Benjamin Liu

About Me

I am currently a candidate for Master of Financial Engineering Program in Haas School of Business, UC Berkeley. My Chinese name is 刘贝尔 [Bei'er Liu] [pronounciation].

My academic interests are in the areas of financial engineering, machine learning, and behavioral finance. My CV can be found here.[CV]

Education

Mar. 2019 - Mar. 2020, University of California, Berkeley,

Master of Engineering

Aug. 2014 - Jul. 2018, Dept. of Finance and Dept. of Economics, Chinese University of Hong Kong,

Bachelor of Science

Sep. 2016 - Dec. 2016, Dept of Mathematics and Dept of Statistics, Pennsylvania State University,

Semester Exchange

Jun. 2016 - Aug. 2016, Business School, Imperial College, London,

Summer Exchange

Work Experience

• Tower Research Capital
  Senior Quantitative Trader
  Feb 2023 - current, New York, USA
  Equity StatArb and IndexArb Strategies
• Optiver
  Silver Medalist
  Mar 2024 - Apr 2024, New York, USA
  Optiver - Trading at the Close Competition
• Squarepoint Capital
  Quantitative Researcher
  Jun 2020 - Feb 2023, New York, USA
  Quantitative Equities Trading Strategies
• Morgan Stanley
  Associate, Fixed Income Division
  Oct 2019 - Jan 2021, New York, USA
  Quantitative Research on Agency and Corporate Credit Products
• ICSI, UC Berkeley
  Research Assistant, Computer Vision Team
  Jul 2019 - Oct 2019, Berkeley, USA
  Unsupervised Image and Video Learning.
• KN Capital
  HFT Intern, HFT Team
  Dec 2018 - Mar 2019, Shanghai, China
  Market making strategies in cryto-markets; directional trading strategies, market making strategies, order execution strategies and T0 strategies in stock market.
• China International Capital Corp.
  Project Intern, Equities Department, Equity Derivatives&Solutions Team
  May 2018 - Aug 2018, Shanghai, China
  Structured products.
• China International Capital Corp.
  Summer Intern, Research Department, TMT Team
  Jul 2017 - Sep 2017, Beijing, China
  Equity research and industry report.

Honors and Awards

Scholarships

• Honors at Entrance (with Admission Scholarship)   2014
• Bankee Kwan Mathematics Scholarship   2017
• Hong Kong Governmental Scholarship   2016
• Yasumoto Overseas Exchange Scholarship   2016

Awards

• JP Morgan Asset Management Challenge   2016
• Mathematical Contest in Modeling   2017

Skills

  Python   VBA   R   Java   Ruby   ML (OCaml, Haskell, SML)   MySQL   Spark   MATLAB   C++   Racket

  Markdown   LaTeX   RMarkdown   Jupyter   Git   Bash   Tmux

  Mandarin   English   Cantonese
contributor to projects textmining, pandas, thefxxx, spark

Life :)

Hiking

A good traveler has no fixed plans, and is not intent on arriving.
--Lao Jzu

Hiking with friends at weekends. I have been to over 20 montains/hills in Hong Kong.
- The Peak @[HK][Oct 29, 2017]
- HKUST Trail @[HK][Nov 4, 2017]
- HKU to The Peak @[HK][Nov 11, 2017]
- MacLehose Trail Sec 5 @[HK][Nov 18, 2017]
- MacLehose Trail Sec 4 @[HK][Nov 23, 2017]
- Vitoria Peak Garden @[HK][Nov 30, 2017]
- MacLehose Trail Sec 1 @[HK][Dec 16, 2017]
- MacLehose Trail Sec 2 @[HK][Dec 19, 2017]
- MacLehose Trail Sec 3 @[HK][Dec 21, 2017]
- MacLehose Trail Sec 9 @[HK][Dec 20, 2017]
- MacLehose Trail Sec 7 @[HK][Jan 13, 2018]
- Pat Sin Leng @[HK][Jan 27, 2018]
- Cuihua Mountain @[Xi'an, CN][Mar 31, 2018]
- The Hua @[Xi'an, CN][Apr 1, 2018]
- MacLehose Trail Sec 10 @[HK][Apr 14, 2018]
- Lion Rock @[HK][Apr 28, 2018]
- Fire Track @[Berkeley][Sep 1, 2018]
- Bay Bridge Cycling @[Berkeley][Oct 14, 2018]
- Angel Island @[Berkeley][Oct 28, 2018]
- Tilden Park @[Berkeley][Nov 4, 2018]
- Snow Way Trail @[Sierra][Nov 24, 2018]
- Redwood Park @[Berkeley][Mar 17, 2019]
- Alcatraz Island @[Berkeley][May 12, 2019]
- Seaview Trail @[Berkeley][Jun 9, 2019]
- Wildcat Trail @[Berkeley][Jun 23, 2019]
- Volcano Trail @[Berkeley][Jun 30, 2019]
- Skyline Trail @[Lake Tahoe][Jul 7, 2019]
- Diabolo Trail @[Berkeley][Jul 13, 2019]
- Old Wood Trail @[Berkeley][Jul 27, 2019]
- Round Lake Trail @[Rocky Mt][Aug 18, 2019]
- Heaven's Trail @[Rocky Mt][Aug 19, 2019]
- Mt. Tamalpais Trail @[Berkeley][Sep 1, 2019]

Photography

[Instagram], [500px]

Poker

When the going gets tough, the tough gets going ;)