Brian Li

Quantitative Researcher at Chicago Trading Company

Chicago, Illinois, United States

About

Quantitative trader with a passion in algo trading and machine learning. Graduated with a Master of Science in Computational Finance at Carnegie Mellon. I'm driven to create new trading strategies predicting alpha using various modelling techniques. I am well versed in data science, machine learning, deep learning, reinforcement learning, multimodal learning, and option pricing.

Experience

Chicago Trading Company (Full-time · 5 yrs 5 mos)
- Quantitative Researcher
  Aug 2023 - Present · 2 yrs 11 mos
  Vol Overlay - Systematic Alpha Execution
- Quantitative Trader
  Apr 2022 - Aug 2023 · 1 yr 5 mos
  RINGS - Metals OMM Trader
- Quantitative Trading Analyst
  Feb 2021 - Apr 2022 · 1 yr 3 mos
  RINGS - Metals OMM Alternative Strategies - Crypto and VIX Stat Arb
Quantitative Trading Analyst Intern at Chicago Trading Company
Jun 2020 - Aug 2020 · 3 mos
Eurodollars OMM
Product Analyst at SafeAuto
Jun 2018 - Jun 2019 · 1 yr 1 mo
Teaching Assistant at The Ohio State University College of Arts and Sciences
Aug 2015 - May 2018 · 2 yrs 10 mos