NewRelease Note v1.1.4 zhouzhouzhang.co.uk official
Zhouzhou Zhang
Computer Science student at UCL
14 members · 43 hours spent here
Experience
C++ System Engineer
Tianbao Investment Ltd. · Jun 2026 – Sept 2026
(Intern role) Maintaining the low-latency trading system and order-by-order orderbook using C++. Process massive tick data of Chinese A-Stock.
- Contributed to the design and development of a high-frequency trading order book; leveraged Apache Arrow and batch-processing techniques to optimize Parquet file I/O, improving research and analysis speed by 10%.
- Analyzed large-scale tick-by-tick order data with Polars; wrote C++ components using ZeroMQ and lock-free ring buffers to distribute data of different channels and types with low latency.
- Built multi-channel stream processing to accommodate differences in data arrival times across exchanges; designed watermarks and cursors tailored to the data's characteristics to reduce cumulative data errors in high-frequency scenarios.
- Developed a low-latency trading system integrated with broker (counter) and market-data APIs; managed the full order lifecycle and implemented TWAP execution logic.
Research Team Manager
UCL Computer Science · Feb 2026 – Aug 2026
