Gen Yang

Quantitative Developer at Citadel Securities

Building ultra-low latency systems where microseconds matter and precision is everything. From streaming market data pipelines to ETF pricing engines, I turn complex financial problems into elegant code.

Gen Yang

Professional Journey

Building high-performance systems at top-tier firms

Citadel Securities

Citadel Securities

Quantitative Developer

Current

Sep 2025 - Present

Working on Low Latency ETF Pricing Engine and OMS.

Bloomberg

Bloomberg

Software Engineer

May 2023 - Aug 2025

Worked on Streaming market Data Pipeline, Order Entry Creation for derivatives.

Metabit Trading

Metabit Trading

Software Engineer Intern

Mar 2022 - Jul 2022

Worked on Log Processing System, Unified Auth System, Service Mesh Benchmark.

Alibaba

Alibaba

Software Engineer Intern

Jul 2021 - Oct 2021

Worked on Distributed File System.

Education

University of California, Berkeley

University of California, Berkeley

Master of Engineering

Electrical Engineering & Computer Science (EECS)

Aug 2022 - Mar 2023

Shanghai Jiao Tong University

Shanghai Jiao Tong University

Bachelor's Degree

Software Engineering

Sep 2018 - Jun 2022

Technical Toolkit

Technologies I use to build reliable, high-performance systems

🔤

Languages

Python C++ JavaScript TypeScript SQL R
📈

Trading & Finance

Algorithmic Trading Market Microstructure Risk Management Portfolio Optimization Statistical Arbitrage
🤖

Machine Learning

Deep Learning Time Series Analysis Feature Engineering Model Optimization PyTorch scikit-learn
🌐

Web Technologies

Astro React Node.js Three.js Tailwind CSS WebSocket
🔧

Data & Infrastructure

PostgreSQL Redis Docker Linux Git CI/CD DPDK
🎯

Interests

CFA Program Quantitative Research System Design Billiards Tennis Snowboarding

What I'm Working On

Building a comprehensive high-frequency trading system that combines cutting-edge C++ performance with modern web technologies. This project serves as both a learning endeavor and a practical exploration of ultra-low-latency systems engineering.

🚀 Low-Latency Systems

Kernel-bypass networking with DPDK for microsecond-level market data processing

📊 Backtesting Framework

High-fidelity simulation with realistic market microstructure modeling

📈 Real-time Monitoring

Web-based dashboards for system performance and trading metrics

🛡️ Risk Management

Comprehensive portfolio monitoring and risk assessment tools

Let's Connect

Interested in discussing low-latency systems, quantitative finance, or modern web development? I'm always up for a good conversation.