Going into this, I was feeling nervous, excited and ready for a new challenge. I got off to an interesting start – literally getting lost as I was navigating my way around downtown Chicago and getting used to the daily commute. In the end, I am so grateful for all of the experiences.
I first heard about City Scholars back in October. The College of Engineering hosted a networking event with all the companies participating in the program. I had never heard of DRW, and was unfamiliar with the trading industry as a whole, but the types of technical problems John and Jaclyn from talent acquisition described sounded really interesting. I was hooked instantly. I went home that night and researched the trading industry to unearth any information I could.
During my four-month internship at DRW, I’ve worked on the Research Infrastructure team. Research Infrastructure is a small team of developers responsible for bringing together data and organizing it in a consumable way for traders, software engineers and quantitative researchers all around the world.
We were tasked with a big project for our internship - bringing in data from a new exchange and shoring all of it up with data from other sources already in use at the firm. This project was a slice of a larger firm wide initiative, which allowed us to plug in to a lot of diverse areas and learn directly from leadership. There was a lot that went into this, but one particular challenge stood out to me.
We needed to implement application message decoders for a few exchanges in Java. Usually there is a small set of messages to decode, making it easy to do by hand, but at this exchange there were hundreds of message types. Not only would this be laborious, but also a very error-prone task. We needed a way to programmatically handle each individual implementation. With some guidance from our team, we developed tooling quickly, and more importantly, correctly implemented each Java class.
When I wasn’t coding at DRW, I was able to enjoy Chicago. Growing up in Shanghai and during my time in Champaign, I was very involved in dance. Almost as soon as I got here I was looking for dance groups in the city. There were an endless amount of options really, but I picked one and was able to compete in a lot of events around the city. It really helped build a community here even just over these short few months.
I also had a strong community at work - my team. They all made great recommendations for the best spots to check out near the office and throughout the whole city. The restaurant Au Cheval was my personal highlight, but I suspect that will prompt a lengthy debate over the best burger in Chicago! We also had behind the scenes tours of O’Hare International Airport, the Field Museum, the Jardine Water Filtration Plant and start-up incubators like 1871. I’d like to think I’ve seen more of Chicago than people who have lived here for years.
Based on my incredible semester spent here in Chicago, it’s no surprise that I am coming back this summer. I have only a few weeks until my summer internship starts at DRW, and I can’t wait to see how much more I’m able to learn about trading, exchanges, data science, and the amazing city of Chicago. {{< figure-image src="https://res.cloudinary.com/drw/image/upload/comm-drw/uploads/City-Scholars-at-DRW-Chicago.jpg" alt="Jimin was awarded Outstanding Performance in the City Scholars class of 2018. " >}} {{< figure-image src="https://res.cloudinary.com/drw/image/upload/comm-drw/uploads/University-of-Illinois-City-Scholars.jpg" alt="The three City Scholars, Jimin, Jerry and Zhiwei with their manager James at the semester end celebration and awards ceremony. " >}}