Welcome to my homepage!

Hi, I'm Horatiu Lazu, currently studying Computer Science at the University of Waterloo. I've done an internship at Yelp in San Francisco and two internships at Bloomberg LP in New York, and will be joining Citadel Securities in Chicago.

Road cycling is my hobby, with my Strava Wind Analysis site providing analytics and data visualization to over 70,000 users.
Feel free to visit my Blog, GitHub, or my YouTube Channel that has over 1 million views.

In Summer 2019 I will be joining Citadel Securities in Chicago, Illinois. Being the world's second largest multistrategy hedge fund with over $30 billion in AUM, Citadel trades on average over a billion of stocks daily constituting over 39% of US retail equities trade volume and is the largest market maker on the NYSE.

Learn more about HFT (High-Frequency Trading) and Citadel.

In Fall 2018, I joined Yelp on their Production Engineering Team in San Francisco, California. The Production Engineering Team is responsible for handling the scale of over 100 million monthly active users on Yelp, which includes lower level systems and infrastructure.

I developed and shipped a scalable cloud metadata search service using Elasticsearch, Python, Terraform and AWS. This service allows for expressive discovery using a custom defined DSL, features a RESTful interface powered by a serverless architecture and provides an elegant dashboard written in React.

In Winter 2018, I returned to Bloomberg LP for another term in New York! I joined the Fixed Income Core Search Team, which is responsible for powering all fixed income search related infrastructure and functionality across Bloomberg products.

I worked on contributing the ability to perform high-performance distributed joins across sharded collections and SolrCloud clusters via ZooKeeper host to Apache Solr. Using various optimizations including leveraging uninverting Lucene data-structures, extensive performance profiling,use of efficient data-structures (roaring bitmaps) and compression techniques: the average join query time was reduced by over 88.7% compared to streaming intersect expressions.

Read more about this experience in my blog post.

In Summer 2017, for my first co-op term, I went to Bloomberg LP in New York. I joined the Excel Add-In team, responsible for bringing real-time and historical financial data from the Terminal straight into their Excel spreadsheets and perform financial analysis.

My first project was developing a machine learning collaborative filtering recommender system to generate personalized recommendations for the 250,000+ monthly Excel Add-In users in terms of which Excel Add-In functions they should explore. For my second project I worked on prototyping a chatbot to compose Bloomberg Query Language queries for equity and bond questions posed by users and fetching the respective results.

Read more about this experience in my blog post.

In Summer 2016, I joined Bluesun in Appleby Ontario for an internship. Bluesun is the largest provider of insurance software (WealthServ) in Canada for the private channel. I am very grateful for the opportunity I had at Bluesun, since I had only graduated high-school but they were still willing to take me on board.

My project for that summer was creating a multi-threaded wrapper of the git-tf migration tool in C# to convert all their TFS (Team Foundation Server) repositories to Git. The wrapper allowed for queuing, fixing working tree file corruptions, and executing branches as seperate threads improving performance by up to 70%.

Computing Competitions & Awards

HackerRank Algorithm Contests - 98th Percentile Rating, O(1) Division
USA Computing Olympiad 2016 - Platinum Division (Top Division)
Canadian Computing Competition Senior 2015 - Group 2 (Top-50 of 1500)
Canadian Computing Competition Junior 2014 - Group 1 (Perfect Score)
Strava Worldwide API Developer Challenge 2016 - Winner

University of Waterloo - $10,000 Mathematics Scholarship (1 of 10)
William Lyon Mackenzie - Computer Programming Excellence Award
Toronto Secondary School Chess Championships - Bronze Medal
Euclid Mathematics Contest - Distinction (Top 10%)

Experience & Education

Bloomberg LP / Fixed Income Search - Software Engineering Intern - 2018
Bloomberg LP / Excel Add-In (DAPI) - Software Engineering Intern - 2017
Bluesun (WealthServ) - Software Developer Intern - 2016

University of Waterloo - Computer Science (3.97 mGPA) - 2016/2021
Teaching Assistant - Linear Algebra (Math 136) - Fall 2017

Horatiu Lazu

Strava Wind Analysis

Provides historical and aggregate ride/segment analytics, data visualization and machine learning for cyclists on the Strava platform

Horatiu Lazu

Karnaugh Simplification

Simplifies boolean expressions visually.

Horatiu Lazu

Synthetic Division

Demonstrates Ruffini's extended law of division.

Horatiu Lazu

Atomic Smasher

Demonstrates the basics of chemistry in a game.

Horatiu Lazu

Segment Analysis

Calculates wind influence on cycling rides.

Horatiu Lazu

Basilisk 3D

Snake game with various game-modes.