Kyle Li Email & Phone Number

New York, NY, US

New York, New York, United States

New York, New York, United States

• Automated Liquidity Provisioning Team
• Improved market-making desks’ ability to assess live portfolio risk by building a pnl and risk analysis tool
• Researched latent variables underlying volatility skew movements and implemented methods to quantify risk attributed to each latent variable.

• Automated Liquidity Provisioning Team
• Designed a distributed low latency infrastructure in C to host automated Python options pricing strategies, enhancing each strategy’s ability to respond to market opportunities and expediting the automated strategy.
• Achieved zero-copy interprocess Apache Arrow table data transfer between C and Python using shared memory and data buffers.

• Exchange Data and Research Infrastructure Team
• Developed market data decoders and normalizers in Java that import crypto market data from Coinbase, FTX, and Gemini.
• Added concurrency support for a graph-based process management system and enhanced fault tolerance by implementing save/restore and retry mechanisms.
• Improved endpoints to a Ruby on Rails API for querying security definitions and order book data for quantitative research.

• Variable Annuity Hedging Team
• Researched and developed a model to bypass CTE calculation of the liability simulation model, which is time-consuming to run and produce results.
• Organized data, built and optimized model, and worked with the Variable Annuity Hedging Team to improve the model and inputs to fit the team’s specific needs for CTE calculation.
• Helped to reduce the amount of time spent calculating CTE values of the liability simulation model, improving the team’s efficiency and ability to more quickly inform investment decisions made by other teams and.

• Collaborated with team to understand client’s needs and designed an intuitive user interface that better accommodates the client’s user base and boosts user satisfaction.
• Conducted user interviews and usability testing to locate and improve gaps in the current user experience.

• Variable Annuity Hedging Team
• Worked in the Variable Annuity Hedging Team to develop and improve a real world Economic Scenario Generator (ESG) using Python.
• Optimized and streamlined the ESG using Numba and industrialized the user interface for actuaries to effortlessly use.
• Designed and implemented the visualization tool to study the economic paths underpinning the CTE of the Variable Annuity liability surplus projection over 50 years.

Skillman, New Jersey

At Sigma Academy tutoring center, I primarily tutored high school students in physics and math by helping them solidify their fundamentals and teaching them how to apply basic concepts to more advanced problems. I also guided their overall academic performance by periodically checking in with them regarding their progress in school and advising them.

Greater New York City Area

• Developed a pipeline using R scripts to analyze large amounts of SC-RNA data.
• Implemented t-SNE dimensionality reduction into the pipeline to reduce the complexity of cell data.
• Used clustering to identify genes and develop a graphical representation for use in neuropsychiatric disorder research.

Master Of Science - Ms, Computer Science

Bachelor'S Degree, Computer Engineering

High School Diploma, Computer Science

Activities and Societies: Jumpstart Club Vice President, TSA TEAMS, Codable Camps (Instructor), National Honor Society, National Art Honor.