Claire Chen Email & Phone Number

Architected next generation of market access controls for systematic trading at Citadel Securities, removing 20 year-old technical debt and reducing production issues by 30%Enhanced and scaled sweep infrastructure that maneuvers critical trading violations with trillions daily market data volume across US and Canada, generating over 200M profit per yearDeveloped interface to enable distributed usage of network interactions, offering a number of negotiated threading based models and… Show more Architected next generation of market access controls for systematic trading at Citadel Securities, removing 20 year-old technical debt and reducing production issues by 30%Enhanced and scaled sweep infrastructure that maneuvers critical trading violations with trillions daily market data volume across US and Canada, generating over 200M profit per yearDeveloped interface to enable distributed usage of network interactions, offering a number of negotiated threading based models and event-based APIs for 3000+ quoters worldwideBuilt exchange simulator for developing algorithmic trading strategies, currently used by more than 90% of QRs at CitadelAutomated fitting platform that enables prediction of statistical market patterns and statistical analyses in the evaluation of securities in live trading environmentDeveloped regression model to simulate market microstructures and exchange responses, achieving 96% accuracy with large data sets, including unconventional data sources Show less

Scaled, hardened and enhanced machine learning training platform; developed scalable Pytorch distributed training stack for personalization by migrating training for all business critical models from caffee2 to PytorchProduced logging app for ML training jobs for identifying performance bottlenecks, improved developer efficiency by 70%Redesigned ML pipelines for ranking use cases at Facebook, supported sophisticated post training workflows including distributed inference, distributed… Show more Scaled, hardened and enhanced machine learning training platform; developed scalable Pytorch distributed training stack for personalization by migrating training for all business critical models from caffee2 to PytorchProduced logging app for ML training jobs for identifying performance bottlenecks, improved developer efficiency by 70%Redesigned ML pipelines for ranking use cases at Facebook, supported sophisticated post training workflows including distributed inference, distributed feature importance, distributed model validation at scale Show less

Automated the process of American option early exercising, developed a system that enables human machine interaction, improved traders’ working efficiency by 40%(saving three hours for traders per day)(Java)Designed data structure to track and update information in real time, making computing speed two times faster by the usage of multiple processorsDevised an algorithm that enables customizable input with varies mathematical model, including parity formula, to identify all early… Show more Automated the process of American option early exercising, developed a system that enables human machine interaction, improved traders’ working efficiency by 40%(saving three hours for traders per day)(Java)Designed data structure to track and update information in real time, making computing speed two times faster by the usage of multiple processorsDevised an algorithm that enables customizable input with varies mathematical model, including parity formula, to identify all early exercise candidate under any root symbolCreated clearing program to automatically close the position by communicating with third party clearing firm and internal database, reducing program collisions by 70% Show less

Developed a system that analyzes audio inputs to determine various factors regarding the state of interior of an automobile with machine learning techniques, achieving 95% accuracy(Python)Devised Convolutional neural network structure and trained it on large raw audio datasets and applied algorithms including triplet loss algorithm, K-Nearest Neighbors and Principal component analysis algorithmSolved the major problem of generating triplets with anchor, positive and negative images… Show more Developed a system that analyzes audio inputs to determine various factors regarding the state of interior of an automobile with machine learning techniques, achieving 95% accuracy(Python)Devised Convolutional neural network structure and trained it on large raw audio datasets and applied algorithms including triplet loss algorithm, K-Nearest Neighbors and Principal component analysis algorithmSolved the major problem of generating triplets with anchor, positive and negative images, ensured continue studying of the program Show less

Created a automatic planning program with Monte Carlo tree search algorithm to find its moves based on knowledge previously learned by an artificial network (a deep learning method) by extensive training, getting 80% accuracy(C++)Implemented tree search algorithm and rewarding system to identify best action at each step among all routes generated by computer simulation Applied CNN and Computer Vision techniques to process images and localize object, classified objects based on overall… Show more Created a automatic planning program with Monte Carlo tree search algorithm to find its moves based on knowledge previously learned by an artificial network (a deep learning method) by extensive training, getting 80% accuracy(C++)Implemented tree search algorithm and rewarding system to identify best action at each step among all routes generated by computer simulation Applied CNN and Computer Vision techniques to process images and localize object, classified objects based on overall occupancy with accuracy approaching 98% Show less

Greater Detroit Area

Resigned the UI with Bootstrap library for Collabrify productivity Tool Suit (http://www.imlc.io/apps), an online collaboration platform visited more than 10k times, leading to more than 4000 downloads Implemented interactive real-time internet detector using HTML, CSS, and Javascript, reducing time to target google drive and internet connection issues by 50%.Developed an extension that enables interaction between APIs through HTTP requests, gets user authentication with OAuth 2 and… Show more Resigned the UI with Bootstrap library for Collabrify productivity Tool Suit (http://www.imlc.io/apps), an online collaboration platform visited more than 10k times, leading to more than 4000 downloads Implemented interactive real-time internet detector using HTML, CSS, and Javascript, reducing time to target google drive and internet connection issues by 50%.Developed an extension that enables interaction between APIs through HTTP requests, gets user authentication with OAuth 2 and maintains status with sessions, leading to elimination of a major bug that caused a system crash Show less

Greater Detroit Area

Implemented string alignment algorithm derived from KMP and Boyer–Moore algorithm for intended future real-time sequencing of human and microbiome DNA, for pathogen detection(C++)Analyzed data of DNA sequences composing of billions of bases and optimized the program to retrieve information with Murmur3, Minimap2 by reducing reading DNA collisions by 70%Created a website, including portable animation and sound, using Paper.js, Howler.js, Canvas, providing a framework for future software… Show more Implemented string alignment algorithm derived from KMP and Boyer–Moore algorithm for intended future real-time sequencing of human and microbiome DNA, for pathogen detection(C++)Analyzed data of DNA sequences composing of billions of bases and optimized the program to retrieve information with Murmur3, Minimap2 by reducing reading DNA collisions by 70%Created a website, including portable animation and sound, using Paper.js, Howler.js, Canvas, providing a framework for future software display Show less

Greater Detroit Area

Advanced research project upon robot’s ITL capability, learning new tasks through natural language instructions by working on modeling experiments and assisting with overall project design

Master Of Science - Ms

Bachelor'S Degree, Computer Science, 3.9/4.0

Bachelor'S Degree, Biology, General, 4.0/4.0

Bachelor'S Degree, Economics, 3.9/4.0