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@linanqiu
Last active January 19, 2021 21:34
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{
"basics": {
"name": "Linan Qiu",
"email": "linanqiu@gmail.com",
"location": {
"address": "New York, NY"
},
"phone": "(646) 753-1908",
"profiles": [
{
"network": "github",
"username": "linanqiu",
"url": "github.com/linanqiu"
},
{
"network": "linkedin",
"username": "linanqiu",
"url": "linkedin.com/in/linanqiu/"
}
]
},
"education": [
{
"institution": "Columbia College, Columbia University",
"location": "New York City",
"area": "Computer Science and Financial Economics (Double Major)",
"studyType": "BA",
"endDate": "2016-06",
"gpa": "3.91",
"startDate": "2012-09"
}
],
"work": [
{
"company": "Bridgewater Associates",
"website": "",
"highlights": [
"Research and dev team lead within Trading. Trading's responsible for BW's optimal execution (e.g. minimal market impact / transaction costs / information leakage, high uptime and platform performance) in the markets.",
"Apply econometrics / machine learning methods (e.g. counterfactual analysis, Bayesian methods, random forests) to BW's trade optimization strategies and analytics (e.g. market impact models, broker selection and optimization).",
"End to end ownership of strategies through the model development lifecycle (research, validation, productionization, deployment).",
"Tech lead for a team of 4 software engineers on analytics compute and research platform buildout in Trading. Stand-in product manager for team's roadmap / requirements. Responsible for engineering standard and delivery.",
"Earliest engineer hired out of college to be promoted to team lead within BW. Consistently achieved highest personal grades internally over the last two years."
],
"position": "Quantitative Researcher and Engineering Team Lead",
"startDate": "2020-01",
"endDate": "2021-01"
},
{
"highlights": [
"Completed critical performance optimization project to scale up order management system (OMS) within Trading to accommodate asset class wide migration onto target state OMS.",
"Delivered performance gains in multiple functional areas (e.g. DB deadlock / throughput, C# compute, algorithmic rewrites)",
"Enforced engineering and data rigor in analyzing performance results, building in diagnostic telemetry into applications and analyzing performance profile using standard data science toolkits"
],
"position": "Platform Software Engineer",
"endDate": "2020-01",
"startDate": "2018-10"
},
{
"highlights": [
"Wrote execution algorithms for equities, foreign exchange, fixed income, and futures asset classes",
"Spearheaded project that confirmed the target state systemization engine and OMS for BW Trading, which unlocked a multi-year project (2017 to 2020) to migrate all asset classes onto that platform."
],
"position": "Algo Software Engineer",
"startDate": "2016-07",
"endDate": "2018-10"
},
{
"highlights": [
"Head Teaching Assistant for Data Structures class. Built an automated grading system using CI and scripts that I'm now too ashamed to talk about. Added automated plagiarism detection and made the similarity graph a homework assignment for students. Secured funding from AQR during my interview to fund scale-out.",
"Teaching Assistant for Corporate Finance / Macroeconomics for one semester each. Economics research (senior thesis) with Prof Jose Scheinkman. Computer science research (senior research) on NLP."
],
"company": "Columbia University",
"position": "TA, Researcher",
"startDate": "2012-09",
"endDate": "2016-06"
}
],
"skills": [
{
"level": "",
"keywords": [
"C# / .NET / dotnetcore family, SQL Server, Azure, Python, Scala. I pick things up fast too."
],
"name": "Engineering"
},
{
"keywords": [
"R (both Tidyverse and classical), Python. Enough stats / ML to be useful and learn more."
],
"name": "Stats / ML"
}
],
"projects": [
{
"name": "Open Source Poker App",
"url": "https://github.com/linanqiu/Poker",
"description": "Surprisingly, a proper open source poker app doesn't really exist. This is also my way to learn cutting edge web app development. Built using Blazor WebAssembly with SignalR on AspNetCore."
},
{
"name": "Fashion Show Producer",
"description": "Produced a fashion show in college with my now fiancee. Fund raised 10x the allocated budget so that I can get nice sound system / lights for the show."
},
{
"name": "Active on GitHub",
"description": "Check out my GitHub for more recent / smaller projects, including one where I use simulated annealing to optimize wedding seat arrangement (a problem I'll have to tackle myself soon)."
}
]
}
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