# Anny Francis

> Software Engineer at Engineers Gate

Location: New York, United States
Profile: https://flows.cv/annyfrancis

Software engineer with a passion for C++ and Python programming and solving mathematical problems. Let me know of interesting opportunities.

## Work Experience
### Software Engineer @ Engineers Gate
Jan 2023 – Present | New York, New York, United States

### Software Engineer @ Vivienne Court Trading Pty Ltd
Jan 2022 – Jan 2023
Software engineer working on a market making trading team. Focusing on low latency software C++ and Python.

### Masters Student @ UNSW
Jan 2020 – Jan 2022
Created a Python package for Bayesian multivariate time series forecasting with modular code that uses NumPy, SciPy, pandas, data compression, shell scripting, GPU, JAX automatic differentiation, and Numba JIT compilation. Package will be deployed and maintained as an open-source project upon completion.

### Senior Analyst @ Reserve Bank of Australia
Jan 2017 – Jan 2022
Worked in Financial Markets Group (open market operations and equities) and Note Issue (counterfeit banknotes) departments. 

Formulated mathematical models (in R and Mathematica) to understand bidding behaviour, elasticity of demand, and interactions between demand and supply at repo market auctions. Designed an algorithm to extract insights from a foreign exchange database containing trillions of rows. The algorithm accounted for missing data and incorrect reporting.


## Education
### Masters of Research in Statistics
UNSW

### Bachelor of Commerce/ Science in Actuarial Science, Statistics and Mathematics
UNSW

### Econometrics Honours
UNSW

### Exchange
The University of Hong Kong

### Exchange
Tsinghua University


## Contact & Social
- LinkedIn: https://linkedin.com/in/anny-francis

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Source: https://flows.cv/annyfrancis
JSON Resume: https://flows.cv/annyfrancis/resume.json
Last updated: 2026-04-13