Linlin Xu

Linlin Xu Email and Phone Number

Quant Developer @ Bloomberg LP
Linlin Xu's Location
New York, New York, United States, United States
Linlin Xu's Contact Details

Linlin Xu personal email

Linlin Xu phone numbers

About Linlin Xu

**Programming**Modern C++ 11/14/17, Object Oriented, Template Metaprogramming (zero copy and runtime type info)Concurrency/multithreading in modern C++ (asynchronous execution)Knowledge of Compiler (frontend, semantic etc.)https://github.com/llxu2017/TigerKernel-bypassing networking/RDMA/DPDK & mTCP (avoid “unnecessary” redundancy)Design patterns (challenges of achieving abstraction/dependency management and performance simultaneously)Optimization : AVX, memory pool, CPU reorder/hyper threading, Cache hit etc.**Low-level System**Multithreaded, event driven and low latency system: interrupt, messaging queue and state machine drivenEmbedded real-time OS/Device driverAssembly language (read only…)ARM, Analog/Digital circuit I/O, PCB**Computing**Parallel computing with OpenMP/MPI/GPU CUDANumerical linear algebra: iterative solvers, pre-conditioners, matrix derivativeNumerical PDE: finite difference method, and spectral element method (high-order and exponential convergence)SDE and Monte Carlo simulation/variance reductionAdjoint Algorithmic Differentiation (AAD) for risk real-time calculation, memory footprint optimization

Linlin Xu's Current Company Details
Bloomberg LP

Bloomberg Lp

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Quant Developer
Linlin Xu Work Experience Details
  • Bloomberg Lp
    Quantitative Developer
    Bloomberg Lp Aug 2022 - Present
    New York, Ny, Us
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  • Rbc Capital Markets
    Vp Quantitative Analytics
    Rbc Capital Markets Jun 2017 - Aug 2022
    Toronto, Ontario, Ca
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  • Barclays Investment Bank
    Avp Quantitative Analytics
    Barclays Investment Bank May 2015 - May 2017
    New York, Ny, Us
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  • Barclays Investment Bank
    Summer Associate
    Barclays Investment Bank Jun 2014 - Aug 2014
    New York, Ny, Us
    Researched on adjoint algorithmic differentiation for sensitivity of 3D parabolic PDEsReduced memory usage by 90%
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  • Bloomberg Lp
    Quant Summer Intern
    Bloomberg Lp May 2013 - Aug 2013
    New York, Ny, Us
    Sobol' sequence generator on GPU which beats NVIDIA's official CURAND library in quality and execution timeSpectral element method for PDEs, which converges exponentially fast in space and 3rd order in time
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Linlin Xu Skills

C++ Python Monte Carlo Simulation Matlab Linux C Quantitative Finance Statistics Unix Uml Algorithms Latex Perl Vba Mathematica Numerical Analysis Machine Learning Quantitative Analytics Visual Studio Windows Cuda Mathematics Portfolio Optimization Assembly

Linlin Xu Education Details

  • Florida State University
    Florida State University
    Financial Mathematics

Frequently Asked Questions about Linlin Xu

What company does Linlin Xu work for?

Linlin Xu works for Bloomberg Lp

What is Linlin Xu's role at the current company?

Linlin Xu's current role is Quant Developer.

What is Linlin Xu's email address?

Linlin Xu's email address is li****@****ccm.com

What is Linlin Xu's direct phone number?

Linlin Xu's direct phone number is +1 212-526*****

What schools did Linlin Xu attend?

Linlin Xu attended Florida State University.

What are some of Linlin Xu's interests?

Linlin Xu has interest in Embedded System, Numerical Mathematics, Analog Circuits, Algorithms, Financial Engineering, Quantitative Finance.

What skills is Linlin Xu known for?

Linlin Xu has skills like C++, Python, Monte Carlo Simulation, Matlab, Linux, C, Quantitative Finance, Statistics, Unix, Uml, Algorithms, Latex.

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