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
Developed research infrastructure for an early-stage MFT pod
- Owned in-house backtest platform that allowed researchers to develop, backtest and iterate on signals at scale
- Parallelised backtests by provisioning dedicated VMs for each job, tightening researcher feedback loop from hours to minutes
- Extended platform to support custom trading universes, trading restrictions and index hedging.
- Reduced cloud costs ~60% with microservice that restarts preempted VMs and monitors CPU/Memory utilization
- Built frontend to simplify managing and monitoring of VMs for researchers
- Created Terraform configurations for multi-dependency deployments
[Python, Polars, Redis]
Built and maintained backend systems for TikTok Shop's logistics between sellers and delivery hubs
- Supported new market launches by implementing region-specific features and multi-region deployments
- Improved service decoupling by deprecating RPC in favor of Kafka
- Reduced API response times by introducing async patterns in collaboration with the frontend team
- Responded to and resolved production incidents during EU hours
[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, Kafka]
Early efforts building a C++ matching engine/aggregator with a multi-threaded epoll server [C++]
Developed proof-of-concept Event-Driven architecture with RabbitMQ and Apache Airflow [Python]
PROJECTS
Simulated exchange with a matching engine, market makers, traders, and a WebSocket market data feed visualised in the browser.