Portfolio

Billy Leung

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Summary

C# / C++ Analyst Developer in Financial Markets / Engineering

20+ years building high-throughput trading platforms, CVA/Risk pricing engines, and real-time eTrading pipelines—combining deep quantitative domain knowledge with Claude agentic workflows and custom MCP tooling to unleash high-quality software deliveries at a whole new level.

Core Skills: C# / C++ .NET

Other Languages: Kotlin

An in-depth detailed portfolio describing my work experience is available here

Featured Personal Showcase & Innovation

  • ProjectX & Custom C# MCP Tooling: Building full-stack cloud trading platforms and strategy backtesters (NinjaTrader / QuantLib) integrated with custom Claude Model Context Protocol (MCP) servers—converting agentic AI concepts into live, deterministic C# code execution.
  • Quantitative Domain Expertise: Direct experience across Interest Rate Swaps (OIS/CORRA), yield curve bootstrapping, CVA/FRTB risk engines, and C++ quant library integration into low-latency C# services.
C# C++ .NET Core Rider Splunk
Kibana Grafana KDB/Q
FIXED % FLT (SOFR) CVA EQ RISK

Consultancy Experience

With over 20 years in the industry, I began my career in start-ups and client-facing consultancies, spending the first eight years primarily in engineering software for door controllers, smart cards, digital video recording surveillance, and laser animation. In 2008, I moved to the UK to specialize in finance, working for investment banks and financial institutions since then.

Throughout my career, I have acquired a diverse skill set and extensive experience in all phases of the software engineering lifecycle, from inception and concept development to construction, delivery, and maintenance, for both greenfield and maturing products.

Key Skills and Experience

  • Core Software Development: Expertise in .NET Core, Microservices, ReactiveX, SQL, Azure/Grid Computing, and Typescript front ends.
  • Agentic AI & Custom MCP Tooling: Building custom C# Model Context Protocol (MCP) servers and Claude multi-agentic workflows to command AI for deterministic code execution, rapid prototyping, and automated system diagnostics.
  • Business Analysis & Client-Facing: Strong focus on understanding business requirements and translating business needs to client-oriented software solutions.
  • Data Analytics: Proficient in Splunk, including dashboard creation, alerts design, and capturing business intelligence.
  • Release Management: Coordination of large systems with numerous sub-systems, ensuring smooth and efficient releases.
  • User Training & Presentations: Experienced in training end-users and delivering presentations to enhance software adoption and usability.
  • Rapid Prototyping & demos: skilled in quickly building proof-of-concept solutions and demonstrating software capabilities to stakeholders.
  • Scalability & Distributed Computing: Expertise in scaling business functions using distributed computing and computing grids.
  • Cross-Regional Team Collaboration: Proven ability to work effectively with disparate teams across regions using open-source Git PR platforms.
  • End-User Delivery: Passionate about delivering high-quality solutions with a CAN DO attitude.
  • AI-Amplified Delivery: Combining 20+ years of core software engineering fundamentals with modern AI tooling to accelerate client deliverables with high precision and execution speed.
  • ProjectX - Cloud Trading Signals & Backtesting application: Full-stack cloud trading platform and strategy backtester, this cloud-enabled application uses cutting-edge technology and finance APIs (NinjaTrader, QL.NET, live market sources) to test long-short mean reversion trading strategies. The latest update includes integrated with custom Claude C# MCP servers for AI-assisted quantitative execution
  • FX Real-Time Trading Platform: High-throughput FX trading architecture focusing on reactive streaming, thread-safe memory allocations, and distributed scalability concepts.
  • SOLID Principles Coffee Maker Mark IV: Demonstrates my implementation of SOLID principles in a practical project.
  • Options Pricing C++ Demo: Works with Monte Carlo and Black-Scholes routines for options pricing.

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