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m-hu/README.md

Hi, I'm Hao

Senior software engineer with 10+ years building math-heavy production systems at scale: derivatives pricing engines, ML pipelines, compilers and runtimes, and formal-methods tooling. I translate algorithmic models, optimization routines, and quantitative research into reliable services, lead design reviews, and partner with researchers to ship decision-making infrastructure.

What I work on

  • Quantitative & numerical systems — rate-derivatives pricing on Athena, HPC job orchestration, tick-data tooling and backtesters.
  • Machine learning in production — ranking pipelines (xgboost, t-SNE), real-time ad bidding under tight latency budgets, distributed training and inference on AWS.
  • Compilers & language tooling — a Python/Cython compiler and runtime for a portfolio-valuation DSL, a static analyzer for a silicon-photonics netlist protocol, formal-methods experiments with Spin/LTL.
  • Platform & infra — multi-threaded Linux services, Docker Swarm, Kubernetes, OpenShift, Jenkins CI/CD, upstream contributor to Docker BuildKit.

Stack

Python C++ Go Java Clojure C# SQL

Docker Kubernetes AWS Linux Jenkins GitLab

NumPy pandas scikit-learn XGBoost Django React

Previously at

J.P. Morgan · Botify · Liftoff · Société Générale · NeoXam · BNP Paribas Arbitrage · Siemens EDA · GE Healthcare · Aptive · INRIA

Languages

English · Français · 中文

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