Eric Liu

Capital Markets Data Analyst Co-op @ 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 Capital Markets Data Analyst Co-op 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

  • IMC Prosperity: 6th Place in Canada, Manual Trading
  • OEC: University of Toronto Programming Representative
  • UTEK: 1st Place in Programming Competition
  • LeetCode: 1600+ Problems Solved, 1700+ Rating, Top 4k Global

Skills

  • Programming: Python, C++, C, SQL, Java, JavaScript, TypeScript, Assembly, HTML/CSS
  • Libraries & Tools: PyTorch, scikit-learn, Pandas, NumPy, Git, Bloomberg API, FIX protocol, Excel, VBA
  • Trading & Domains: Market microstructure, execution analytics, statistical modeling, machine learning, backtesting

Experience

Scotiabank - Capital Markets Data Analyst Co-op

Client Insights & Data Analytics, GBM Data Quality | May 2026 - Aug 2026 | Toronto, ON

Tech Environment: SQL, data quality checks, rule generation, capital markets analytics

  • Built a scalable SQL rule-generation framework that translated critical data elements into 3,000+ data quality checks for completeness, validity, consistency, and accuracy.

Scotiabank - FX Quantitative Trading Researcher, Incoming

Electronic Execution Services, Global Banking & Markets | Sep 2026 - Apr 2027 | Toronto, ON

Focus: FX market microstructure, execution modeling, systematic strategy development

  • Incoming research role focused on alpha-signal research, FX market microstructure, execution modeling, and systematic strategy development.

Scotiabank - Quantitative Developer Co-op, Algorithmic Trading

Electronic Execution Services, Global Banking & Markets | Nov 2025 - Apr 2026 | Toronto, ON

Tech Environment: Python, SQL, Bloomberg API, FIX protocol, Gaussian Mixture Models, reinforcement learning

  • Improved VWAP execution performance by 7% by modeling Canadian and U.S. equity order flow with Gaussian Mixture Models and reinforcement-learning-based analysis.
  • Built a Bloomberg-integrated outage platform that detected failed algorithmic executions and automated refund and market-impact calculations across 20,000+ orders.
  • Developed Python and SQL analytics using FIX execution data to reconstruct order lifecycles, diagnose routing discrepancies, and investigate fill-quality issues.

Scotiabank - Global Equity Trading Developer Co-op

Electronic Execution Services, Global Banking & Markets | May 2025 - Oct 2025 | Toronto, ON

Tech Environment: Python, SQL, Angular, Bloomberg API, execution analytics, client reporting

  • Developed full-stack trading tools for execution analytics, client reporting, and post-trade investigations.
  • Redesigned commission-calculation workflows for client-specific rates, exchange fees, account rules, and complex trade structures.

Big Tuna - Software Game Developer

Discord Game Platform, Three-Person Development Team | Aug 2020 - May 2024 | Oakville, ON

Tech Environment: JavaScript, SQL, JSON, Git, software testing

  • Co-developed and maintained a JavaScript and SQL game platform serving 25,000+ active players.

Research Assistant - Reinforcement Learning for Market Making

Professor Wei Xu | May 2023 - Aug 2024 | Toronto, ON

Tech Environment: Python, PyTorch, Pandas, DDPG, DQN, backtesting

  • Developed cryptocurrency market-making agents using DDPG and DQN with reward functions for inventory risk, spread capture, execution, and profitability.
  • Built a Python simulation and backtesting environment from 100M+ order-book records to evaluate trading policies.

University of Toronto Aerospace Team

Propulsion and Aerodynamics Simulations | 2023 - 2024 | Toronto, ON

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

  • Developed 6DoF propulsion and aerodynamics simulations for rocket trajectory analysis.

Resume

Contact

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