Austin Liu
Quant Research at Jane Street
New York, New York, United States
Summary
🤩
Rockstar🎓
Top SchoolAustin Liu is a quant researcher with eight years of experience blending algorithms, machine learning, and backend development to solve high-frequency trading problems at Jane Street. He combines rigorous quantitative thinking with hands-on engineering—contributing to performance-critical open-source projects like Apache DataFusion (array functions, parquet plan determinism, Utf8 support) and front-end features in Go-based trading tooling. Based in New York and trained in computer science at Rice, he brings both low-latency systems insight and practical benchmark-driven optimization (e.g., IMDB/JOB integration). Notably, he is an active contributor and committer across Liger Kernel, DataFusion, and Flyte, signaling a rare mix of research-grade modeling and production-grade software craftsmanship.
8 years of coding experience
B.S. Computer Science, B.S. Computer Science at Rice UniversityRaffles Institution
Github Skills (25)
javascript10
typescript10
arrow-keys10
fusion10
front-end-development10
sql10
typescript-types10
query-engine10
web-framework10
typescripts10
rust10
frontend10
react10
arrows10
arrow-js10
Programming languages (11)
Github contributions (5)
c9s/bbgo
Oct 2021 - Nov 2022
The modern cryptocurrency trading bot framework written in Go.
Role in this project:
Full-stack Developer
Full-stack DeveloperContributions:159 reviews, 148 commits, 87 PRs in 1 year
Contributions summary:Austin primarily worked on the frontend components of the application, as evidenced by modifications to React components related to wallet connections and profile display, along with the addition of a DAppProvider. Furthermore, the user contributed to the _app.tsx file, which manages the loading and syncing of data. The user also made adjustments to API endpoints and layouts.
golangmarket-makerexchangetrading-botbot
apache/datafusion
Feb 2024 - Nov 2024
Apache DataFusion SQL Query Engine
Role in this project:Back-end Developer
Back-end DeveloperContributions:17 reviews, 8 PRs, 36 comments in 9 months
Contributions summary:Austin primarily contributed to the implementation of new functionalities and improvements within the Apache DataFusion SQL query engine. Their work focused on adding new array functions, specifically related to distance calculations. They also made changes to improve deterministic outputs in the parquet execution plan and introduced support for `Utf8View` in string function `bit_length()`. Furthermore, the user developed and integrated an IMDB(JOB) benchmark, indicating an involvement in performance testing and query optimization.
querypythonquery-enginedataframerust
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