DAVE LOW
Passionate about solving problems in the intersection of financial markets and low latency systems.
Languages: Python, C++, Go
Technologies: Redis, Kafka, Docker, Kubernetes, Terraform, Elasticsearch, Polars
EXPERIENCE
Built backtesting system and managed cloud infrastructure in an early-stage MFT pod
- Parallelised backtests by provisioning dedicated VMs for each job, tightening researcher feedback loop from hours to minutes
- Extended backtesting to support custom instrument universes, trading restrictions and hedging with index futures
- Reduced cloud costs ~60% with a microservice that resizes/starts/stops VMs based on utilization
- Built an internal frontend to simplify managing and monitoring of VMs for the team.
- Created Terraform configurations for dependency-heavy deployments
[Python, Cython]
Built and maintained backend systems for TikTok Shop's logistics pipeline between sellers and delivery hubs
- Supported new market launches by implementing region-specific business logic and multi-region deployments
- Responded to and resolved production incidents during EU hours
- Improved service decoupling by deprecating RPC in favor of Kafka
- Reduced API response times by introducing async patterns in collaboration with the frontend team
[Go]
Worked on latency-sensitive features for interfacing with Autonomous Vehicles [C++]
Built from scratch trade execution and market data systems on Binance/OKX [Python]
Early efforts building a C++ matching engine/aggregator with a multi-threaded epoll server [C++]
Developed a proof-of-concept Event-Driven architecture utilising Apache Airflow and RabbitMQ [Python]
PROJECTS
Simulated exchange with a matching engine, market makers, mean-reverting agents, and a WebSocket market data feed visualised in the browser.