Becks Wu | Becks Wu Blog

Hi, I’am Becks. I am a quant developer. I grew up in Beijing(a modern, historical city ) and currently live in New York. I have many year experiences in quant development. Based on my experiences, I have developed various automated trading adjustment tools, trading web dashboards, trading pricing engines, data handlers, monitoring systems, trading synchronization framework which includes both front-end and back-end programs in various languages, and quant libraries. Currently in my role, I implement credit analytics statistical machine ;learning production algorithms.

My interest includes Quant Development, and NLP, Machine Learning, Deep Learning applications in financial industry.

I believe machine learning will have a bright future in financial industry by analyzing millions of data sets within a short time to improve the outcomes without being explicitly programmed

Love Running 🏃 and finished a few Full and Half Marathons including Beijing Marathon 🇨🇳 , Great Wall Maramthon 🇨🇳 , Key West Marathon 🇺🇸 , 👉 next goal is New York Marathon 🗽🇺🇸
Like watching historical documentaries
Love travelling, and ⛵ want to have a journey to Antarctica in future
Dare to adventure, have been to Mountain Everest base camp and watched the sunrise from the highest point on the earth

Education

University of Illinois at Urbana-Champaign

M.S. in Financial Engineering

Aug 2015 - Dec 2016

Program Website: https://msfe.illinois.edu/

University of Colorado Denver

B.A. in Economics/Minor in Mathematics

Sep 2011 - May 2015

China Agricultural University

B.A. in Economics/Minor in Mathematics

Sep 2011 - May 2015

Professional Experience

S&P Global

C++ Quantitative Developer

May 2019 - Now

* Implement production algorithms for S&P credit analytics statistical machine learning extensively served as Capital IQ back-end programs on both Windows and Linux platforms used by worldwide S&P clients

Equiti Capital

Financial Engineer/Developer

March 2017 - May 2019

* Develop FX trading infrastructure using Python, C++, C#
* FIX (Pricing/Dropcopy), API (Rest, SOUP, RabbitMQ), trading platforms connection in C++, C#
* Develop tools for Traders, Supports, and Trading Operations
* Build online alert systems and web dashboards to display key data and configure trading settings using HTML,Javascript/JQuery, PHP, CSS/Bootstrap

CME Group

Machine Learning Practicum Student

Jan 2016 - May 2016

* Lead the team to perform algorithm model training on limit order books and trade records of high frequency Crude Oil futures and E-Mini futures
* Merged data in Python to generate 76 attributes including mid price, volume imbalance, weighed book price, time lag trade volume, etc. to prepare model training
* Modeled high frequency market via various machine learning models (Logistic Regression, Neural Network,SVM, Decision tree) in C++, Python & R to understand market pattern and make predictions market trends
* Backtested all training models in the test set with real high frequency data and achieved 86% accuracy
* Reimplemented and improved iceberg order detection algorithms to identify iceberg orders
* Summarized the weekly progress of the team and wrote weekly technical reports to CME supervisors

Hey!

Fun Parts / Hobbies

Education

Professional Experience