March 14, 2017
Pi is much more than a number for Alexander Yee, a software engineer at Citadel Securities. In 2010, Alexander developed a computer program that detailed out Pi to a record-setting five trillion digits. We sat down with Alexander to learn more about his passion for understanding the markets through computer science.
Five trillion digits, Alex!? What sparked an interest in math so much that you decided to take it so far?
I was sitting with my middle school “Math Counts” teammates in a ballroom waiting to hear the list of winners for the competition. We became concerned as the third and second place winners were announced and we were not among the teams called to the stage. My mind started racing about what we could’ve done differently.
However, that emotion quickly turned into glee as our names were announced as the first place finishers. In essence, math unleashed my competitive spirit.
So you get hooked by math in middle school. When did you add computer science to your list of passions?
I’ll always remember this one project from AP Computer Science. We were tasked with implementing a four function calculator – plus, minus, multiplication, and division – on large numbers. Through that project, I learned how effectively computer programs help minimize errors while trying to solve complex problems. I realized that computer science is a good discipline for a perfectionist.
Fast forward to 2010. You’d developed a program that, since that year, has set the world record for detailing out the integers for Pi five times. Where did the inspiration come from?
I care about the methods for calculating mathematical constants such as e, the golden ratio, and the square root of two. Calculating Pi was a natural focus area for me given the interest in this particular number from peers and people outside of the discipline.
In addition, this was an opportunity to showcase my combined math and computer science skills. Between college and my first job, I learned a lot about getting the most out of limited hardware. I poured that knowledge into the development of this computer program.
When I launched the program in 2010, it calculated Pi to five trillion digits. Most recently, the program calculated Pi to 22 trillion digits. I’d like to think that my skills have multiplied by four times as well since 2010.
What lessons have you applied to your work at Citadel Securities from the development of this computer program?
This project was a medium for me to work on algorithms for large number arithmetic. In essence, Pi was an art canvas for my early career development. I learned how to leverage parallel computing and work with big data. I also learned how to design and maintain large bases of code.
Given the scale of the trading platforms we build here, my work on Pi prepared me for the opportunities and challenges that would lay ahead as much as my education did.
What advice do you have for those who have a background in computer science and are interested in joining the financial services industry?
Identify a project that can showcase your skills in a unique and public way. Pick a difficult math problem and solve it through programming.
Pi is a constant. Your career should be too.