As a junior R&D team member, I immersed myself in the world of advanced trading systems, serving as an analytic engine, portfolio optimizer, and risk manager.
My primary focus was on financial time-series data, and some of my proud projects include:
•Accelerated access to financial time-series data (over 25 TB) by an impressive 2000% compared to Data Warehouse queries. This achievement was made possible by developing a high-performance vectorized cache library in Python, leveraging NumPy and HDF5 file format.
•Facilitated historical data access for 12+ strategy teams by creating GraphQL APIs over Django. These APIs were seamlessly integrated with the cache library, ensuring cross-language compatibility, flexible queries, and efficient data retrieval.
•Reduced cache maintenance and update requests by a substantial 80% by devising a highly flexible mechanism in Python. This allowed for seamless modification to the underlying cache configuration.
•Developed interactive visualizations for historical stock and portfolio data analysis, leveraging React, D3.js, and Django backend.
•Improved developer productivity by significantly reducing the build time of the 100K+ lines of C++ codebase by 60%. This achievement was accomplished through the implementation of CMake, ccache, migration to C++14 from C++98, and upgrading the GCC version.