Mar 2023 – Feb 2024 · 11 mos · New York, United States · On-site

• Building crypto exchange connectivity - market data feed and oms framework
• Building realtime risk manager system and parameter system to support real time trading

Aug 2021 – Mar 2023 · 1 yr 7 mos · New York, United States · Hybrid

• Working on low latency feed handler development, and agency algo trading engine

Mar 2020 – Aug 2021 · 1 yr 5 mos · New York, United States

• Front office trading system developer focusing on high performance and low latency infrastructure components.

Aug 2018 – Mar 2020 · 1 yr 7 mos

Jul 2014 – Jan 2018 · 3 yrs 6 mos

• Working in proprietary high frequency trading shops. Develop high frequency trading platform to support the business

Nov 2012 – Jul 2014 · 1 yr 8 mos · New York, New York

• Develop C++ high speed market data feed handler and exchange connectivity. It primarily includes:
• 1. parsing various kinds of market data including fix-based and non-fix based market data.
• 2. UDP and TCP Socket network programming
• 3. Multi-threading programming using pthread
• 4. Lock free data structure

Sep 2011 – Feb 2012 · 5 mos · New York

• Operating System Kernel Hacking
• (1) Implement a simple shell environment like C shell
• (2) A new synchronization object: Implement a new synchronization object in kernel which allows application level to wait for a particular angle happening.
• (3)A feedback based scheduler: Multi-level queue feedback based scheduler that give higher priority to the porcesses that uses display more. In mobile device, it gives faster response time for the applications that users use a lot.
• (4)Memory management: Working set monitoring for memory management that provides real time information for physical memory usage
• (5) A new filesystem implementation: Create a new filesystem that embed GPS location in file iNode. When the file is created, or updated the GPS location is attached to the file.
• Computer language and kernel used are C language, and linux kernel

Apr 2011 – Oct 2012 · 1 yr 6 mos · New York

• Improve the performance of our pricing platform. The system needs to price huge amount of trades, so we use Grid technique to separate the workload. The further improvement done by me is using weighting technique for different kinds of trades to load-balance the workload of each engine.

Sep 2009 – Dec 2009 · 3 mos

• Teacher Assistant in User Interface Design course with Steven Feiner

Feb 2007 – Aug 2009 · 2 yrs 6 mos

• GPS navigation system project:
• I work on development of GPS navigation system and related location-aware services on Windows Mobile platform. GPS navigation system require low latency in order to provide smooth user experiences. We build systems from the scratch, and my main duties are mainly solving performance related issues.
• My work includes:
• (1) Efficient data structure, R tree for map data retrieval .
• (2) Utilize pre-cache technique to provide more smooth user experience
• (3) Uses Multithreading technique to improve performance
• (4) Map-mapping technique to correct location from GPS
• (5) Implement low latency guiding environment to provide real time directions to users
• Languages and technologies used: C/C++ with STL support, SQLite library, and Map database
• Android OS project:
• Modify Android OS to support Asus-specific applications, develop ASUS-specific applications for Android, and adapted third party applications for efficient execution on Android OS.
• My work includes:
• (1)ActivSync client development to synchronize e-mails, calendar, and contacts with Microsoft Exchange Server
• (2)ActivSync calendar protocol implementation
• (3) implementation of Input Method Editor (IME) to cooperate with Nuance XT9 Chinese input method.
• Languages and technologies used: C/C++, JAVA, SAX library, XML, SQLite, and Android.

Oct 2005 – Jan 2007 · 1 yr 3 mos

• I managed DNS, Proxy, Mail and HTTP servers in Linux environment.

Jul 2005 – Sep 2005 · 2 mos

• My main responsibility was implementing mobile-related Java Specification Request (JSR) and demo applications.
• Language used are C/C++ and Java

Sep 2003 – Jun 2005 · 1 yr 9 mos

• Geta sandals (indoor localization, self-tracker, smart object)
• Geta sandals are a mobile indoor location tracking system embedded in a pair of ordinary Japanese Geta sandals. The system establishes an infrastructure-free localization system. I designed a footprint-based indoor location system that measures and sums up the displacement vectors along a trail of footprints. Each displacement vector is formed by drawing a line between each pair of advancing footprints. In contrast with current indoor location systems, this footprint location system is infrastructure-free. Because users need only wear the Geta sandals to track their locations without any setup or calibration, the footprint method can be easily deployed in many environments.
• C/C++ with Microsoft studio 2005 are used for development of this project
• mProducer (personal experience computing)
• The mProducer is a digital personal experience (e.g., digital video) sharing and authoring mobile tool that enables everyday users to effectively and efficiently share, and edit digital video at or immediately after the point of capture. In order to solve inconvenient user interface, and storage constricted problems in typical handheld device, mProducer developed three technologies: (1) storage constrained uploading (SCU) to enlarge logical storage space for storing digital records of personal experience as much as possible, (2) sensor-based context-aware personal experience editing technology to assist users with automatic or semi-automatic removal of unwanted material and (3) an editing interface for easily editing the digital personal experience media on typical handheld devices.
• C/C++ with Microsoft studio 2005 are used for development of this project

Jul 2000 – Aug 2003 · 3 yrs 1 mo