Overview
Work History
Education
Skills
Interests
Timeline
Generic

YE Henry

Engineer
Hong Kong

Overview

9
9
years of professional experience
4
4
years of post-secondary education
3
3
Languages

Work History

Execution Technology Engineer

Balyasny Asset Management
09.2024 - Current
  • Improving existing OEMS system
  • Developed a real time T0 position management service

Systematic Quant Dev / JAVA, Python

Brevan Howard
10.2022 - 07.2024
  • Support on existing trading related application, including OMS, Bar Service built by central tech team
  • Trading Services for largest PM in HK
  • Working directly with PM, built the whole systematic mid-frequency trading infra by myself from scratch for the largest PM in HK, supporting multi assets including FX, Future(including china commodity futures), IRS
  • Implement position and order calculation
  • Implement order position tagging logics for china commodity future in intraday trading
  • Implement auto configurable Order routing
  • Implement intraday and EOD position reconciliation
  • Implement auto start of day position check and copy
  • Implement auto future rolling, including systematic post-rolling checks
  • Implement service monitoring and alerting for trading infra service
  • Implement Position visualization by Pulse
  • Implement service intraday restart-free and recovery mechanism
  • Implement order netting between PM and Sub-PM within same desk (still on-going)

Trading Tech / JAVA, Kotlin, Python

BFAM Partners
07.2021 - 09.2022
  • Support on existing multi-asset Trading Application, including OMS, FIX Gateway, Algos, Booking etc
  • Internal Pair Algo
  • Collecting requirements directly from PM
  • Onboarding new desk for using internal Pair Algo
  • Enhancing algo’s balancing mechanism on notional between two legs
  • Adding market hours handling
  • Stock Locate service
  • Collecting requirements directly from PM
  • Developing a stock locate service supporting 3 different channels: FIX, FTP, HTTP, connecting to 7 different brokers
  • Service Features: Resilience: Able to handle excessive volume of request
  • Realtime: Realtime updates to locates results to clients
  • Automation: Auto retry on querying pending locates with timeout
  • Scalability: Ability to easy scale up powered by ActiveMQ
  • Visibility: Visible locate result powered by devextrem
  • Used by multiple desk across the fund
  • UK Office setup for Trading Apps
  • Enabling Trading Apps to run on UK
  • Tuning ActiveMQ to feed price/analytics/positions data to UK GUI client
  • US colocation price feed
  • Integrating new exchange price feed for US Colocation server for better Algo execution
  • Implementing conflating logics for higher latency prices
  • Broadcasting prices through ActiveMQ Topic

Equities Data Pipeline/ JAVA

JP Morgan
09.2019 - 12.2020
  • Fully agile team with 6 people in APAC and 15 globally
  • L3 support on existing equity portfolio construction platform
  • Development of a strategic data pipeline from scratch for portfolio construction platform
  • Establish a cloud oriented platform from scratch, loading data to portfolio construction platform continuously, being the single entry point of data to all other services
  • Base on Spring Boot, Kafka, Cassandra and Spring Cloud Data Flow
  • Build a pipeline service pattern for all the other data to be ingressed
  • Platform Features: Cloud oriented: Highly scalable and available, endowed by spring cloud and cloud platform
  • Parallelism: Independently parallelized for each process stage in pipeline, mix with either multi-threading or multi-process
  • Automation: Fully data-driven, self-recovery logic powered by an accompanied micro-service
  • Metrics rich: Highly visible on process status of data pipline powered by Grafana, Symphony and Swagger
  • Real-time notification: critical issues&data issues under concern are sent to Symphony
  • Responsibility in JP Morgan: Release management, design journal management, and continuous development.

Equity Derivatives Pricing Platform/ JAVA, SCALA

Deutsche Bank
04.2017 - 07.2019
  • Fully agile, continuous integrated development cycle in various 10-12 people global team
  • Frequent collaboration with other dev teams for: Commonly used services release testing, Data consistency between difference services
  • Contact with sales/traders for: Gathering concrete requirements for continuous improvement and migration, Acquiring sing-off for release.
  • Development and support of a platform for Equity Derivatives and Structure products which covers RFQ pricing(pre-trade) and booking
  • Establish a service oriented platform, providing support for FIX, Email and Bespoke RFQ.
  • Implement task delegation to pricing workers, support high concurrency pricing requests and improve scalability by AKKA
  • Achieve simple and high efficient websocket communication strategy that supports asynchronous and NIO by Netty.(e.g. to support high concurrent RFQ status update messages)
  • Speed up database deployment process with JISQL in shell script
  • Reduce frequent query to database by Guava (e.g. store frequent traded underlying data)
  • Use Jetty as web container, Spring for infrastructure support and Restful for service communication
  • Implement SDLC by tools: TeamCity, Bitbucket, Udelpoy, Maven, JIRA, Artifactory
  • Responsibility in Deutsche bank: Manage regional release and global release every month and continuous development for platform

NFC business card application/ JAVA

University of Derby
05.2016 - 08.2016
  • Develop a NFC based business card android application
  • Investigate the business requirements.
  • Design the whole development structure and life cycle
  • Use internal contact contentprovider to save business card information
  • Use java NDEF package to extract information from NFC cards

Education

Master - Electronic Information Engineering

City University of Hong Kong
09.2015 - 10.2016

Bachelor - Traffic Engineering

WuYi University
09.2011 - 01.2015

Skills

  • Java

  • Kotlin

  • Python

  • CFA Level 1

Interests

Poppin Dance (Champion Award)

Thai Boxing

Timeline

Execution Technology Engineer

Balyasny Asset Management
09.2024 - Current

Systematic Quant Dev / JAVA, Python

Brevan Howard
10.2022 - 07.2024

Trading Tech / JAVA, Kotlin, Python

BFAM Partners
07.2021 - 09.2022

Equities Data Pipeline/ JAVA

JP Morgan
09.2019 - 12.2020

Equity Derivatives Pricing Platform/ JAVA, SCALA

Deutsche Bank
04.2017 - 07.2019

NFC business card application/ JAVA

University of Derby
05.2016 - 08.2016

Master - Electronic Information Engineering

City University of Hong Kong
09.2015 - 10.2016

Bachelor - Traffic Engineering

WuYi University
09.2011 - 01.2015

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