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Ruiqi Watson

@ruiqiwatson

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Software Engineer at NUMERIX building AWS market-risk systems, including a 10k+ parallel portfolio compute pipeline.

United States

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At NUMERIX, I built a scalable market-risk compute pipeline on AWS Batch that splits portfolios into market-by-trade-partition jobs, with 10k+ running in parallel. I optimized runtime by isolating slow trades and distributing the rest round-robin, while supporting spot or on-demand capacity per request.

I also built risk calculation and intraday PnL Explain workflows, and led delivery of a standalone scenario-generation API with async job tracking. I hold an M.S. in Financial Engineering from NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING; my capstone backtesting pipeline beat the S&P 500 (26% vs. 11% annualized).

Experience

Work history, roles, and key accomplishments

Current

Software Engineer

Current

Numerix

Jun 2023 - Present (3 years 4 months)

Built scalable market-risk compute pipelines on AWS Batch and containerized risk engines using CrossAsset and NxRisk SDKs. Led design of APIs and services for scenario generation, PnL Explain, and time-series validation, and migrated serverless stacks to central deployment platform.

Python Java SQL BASH AWS Lambda Step Functions Batch AWS ECS S3 DynamoDB Aurora PostgreSQL Amazon SQS EventBridge Docker CloudFormation SAM CodeBuild Git Maven Linux Spring Boot Hibernate Junit Pandas

Education

Degrees, certifications, and relevant coursework

New York University, Tandon School of Engineering

Master of Science, Financial Engineering

2021 - 2023

Activities and societies: Capstone: Graph-Based Portfolio Construction (Python)

Master of Science in Financial Engineering with coursework in stochastic calculus, derivative security, quantitative methods, and machine learning. Capstone project on graph-based portfolio construction outperformed the S&P 500.