Master of Science
Financial Mathematics
The University of Chicago Illinois, US |
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Github | |
peter.hlei at hotmail dot com |
Hello World!
I'm Peter, a quantitative developer at Fidelity Investments. My work involves designing/implementing equity execution algos that adapt to dynamic market conditions. It's an intersection between finance, technology, and data science which I think is pretty exciting.
I'm passionate about a wide range of topics on which I keep notes every now and then:
- Finance/Econ - asset pricing (market microstructure, investments), macro, international finance
- Big data technologies/tools - Flink, Kafka, AWS, general system design
- Data science - optimization, statistical learning, experimental design
Education
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M.S. Financial Mathematics, 2021
The University of Chicago -
B.Eng. Computer Science, 2020
The University of Hong Kong -
Visiting, Computer Science, 2018
The University of California, Irvine