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.