Kefei Dan Zhou

My name is Dan. I graduated ~~recently~~ from the University of Pennsylvania with a BSE degree in Computer Science and Mathematics.

I'm a software architect with experiences in distributed, high-performance systems and finance industry. I'm particularly interested in algorithms/data structure, open source initiatives, quantitative finance, and trading technology. I currently work at a hedge fund.

In my free time, I like to read about tech and startup news, jog around central park, and occasionally solve some math problems on projecteuler.

I'm on Linkedin and Github.

~ Last updated. Aug 26, 2011. Kefei Dan Zhou.

<WORK>

Citi Global Markets - 2009/2011 - developer

I developed and supported all of the front-office trading systems for Rates Vol Desk. Within two years we transformed the state of technology for the desk from mostly spreadsheets to shiny GUI application and near real-time risks. I owned several important systems such as the risk engine, trade cache, marketdata cache, and the distributed task management dashboard. -> website

Invite Media - 2009 - developer

I worked with a team of brilliant engineers to create large-scale, real-time display media platform for automatically buying across multiple ad exchanges. We used agile development methodologies and coded in python.
Invite Media was acquired by Google in mid 2010. -> website

Goldman Sachs - 2008 - technology analyst intern

I worked with the US Shares team of Equity Trading Technology during the summer. I enjoyed working at GS despite 2 hours of commute everyday (from 120th to jersey city). During the short ten weeks, I had the opportunity to learn about one of their very profitable trading algorithms, and I developed (from scratch) a trading console to monitor and manage the firm's opening and closing cross business on the NASDAQ.

Group One Trading - 2007/2008 - quantitative risk analyst intern

During the one and half years with the G1 Philly team, I was involved with a wide range of trading related projects. I helped create G1's firm-wide distributed reporting/analysis system, worked on mock trading software, and learned about really cool (automated, high-freq, arbitrage) quantitative trading. -> website

<PROJECTS>

Project Euler

Occasionally I solve math problems on project euler and check in my code on github.

Senior design (anonymity framework)

For senior project, Andrew and I designed and prototyped a portable, high-performance framework for accessing A3 anonymity network. Technologies involved: distributed hash table, network coordinate system, randomized algorithm, and virtual network devices.

Artificial Neural Network

My background project for few years. I developed feedforward artificial neural net (and later cascading) for my currency trading.

kefei dan zhou

DEVELOPER, ENTREPRENEUR