Eric Li
Portfolio
ABOUT ME
Hi There :)
I'm Eric!
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Some quick facts about me!​
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Competes in Powerlifting
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Loves reading (currently reading: Endure: Mind, Body, and the Curiously Elastic Limits of Human Performance)
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Occasionally sews
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Most likely found sipping cold brew while writing in a cafe
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And I also code... a lot
Currently a Software Engineer at:
August 2022 - Current
Index + Fixed Income, Currencies, Commodities
EXPERIENCES
IMC Trading
Software Engineer | Index + Fixed Income, Currencies, Commodities Desk
August 2022 - Current
Responsibilities
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Working with quantitative researchers to implement low latency algorithms, analysis tools, and configurations for valuing volatility, greeks, and other internal measures for options and futures
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Leading engineering development of pricing biases and event fitting components within the desk
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Monitoring health, deployment upgrades, and investigating production errors to support trading operations
​Technologies
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Python, Java
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SQL
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Git, MacOS
Impact
Rolling out numerous features for improving trading configuration workflows and analysis tools, and implementing algorithms and strategies resulting in positive PnL impact
Roblox
Software Engineer Intern | Data Platforms Team
May - August 2021
Responsibilities
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Developed ETL pipelines to aggregate and clean data from across the Roblox platform into databases
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Engaged with internal teams to add visualization features for aiding internal decision making and systems monitoring
​Technologies
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Python
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SQL, Scala, Airflow, Superset
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Git, MacOS
Impact
Pipelines processed millions of daily incoming entries and graphing features were used by 20+ internal teams
Snowflake
Software Developer Intern | SQL Compiler Team
January - April 2021
Responsibilities
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Expanded Materialized View and data caching support for Snowflake's core SQL compilation engine to reduce compute time involving arithmetic expression column transformations
​Technologies
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Java
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SQL, Snowflake
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Jenkins, Git, MacOS
Impact
Deployed 10+ novel features and performance optimizations based on customer ask in a weekly deployment timeline
Forma AI
Software Developer Intern | Applications Team
September - December 2020
Responsibilities
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Full stack web development to add features ranging from front end UI layout changes to backend database management
​Technologies
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React, Redux, Javascript, HTML, CSS
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Django, Python
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PostgreSQL
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Jenkins, Git, MacOS
Impact
Deployed Full Stack 15+ features in production, servicing sale associates ranging from startups to Fortune 500 companies
Amazon
Software Development Engineer Intern | Neuron Team
May - August 2020
Responsibilities​
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Designed AWS Infrastructure services to build an ETL process to transfer product billing data from S3 to Redshift
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Interviewed internal customers to determine technical metrics and API features when automating display of customer data on Excel
​Technologies
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Java
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AWS (Redshift, S3, Glue. CloudFormations)
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Git, MacOS
Impact
Released project into production, helping 2000+ Amazon teams visualizing billing data, including the spike of data during Prime Day
Huawei
May - Amazon 2019
Software Development Engineer Intern | Optical Team
Responsibilities ​
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Apply graph traversal algorithms to develop a network visualization tool for calculating, storing, and displaying metrics across connected servers
​Technologies
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Python, Java
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MySQL
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Git, Linux
Impact
Deployed project currently used by both Huawei engineers and clients for optical network traversals and improving Signal to Noise ratios of network devices
PROJECTS
Senior Thesis
Application of Multi Layer Monte Carlo in Solving Partial Differential Equations for Bond Option Pricing
September 2021 - April 2022
Motivation
Due to the curse of dimensionality, deep neural networks cannot be applied to high dimensional partial differential equations (PDE) modelling bond option pricing (Black Scholes) without significant time devoted to Monte Carlo (MC) path simulation for data generation
Approach
Reformulate the Black Scholes PDE into a stochastic differential equation and use Multi Layered Monte Carlo (MLMC) to generate the path data for training deep neural networks to model bond option pricing over time
​Technologies
Python, Pytorch
Impact
Approach reduced training time stamps by factors of 5.1-7.2 and overall training time by factors of 1.4-1.6
Sumer
Tech Lead
January 2021 - May 2022
A grocery delivery service focused on delivering grocery essentials within 15 minutes
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Front End: React-Native, Redux, JS
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Back End: NodeJS, Express
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Database: PostgreSQL
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Cloud Services: AWS, Google Console
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UI/UX Design: Figma
Impact
MVP grossed $16,000 in total sales
EDEN
Full Stack Web Development
May 2018 - August 2020
A digital mall footwear eCommerce web platform bringing everything you like about in person shopping... online
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Front End: React, Redux, JS HTML, CSS
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Back End: NodeJS, Express
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Web-Scraping: Python
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Database: MongoDB
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Cloud Services: AWS
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UI/UX Design: Figma (Mobile Proof of Concept Here)
Impact
Walked store to store talking to small business owners in downtown Toronto and personally interviewed consumers for 25+ hours, gaining insights valuable for a Product Owner role in a startup from September 2020 - December 2020
Machine Learning | Image Processing
MojiMi
Sept 2019 - Dec 2019
Data pre-processing and a Neural Network implemented to recognize corresponding emotions in detected faces in images and overlay a corresponding emoji to the detected emotion
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Machine Learning: Python, Pytorch
Impact
Trained over 23,000k faces to achieve a training accuracy of 85% and a validation accuracy of 75%
Kensington Garden Retirement Home
UI/UX Design
Feb - April 2018
Impact
Reduced response time by 40% and presented interface design to stakeholders for future implementation
EXTRA
CIRRICULARS
Director of Operations
May 2020 - Present
Impact
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Recruited and lead team of 10
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Managed $30,000 in budget
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Planned 20+ University Events focused on Professional Development and company partnerships (800 attendees across all events)
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Organized the 2 largest virtual career fairs at the University of Toronto with 2000 students and 50 companies in attendance
Business Development Associate
May 2019 - May 2020
Impact
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Closed $10,500 in company partnerships
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Largest Career Fairs in YNCN history with 100+ companies and 5000+ students attendees
Operations Associate
May 2018 - May 2019
Impact
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Trained 30+ volunteers
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Managed $3000 in budget
Co-Chair
May 2019 - Jan 2020
Impact
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Led team of 7 and recruited + trained 30+ volunteers
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Introduced novel Fireside chat to increase engagement by 20%
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Largest conference since inception with 400+ students in attendance
VP of Content
Oct 2017 - March 2018
Impact
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150+ students attendance
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50% increase of attendance from previous year
