# Zihe (Tony) Xu

> Software Engineer @ Ellipsis Labs, Ex-Googler, JPMorgan Allumnus

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

I am a software engineer @ Ellipsis Labs, an ex-Googler and JPMorgan alumnus. I graduated from Carnegie Mellon University with a Master of Science degree, and I received my Bachelor's degree from the University of Warwick in the United Kingdom. I am an extrovert and motivated person, and I would love to seek challenges and push my limits. I am deeply intrigued by the dramatic changes in global markets driven by the development of technology and data science.

## Work Experience
### Senior Software Engineer @ Ellipsis Labs
Jan 2025 – Present | New York, United States

### Senior Software Engineer @ Google
Jan 2017 – Jan 2025 | Greater New York City Area
Campaign Manager 360 - Ad Serving Backend
- Developed and maintained distributed ad-serving backend systems for Campaign Manager 360, an integral component of Google Marketing Platform.
- Built scalable, reliable systems for ad serving and targeting across multiple channels, ensuring performance-sensitive, low-latency operations using C++, driving significant revenue impact.
- Built scalable Python-based data pipelines to generate audience insights, utilizing predictive modeling for optimizing creative rotation and frequency in media planning.
- Deployed real-time machine learning algorithms using TFX to optimize ad bidding strategies that drive performance at scale and maximize client ROI.
- Enabled high-quality conversion attribution by leveraging Chrome Privacy Sandbox APIs, aligning with industry-leading privacy standards.

Brand Safety Controls - Publisher Safety
- Built and maintained machine learning models to enhance brand safety for Display Ads publishers and users.
- Enabled precise filtering of sensitive ads and topic-specific ads through solutions like Sensitive Classifier Filtering and General Category Blocking.
- Provided publishers and users with robust tools to block ads aligned with their preferences, ensuring a safe and relevant ad experience.

### Quantitative Research Associate @ J.P. Morgan
Jan 2016 – Jan 2017 | Greater New York City Area
MaRIE Project and Python Development 
- Implemented VaR-based calculators in Athena environment for Interest Rates and FX products using Python; performed implementation tests for model updates and methodology enhancement
- Reconciled the VaR P&L vectors in MaRIE (Market Risk Infrastructure Enhancement) framework; on-boarded full-revaluation and sensitivity-based VaR models for NA Rates Securities

VaR Impact Analysis and Model Performance Backtesting
- Investigated the VaR impact of migrating from FX Discount Market Model to Rates Discount Market Model in Athena for Commodities books; implemented missing interfaces in RDMM and FXDMM to standardize the comparing environment
- Evaluated the performance of VaR-based models by comparing the daily hVaR with clean P&L vectors and counting the number of bandbreaks; investigated the reasons of bandbreaks e.g. times series issue, market volatility etc.

### Quantitative Research Summer Associate @ J.P. Morgan
Jan 2015 – Jan 2015 | Greater New York City Area
- Stressed VaR Aggregation: Aggregated firmwide P&L data for weekly stressed VaR reporting; developed a Python program to automate the process of generating stressed VaR reports
- Pegged Currency Study: Analyzed the time series of spot price and implied volatility of a basket of pegged currency pairs, such as EUR/CHF and USD/MAD; constructed artificial time series for adjusting interventions or discontinuous re/devaluations


## Education
### Master's Degree in MS in Computational Finance - MSCF
Carnegie Mellon University

### Bachelor's Degree in BSc in Maths & Physics (with Honours)
University of Warwick


## Contact & Social
- LinkedIn: https://linkedin.com/in/zihe-tony-xu-6ba3ab48

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Source: https://flows.cv/zihe
JSON Resume: https://flows.cv/zihe/resume.json
Last updated: 2026-04-01