Wenbin Liu is a Quantitative Developer with 11 years of experience building production-ready quantitative models and trading infrastructure using Python, C#, and C++. Based in New York, he blends full-stack development (Python and JavaScript) with a strong academic foundation in Financial Engineering and Operations Research from Columbia and Central University of Finance and Economics. His background spans sell-side and buy-side roles at Barclays, RBC, and Millennium, where he has translated research into robust, low-latency systems. An active open-source contributor, he has improved stability and correctness in the EOSIO smart contract platform, reflecting an attention to maintainability beyond typical quant work. Curious and philosophically inclined, he’s particularly interested in adapting machine learning to systematic investments and pragmatic production constraints.
11 years of coding experience
3 years of employment as a software developer
Bachelor of Science - BS, Bachelor of Science - BS at Central University of Finance and Economics
Master of Science - MS, Master of Science - MS at Columbia University in the City of New York
Contributions:6 commits, 24 PRs, 29 comments in 4 months
Contributions summary:Wenbin contributed to bug fixes and improvements within the EOSIO smart contract platform. Their commits address issues such as duplicate function removal, json decoding, and producer vote number validation. Additionally, they modified server shutdown behavior and refactored code by transferring function bodies. These changes indicate a focus on improving system stability, correctness, and code maintainability within the project.
Contributions:87 commits, 89 pushes, 1 branch in 2 months
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