Built and maintained trading/research tooling for Quant Macro portfolio managers and researchers, including APIs, analytics libraries, data pipelines, monitoring scripts, and visualization utilities to accelerate alpha development and support live trading operations.

Led end-to-end development of Alpha Analyzer, a production-grade alpha visualization, analysis, and comparison tool supporting single-alpha deep dives, multi-alpha benchmarking, and instrument-level breakdowns; took ownership of the project within one month of joining and served as the primary developer and maintainer through production rollout.

Improved intraday tick data access performance by 10x by designing and implementing a caching layer with a background daemon to stream live time-series updates into an internal cache storage, significantly reducing repeated database reads.

Developed a consolidated global macro event calendar service by integrating multiple internal and external datasets into a centralized platform, enabling researchers to enhance alpha signals and improve volatility forecasting, volume modeling, and portfolio construction.

Collaborated closely with portfolio managers and researchers to translate trading/research requirements into scalable production-ready systems, supporting both alpha research and live trading operations.