 - 2023.12

Internships

Travel-expense approval system (AEJ Travel and Ground Transportation)

2022.07 - 2022.08

Centralised face-detection model for AI standardisation

2021.10 - 2021.12

Lane-line data closed loop and visualisation

2021.07 - 2021.10

Outcomes

Tencent WeOpen Star Contributor (No. 0020)

2022.05 - 2022.06

2

1494

OpenMLDB Active Contributor

2022.04 - 2022.05

6

6

88

110

Open Source Promotion Plan (OSPP)

2022.03 - 2022.06

Chenchao Wang, Chao Peng, Mengdan Wang, Rui Yang, Wenhan Wu, Qilin Rui, Neal N. Xiong: CTHGAT: Category-aware and Time-aware Next Point-of-Interest via Heterogeneous Graph Attention Network. SMC 2021: 2420-2426

2021/10/17

Wenhan Wu, Yongxin Zhao, Chao Peng, Yongjian Li, Qin Li: Analyzing and Recommending Development Order Based on Design Class Diagram. KSEM 2021: 524-537

2021/08/16

Huawei Ascend Model Zoo Contributor

2020.11 - 2021.03

5

6

Federated Learning Seminars

2020/09 - 2021/01

软件著作权第5530258号

2020/03/14

Projects

SRT — Design-Stage Code Complexity Reduction via Automated Refactoring

2019.04 - 2021.08

RealNVP migration to Huawei Ascend

2020.11 - 2021.03

Key Achievements and Social Working

Key Achievements

Tencent Cloud - WeOpen Star开源摘星100人荣誉称号（第26/100名）

OpenMLDB Certificate of Active Contributor

Tencent Cloud - WeOpen Star开源摘星计划初次项目贡献证书

2021年度软件工程学院波克城市优秀学生奖学金（学术科研优秀奖三等奖）(2021 Boke-city Excellent Graduate scholarship (3rd prize of Academic Research Excellence Award).

华东师范大学优秀学生一等奖学金 (1st scholarship for Excellent Undergraduate, ECNU) (7% of the whole students).