Master of Science
Financial Mathematics

The University of Chicago
Illinois, US
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

  • 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