My name is Andy Yao, I am a software developer interested in finance. My experience primarily lies with Backend Engineering and data engineering using Java, Python, KDB/Q. I worked with frameworks like Spring, Flask, Django, Spark.

I have a BSc in Computing Science from Simon Fraser University, Canada, and BAh in Economics from Queen's University, Canada

Work Experiences

BitMEX

Software Engineer 2022 - Current

BitMEX runs some of the world’s most advanced KDB systems. With them, we run one of the world’s largest cryptocurrency futures exchanges, facilitating more than a billion dollars of volume per day and several thousand transactions per second.

• Maintenance and support of KDB/Q based cryptocurrency spot/futures trading engine
• Refactor websocket feed handler with low latency Java architecture
• Developed automation tools for exchange engine operations

Environment - KDB/Q, Java, Python, microservices, Kubernetes, AWS, Ubuntu

RBC Capital markets

Software Engineer 2019 - 2022

• Lead the Riskwatch Fixed Income risk calculation for FRTB purpose, responsible for maintenance and enhancement of risk sensitivity measure service

Environment - Java 8, Spring, Spark, YARN, RHEL, SQL Server

• Created custom python solutions to map RBC structure notes to market vendor's format. Allowed six category of structure notes to be published to new vendor platforms.

Environment - SVN, AngularJS, JavaEE, Python, FpML, SQL Server

DMG Blockchain

Software Engineer 2018 to 2019

• Lead developer for IoT (internet of things) software system to control and monitor bitcoin miners
• Created web based dashboard for managing miners (functionalities include bulk pool change, statistics report).
• Built docker telemetry service for monitoring EC2 instance health. Output to Grafana visualization.
• Created alerter systems for notifying onsite technician on out of service miners.

Environment - Git, AWS tools (EC2, ECS, S3), Docker, Python Flask, React, NodeJS, Kafka, Influx, Grafana

Wood Plc.

Application Developer 2013 to 2018

Environment - Access / Excel VBA Development