Nelson Gong

[2nd Year MEng Mathematics & Computer Science]

[Imperial College London]

[John and Rita Henke Scholar · £12.5k p.a.]

[Amazon SDE Intern · AWS Security · Summer 2026]

Building high-performance systems at the intersection of quantitative finance and software engineering. Interested in algorithmic trading, low-latency systems, and mathematical optimisation.

Previously at BlackRock as a Software Engineering Spring Intern. IC Algothon competitor and IBM Z Datathon 2nd place winner. Passionate about rigorous testing, clean architecture, and building tools that withstand production fire.

$ls -la ~/projects

~/Crucible Trader

WIP

Modular quantitative trading platform with backtesting engine, statistical validation (permutation tests, walk-forward analysis), and C++ pricing library. Built for rigorous hypothesis testing of trading strategies.

TypeScriptNext.jsC++20PythongRPCDuckDBParquet

~/PintOS

completed

Extended Imperial's PintOS educational operating system. Implemented priority scheduling with priority donation, MLFQS scheduler, user program execution with stack setup, system calls, and parent-child process synchronisation.

Cx86 AssemblyOS DesignConcurrency

~/ARM Assembler & Emulator

completed

Two-pass assembler supporting 50+ AArch64 instructions with label resolution. Full ARMv8-A emulator simulating pipeline stages, 31 GP registers, 2MB memory, and GPIO control for Raspberry Pi 3B LED circuits.

CARM AssemblyGitLaTeX

~/Texas Hold'em Poker Trainer

live

Interactive poker game with AI opponents featuring Monte-Carlo equity simulation, ICM tournament analysis, GTO range lookups, and real-time EV calculations. Includes configurable bot personalities, advanced hand analysis, and a standalone practice tool.

ReactTypeScriptWebpackGame AIMonte Carlo

~/ML Fraud Detection

completed

Machine learning model for financial fraud detection achieving 97.68% accuracy. 2nd place in London, winning £250, IBM LinuxOne server access, and 3-month mentorship. Processed large-scale transaction data on IBM Z platform.

PythonScikit-learnTensorFlowIBM ZData Analysis

~/Derivative Calculator

live

Symbolic differentiation engine with step-by-step explanations and interactive graphing. Features dynamic tangent line visualisation and real-time expression parsing. Achieved full marks (70/70) in A-level NEA.

Next.jsTypeScriptReactTailwindCSS