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Headshot of Brian Shen

Brian Shen

Master's student at University of Chicago

I build performance critical C++ systems, applying HPC and parallel programming to problems in quantitative finance. Recently: a real-time Monte Carlo option pricer (CPU ↔ GPU) with live market data. Previously at Synopsys and Milliman. Currently at UChicago MPCS. Incoming Quant Developer Intern at Quantbot Technologies.

Originally from San Jose, California, I'm now a proud UW–Madison alum, where I earned my Bachelor's in Computer Science. At the University of Chicago, I am pursuing my Master's in Computer Science with a focus on High Performance Computing. Today, my interests lie at the intersection of C++, quantitative finance, and parallel programming - where I work on performance-critical systems, low-level optimization, and algorithms that push computing hardware to its limits.

Skills & Tech Stack

C++
C
Python
Java
R
JavaScript
HTML
CSS
React
TensorFlow
Pandas
Git
Linux
Firebase
PyTorch
ApacheSpark
Jira
Azure