Eric Liu

Quantitative Trading Developer @ Scotiabank

Computer Engineering @ University of Toronto

Introduction
Eric Liu

Hello, I’m Eric Liu

Code. Data. Engineering.

I’m a Computer Engineering student at the University of Toronto and a Quantitative Trading Developer at Scotiabank. My interests lie at the intersection of software engineering and quantitative finance, where data, algorithms, and technology drive decision-making in modern markets. I enjoy building intelligent systems, optimizing large-scale data pipelines, and exploring how innovative technology can enhance trading strategies and financial infrastructure.

Achievements

  • OEC: 85/100 - Representing the University of Toronto
  • LeetCode: 1600+ Problems Solved, 1700+ Rating, Top 4k Global
  • UTEK: 1st Place in Programming Competition

Skills

  • Languages: Python, C++, Java, JavaScript, SQL, MongoDB
  • Frameworks: Angular, Node.js, Django, HTML/CSS
  • Data Tools: NumPy, Pandas, CVXPY, PyTorch
  • Concepts: Algorithms, Machine Learning, Quantitative Finance, Optimization

Experience

Scotiabank – Incoming Quantitative Researcher

Summer 2026 | Toronto, ON

Focus: Statistical Research, Backtesting, Python, NumPy, Pandas

  • Incoming role beginning Summer 2026 focused on quantitative research and model development for trading strategies.

Scotiabank – Incoming Capital Markets Data Analyst

Fall 2026 | Toronto, ON

Focus: Data Engineering, SQL, ETL, Data Visualization

  • Incoming role beginning Fall 2026 focused on capital markets data pipelines, ETL, and analytics.

Scotiabank – Quantitative Trading Developer

Electronic Execution Services (Algorithmic Trading) – Global Banking and Markets | May 2025 – Apr 2026 | Toronto, ON

Tech Environment: Bloomberg API, Transaction Cost Analysis, SQL, Python, Angular, JavaScript, Pandas

  • Completed the Outage App, a Bloomberg-integrated diagnostic platform to analyze failed algorithmic executions, compute refund adjustments, and reduce algorithmic risk through performance optimization using vectorization and bitmasking.
  • Investigated and resolved missing trade records in TCA pipelines, refactoring logic to improve data integrity and compliance.
  • Maintained FX and Commission reconciliation pipelines, collaborating with traders and middle office to ensure accuracy.
  • Developed automated client reporting tools, improving operational efficiency and transparency.

Big Tuna – Software Developer

Seasonal Game Developer | Aug 2020 – May 2024 | Oakville, ON

Tech Environment: JavaScript, JSON, SQL, Developer Portal, Game Design, Git, Software Testing

  • Developed and maintained a Discord bot game with over 23,000 active players as part of a three-person team.
  • Integrated SQL database updates for new content and conducted comprehensive pre-deployment testing.

Market Making via Reinforcement Learning Research

Research Assistant under Professor Wei Xu | May 2023 – Aug 2024 | Toronto, ON

Tech Environment: Python, Stable Baselines (DDPG & DQN), Linux, Pandas, Gym, PyTorch

  • Developed a profitable market-making agent for cryptocurrency exchanges using DDPG and DQN algorithms.
  • Built a simulated trading environment using 100M+ tradebook entries and a dynamic reward framework for adaptive learning.

University of Toronto Aerospace Design Team

Liquid Propulsion & Aerodynamics Division | Jul 2023 – Present | Toronto, ON

Tech Environment: Python, Linux, NumPy, RocketCEA, Git, Project Management

  • Reworking simulation software to model rocket flight trajectories with a new 6DoF (six degrees of freedom) system.
  • Improved accuracy and visualization for aerodynamic and propulsion analysis tools.

Resume

Contact

I’m always open to discussing new projects, opportunities, or collaborations. Feel free to reach out through any of the links below.