Linwei Yuan
Senior Software Engineer, Assistant Vice President at Citi
Based in Canada
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Seniority
Vp
Department
Information Technology
Location
Canada
Industry
Financial Services
Company size
201K
Contact information
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l•••••••@citigroup.com
Phone
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Background
About Linwei Yuan
Software Engineer & Quant Technologist specializing in low-latency trading systems, high-frequency trading (HFT) infrastructure, algorithmic execution, and distributed computing. Currently an AVP at Citi, developing the CitiSmart Algo Trading Platform with sub-millisecond execution latency, market data processing pipelines in kdb+/q, and latency-sensitive algorithms. McGill University graduate (B.Eng, Distinction, 3.83/4.0) with expertise in Java (Spring), Python, C++, GPU acceleration (CUDA), numerical optimization, machine learning, and market microstructure. Passionate about building high-performance trading technology where nanoseconds define competitive advantage.
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