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Yuqi Lei

Mid-level Software Engineer specializing in financial data platforms and quantitative research tooling

BloombergWashington University in St. LouisNew York City, NY3 Years ExperienceMid LevelWorks Remote

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About

Owned and built Bloomberg’s end-to-end bitemporal dividend & dividend-forecast data platform powering BQL for 400k+ terminal users. Architected real-time Kafka ingestion (5k–10k msgs/sec) across 100k+ tickers with strong correctness guarantees (PIT/bitemporal time-travel, immutable history to avoid look-ahead bias) and achieved sub-100ms p95 query latency through indexing and caching, deployed with Kubernetes + DLQ and robust monitoring.

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Key Strengths

  • End-to-end ownership of production data pipelines (ingestion → validation → transforms → serving)
  • Built and shipped bitemporal dividend forecast platform serving 400k+ Bloomberg terminal users
  • Designed real-time Kafka ingestion at ~5k–10k msgs/sec across 100k+ global tickers
  • Strong data correctness focus (bitemporal interval consistency; immutable history to prevent look-ahead bias)
  • Performance optimization of serving layer (composite B-tree indexing + LRU caching; sub-100ms p95 latency)
  • Operational resilience patterns (Kubernetes deployment, DLQ/poison message isolation, consumer lag monitoring, health checks)
  • Incident resolution for overlapping interval corruption via Kafka partitioning keyed by ticker
  • Scalable backfill/large-data handling (identified stragglers; used PySpark salting to mitigate skew)

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Experience

SabbaticalBloomberg L.P. · Aug 2025 – Jan 2026
Software EngineerBloomberg L.P. · Aug 2022 – Aug 2025
Undergraduate ResearchWashington University in St. Louis Cyber-Physical Systems Lab · Jan 2021 – Jan 2022

Education

Washington University in St. Louisbachelor, Computer Science (2022)
Washington University in St. Louismaster, Computer Science (2022)

Awards

  • Dean’s List - Washington University in St. Louis

Languages

English

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Connect with Yuqi

Yuqi already has a relationship with Reval, so a warm intro from us gets a much better response than cold outreach.

Typically responds within 24 hours

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Yuqi LeiMid-level Software Engineer specializing in financial data platforms and quantitative research tooling