Daniel Quan

Trading Systems

• Spearheaded re-architecting of two delta-one trading stacks, led a group of 4 engineers to re-design/implement multiple new subsystems, achieved successful integration of the 2 stacks and enabled multiple trading strategies of varied mechanisms to collaboratively trade into China's cash market
• Brought major re-design of instrument lifecycle workflow using C++ and Python by making it declarative, centrally coordinated and reversible. Massively reduced operational effort by 50% and time-to-new-product by 40%.

Core Platforms

• Led a squad of engineers based in Singapore, drove tech directions in position and cash management across Middle Office and Market Risk functions across multiple offices
• Architected and implemented real-time position/cash management system for various new markets that requires data-intensive cashflow calculation using C++, unblocked revenue of 50M per year
• Built live FX exposure and P&L calculation engine in C++ and deployed with data pipelining using Kafka and Databricks, enabled live risk monitoring and offline research for teams across APAC

• Led a team of engineers to design and implement real-time advertising issue management workflow in GraphQL and Hack, consolidated >20 isolated data flows and integrate into a common API, reduced ads blocked time by 20% from focus study.
• Designed and implemented an end-to-end validation framework in GraphQL for advertising issue control, tackling massive amount of low quality or adversarial requests, enabled business team to achieve 300% increased revenue unblocked from 100M to 400M.
• Mentored junior engineers to feedback on continuously improvement of their on-job performance and career planning

• Improved design of existing distributed network deployment system by making use of continuous AWS SWF and re-designed peak load handling algorithm, increased throughout during peaks by 20%
• Built data analytics pipeline in Python to identify operational blockers, enabled better task insight and prioritisation, reduced reoccurring issues count of >50% in 3 months after pipeline went online
• Designed multiple cross-system solutions in Java and native AWS services to improve system availability in event of load surge and network impact

• Led design and development of multiple high-throughput Java web services for regulatory requirements that handles 10,000 concurrent requests with Netty web server
• Reduced React/TypeScript UI boilerplate code by more than 50% through dynamic rendering of component combinations based on JSON configurations
• Led adoption of Jenkins and in-house developed deployment agent for continuous integration

• Designed and developed distributed real-time pricing workflow using Java and Apache Storm
• Improved pricing accuracy for FX option products from 50% to 99.99% through revamping FX options model in Java and Python
  

• Reduced Adobe Flex application start-up time by 40% by implementing lazy-loading of supply chain data
• Analyzed requirements for quarterly releases with product manager, developed requirement documents