Andy Yu

Senior Software Engineer at Bloomberg LP

London, England, United Kingdom

About

Senior software engineer, experienced in back end C++/Python. Interested in cryptography, decentralised system, algorithm, data structure and maths. Looking for AI engineer positions to work on infrastructure, efficiency and scalability.

Experience

  • Bloomberg (6 yrs 5 mos)
    • Senior Software Engineer
      Mar 2024 - Present · 2 yrs 5 mos

      • Maintaining a large scale real-time market data streaming system serving 10+TB data to 10+M subscriptions everyday. • Leading multi-year projects to unify existing data publishing interface (BLPAPI) and to deprecate an old publishing protocol. • Leading a cross-team technical summit on managing network cost by dynamically load balancing real-time market data streams. • Reduced 40% network load by sharding real-time broadcast subscribers. • Created a regression test framework in pytest for publish-subscribe system and a data stream comparison algorithm. • Implemented a library in C++ to convert algebraic data types. • Presented in company-wide events about composing parsers and asynchronous patterns in C++. • Improved internal documentation: added index for searchability, created a beginner's guide and a mind map.

    • Software Engineer
      Mar 2020 - Feb 2024 · 4 yrs

  • Research Intern - Swisscom Digital Lab (Master thesis) at Swisscom
    Feb 2019 - Aug 2019 · 7 mos

    • Research topic: Embedding memory into advanced dialogue manager for goal-oriented chatbot. • Developed a neural network model that improves the performance of a chatbot. • https://github.com/chia-an/attention-frame-tracking Technologies: Python, Pandas, PyTorch, neural network, natural language processing

  • Machine Learning Engineer at Visium Technologies SA
    Jun 2018 - Sep 2018 · 4 mos

    • Developed machine learning solutions to industry problems with a small team of engineers. • Participated in ideation processes of business use cases of machine learning. Technologies: Python, Pandas, TensorFlow, AWS, neural network, signal processing

  • Research Assistant at Academia Sinica, Taiwan
    Aug 2016 - Jul 2017 · 1 yr

    • Modeling Multi-way Relations with Hypergraph Embedding, in Proceedings of ACM CIKM 2018 (https://github.com/chia-an/HGE) • Low-Rank Matrix Completion over Finite Abelian Group Algebras for Context-Aware Recommendation, in Proceedings of ACM CIKM 2017 (https://github.com/versesrev/MC-AGA) • Presented research projects to general public in an open house event.