Hello and Welcome!
I am a recent grad of the University of Toronto. My passion lies in quantitative finance, the intersection of mathematics, statistics, finance, and computer science. Currently, I am a quantitative trader working at RBC Capital Markets with a focus on building the Electronic Market Making business. During my spare time, I love to read, travel, go to the gym, play the piano, and experience events that bring me fresh perspectives and ideas!
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Thomas Luo
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Quantitative Trader at RBC Capital Markets
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WORK EXPERIENCE
Aug. 2019 - Present
Quantitative Trader
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Equity Electronic Market Making
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Researching on various AI-based models to provide more systematic liquidity for clients
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Jan. 2018 -Jul. 2019
Quantitative Trading Analyst
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Quantitative research projects with the goal of better equity execution for clients
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Idea generation and quantitative modeling behind the hedging execution framework
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Preferred Equities Market Making System
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Learned every aspect of developing a quantitative trading system
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May. 2017 -Aug. 2017
Quantitative Research Intern
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Research focused on mutual fund selection strategies
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Built three statistical models in Python to analyze Chinese mutual fund return data
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four-factor time series regression model
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discrete, time-homogeneous Markov chain model
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Bernoulli process model
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Assisted Senior Analysts by optimizing the data collection and data cleaning process in Python using principle of OOP​
Nov.2016 - Feb. 2017
Data Science Volunteer Intern
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Content Developer for "Data Analysis with R"
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Designed and edited Jupyter Notebooks to explain fundamental concepts in data analysis using R (Time Series, Importing Data, Data Cleaning)
EDUCATION
University of Toronto
B.S. Mathematical Applications in Economics and Finance Specialist; Statistics Major; Computer Science Minor
Cumulative GPA: 3.75/4.00
Notable Coursework:
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Stochastic Process (100%)
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Partial Differential Equations (100%)
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Foundation of Real Analysis (theoretical)
2014 - 2020
Bachelor's Degree
LEADERSHIP AND EXTRACURRICULAR ACTIVITIES
SKILLS
Sept. 2017 - Dec. 2017
Initiator, team of four students
Sept. 2017 - May. 2018
Student Project Volunteer Assistant
U of T Quantitative Research Team
Continuation of research on mutual fund selection strategies​
RiskLab
Expected to learn about risk management and work with students and professors to promote the mathematical finance graduate program at U of T
Feb. 2017 - Apr. 2017
Member of Getting Started Team
Data Science Toronto
Gained exposure to various machine learning models and data science
Jan. 2017 - Apr. 2017
Statistical Science Peer Mentor
Univerity of Toronto Statistics Department
Mentored five first-year international students by hosting bi-weekly mentor sessions and attending school events with them
Sept. 2016 - Apr. 2017
Pre-Analyst Program
Sept. 2016 - Present
Treasurer
Completed a fundamental analysis research report on Second Cup Coffee CO; Analyzed the company by studying its annual reports and financial statements; Evaluated its business model, management, competitors and business risks
Assisted in event planning and club advertising ​
In charge of club financials and funding applications
Sept. 2012 - July. 2014
Pianist
SKILLS
Python - Advanced (Pandas, OOP,
PyTorch)
R - GGPLOT masta
Microsoft Office - Proficient
KDB
Wind Financial Terminal - Proficient
Stata - Beginner (Regression)
SQL
English and Chinese - Native
MATLAB