Brian Bi
Software engineer; IOI silver medalist (Canada, 2009/2010); B.Sc. University of Toronto 2014. Career: Google (2014-2018), Citadel Securities (2018-2021), Bloomberg (2022-present).
- Quant employment verification: CONFIRMED. Citadel Securities LLC is an electronic market maker / trading firm (quantitative finance). Brian Bi's own resume states an actual role: 'Citadel Securities LLC - Software Engineer (08/2018-03/2021)', on the Low Latency Engineering team (market-data processing) and the ETF Tech team (deploying parameters to trading strategies). Identity is supported: the resume's achievements (IOI 2009/2010 silver, ICPC 2011) and projects (wcipeg PEG Judge) match the target. The role is software engineering at a quantitative trading firm, not a quant-researcher/trader title; employer classified as quantitative finance (market making). Not a student program.
- Bloomberg role (06/2022-present), Senior Software Engineer in the BDE C++ libraries and the C++ standards committee - Bloomberg is a financial data/software company, not primarily a quant trading firm, so not counted as quant employment.Jun 2022
- Self-authored resume quantifies the Citadel Securities work (2.5% average / 23% p95 latency improvements on the Low Latency Engineering team, plus an ETF Tech Kafka parameter-deployment server), indicating genuine low-latency and ETF trading-systems work.Mar 2021
- Google software engineer 11/2014-07/2018, built a PDF-to-HTML converter for Google Scholar from scratch. Earlier Google (2013) and Facebook (2011, 2012) internships appear only in a LinkedIn index record (index-only, not primary-source confirmation).Jul 2018
- Olympiad: silver medal, International Olympiad in Informatics 2010 and 2009, representing Canada (resume).
- Built and ran PEG Judge (wcipeg.com), an online judge with a sandboxed compile/execute backend; retired 2020. Also author of the ACM-ICPC codebook and PEGWiki.2020
- Education: B.Sc. University of Toronto 2014, double major physics and chemistry (resume). A LinkedIn index record adds BMATH Computer Science at University of Waterloo 2010-2011 and Woburn Collegiate Institute OSD 2010 (index-only).2014
- Competitive-programming record: 12th-place team (University of Waterloo), 2011 ACM-ICPC World Finals; top 200, 2013 William Lowell Putnam Mathematical Competition.2013
- Personal site brianbi.ca hosts the resume (brianbi.ca/resume); resume cites wcipeg.com, and the caller lead listed www.wcipeg.com as a website.
- C++ gold badge on Stack Overflow (user 481267); resume lists familiarity with C, JavaScript, PHP, SQL, x86 assembly, and GNU/Linux server administration.
Low latency engineering and ETF market making technology
Google Scholar team
Flight search backend
Designed and built the My Apps page: https://facebook.com/appcenter/my
Presented lessons, marked assignments, helped struggling students, and prepared review sessions for a grade 12 chemistry class.
Design and develop C++ libraries within the Bloomberg Basic Development Environment (BDE); backports of the C++ standard library; participation in the C++ standards committee.
Low Latency Engineering team: built a new market-data processing system, 2.5% better average latency and 23% better 95th-percentile latency for the most expensive input types. ETF Tech team: built a server for deploying parameter values to trading strategies via Apache Kafka. C++14.
Built a PDF-to-HTML converter for Google Scholar from scratch in C++11; also OCR, data backup, citation counting, maintenance in C++ and Python.
Competition record
Canada · IOI