DAVE LOW

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  •  linkedin.com/in/davelowqx  •  SG

Quantitative Developer passionate about solving problems in the intersection of financial markets and low latency systems. Python/C++.


EXPERIENCE


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    Quantitative Developer

    Worked on simulation backend and cloud infrastructure in an early-stage MFT pod.
    - Deployed and managed various services on GCP including compute engine, cloud storage, spanner, monitoring/logging, IAM
    - Worked extensively with polars for manipulating of dataframes to express desired business logic
    - Parallelised backtest workflows by routing jobs to individual, dynamically-sized instances instead of a managed instance group.
    - Reduced cloud computing costs ~60% with a microservice monitoring compute instances and automatically resizes/start/stop them as required.
    - Extended backtesting pipeline with features such as custom multi-instrument books, trading restrictions and hedging with index futures.
    [Python]

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    Software Engineer

    Worked on backend systems facilitating First-Mile delivery between TikTok Shop sellers and delivery hubs.
    - Expanded platform into new geographical markets by migrating existing code and infrastructure.
    - Responded to and resolved production incidents occuring during EU hours
    - Improved inter-service reliability and decoupled architecture by deprecating RPC in favor of Kafka.
    - Enhanced user experience by migrating to async patterns with the Frontend team
    [Go]

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    Internship

    Worked on latency-sensitive features for intefacing with Autonomous Vehicles. [C++]

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    Internship

    Built from scratch trade execution and market data systems on Binance/OKX. [Python]

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    Internship

    Early efforts building a C++ matching engine/aggregator with a multi-threaded epoll server. [C++]

     • 
    Internship

    Worked on a project to revamp legacy infrastructure with an Event-Driven architecture. [Python]


EDUCATION


Computer Science

 • 
National University of Singapore

SKILLS


• Languages: C++, Python, Go, SQL
• Technologies: Redis, Kafka, Kubernetes, Docker, Terraform