Data Analytics · Quantitative Finance · Hong Kong

Liam Li

Data Analyst & Analytics Engineer

I build production-grade data pipelines, financial analytics tools, and interactive dashboards — turning raw market data into actionable intelligence for trading desks and businesses alike.

View Live Project
Who I Am

Quantitative data engineering
meets real-world delivery

With a background spanning investment banking (Société Générale), government digital transformation (eMPF), and enterprise analytics (Disney HK), I bridge the gap between complex data and clear decisions.

🏦
Production Fintech Experience
Currently supporting Delta One & Market-Making desks at Société Générale, delivering 99.5%+ accurate daily compositions for 300+ equity indices and 100+ ETFs through Python automation with multi-threading.
🐍
End-to-End Python Engineering
From scraping and parsing multi-language (Chinese/English) web sources to building FastAPI backends with concurrent ThreadPoolExecutor processing — I write clean, production-ready Python that teams actually adopt.
📊
Full Analytics Stack
Python (Pandas, NumPy, Scikit-learn, PyTorch), SQL (MySQL, Oracle), Power BI, Bloomberg Terminal, and financial market data vendors (Markit, FTSE, JPX). GPA 3.47 / 4.0, Dean's List 2 years running.
🌐
Trilingual & Cross-Cultural
Native Mandarin, fluent English and Cantonese. I've worked across Hong Kong, APAC market data standards, and PBC regulatory data — a rare combination for cross-border financial analytics roles.
⚡
Impact-Driven Delivery
Reduced index composition delivery time by 90% at SocGen. Cut manual DDL script creation by 80% at Lenovo PCCW. Built automation scripts adopted by 4–5 team members. I measure success in time saved and errors prevented.
🎓
Quant Finance Foundation
BSc Data Science & Business Intelligence with Minor in Financial Analysis. Deep grounding in derivatives pricing (Black-Scholes, binomial), portfolio optimization (VaR, CAPM), and risk analytics applied to real trading contexts.
Featured Project
Personal Build · Open-Source

PBC FX Rate
Intelligence Dashboard

An end-to-end Python system that scrapes the People's Bank of China official website to capture daily CNY central parity exchange rates, processes them via a concurrent multi-threaded pipeline, and serves them through an interactive web dashboard with real-time charting, strength comparison analytics, and one-click Excel/CSV export.

Python FastAPI Pandas Chart.js BeautifulSoup ThreadPoolExecutor REST API Uvicorn
Currencies Tracked
26 pairs
Max Data Depth
2,000 records
Thread Pool Cap
1,000 concurrent
Data Source
PBC Official
Live Demo
PBC Exchange Rates — localhost:8000
Showing last 12 months of sample data
26 currency pairs · PBC Official Data
How It Works
1
Discover
Fetches the PBC listing page in parallel across up to 100 paginated pages, extracting date-URL pairs for each trading day
2
Parse
Concurrent ThreadPoolExecutor (1,000 workers) fetches each daily page, extracts Chinese-language rate text, and maps 26 currency names to ISO 4217 codes
3
Validate
Regex patterns isolate the standard PBC preamble; non-trading days (weekends, holidays) are auto-skipped with no data loss
4
Serve
FastAPI backend caches results in memory and exposes REST endpoints — the single-page dashboard streams live updates via polling with progress bars
Career

Built in the
real world

Projects in my portfolio started as a real business problem — at an investment bank, a government digital transformation programme, or interactive client engagement.

Dec 2024 — Present
Société Générale
Data Analyst, Quantitative Trading Support · Hong Kong
Python automation delivering 99.5%+ accurate daily compositions for 300+ equity indices and 100+ ETFs; 90% reduction in delivery time via multi-threading
Built FX mispricing detection system comparing WM Reuters, PBC, and vendor feeds to prevent NAV calculation errors and trading losses
Developed index rebalancing tracker detecting adds/deletions across quarterly cycles, enabling trading desks to optimize execution timing with 1–2 weeks advance notice
Enhanced production platform integrating Markit, JPX, and FTSE data for real-time composition validation, NAV, and risk metrics (volatility, delta, beta)
Processed 20+ corporate actions monthly (M&A, splits, spin-offs) with 99.9%+ accuracy in ISIN/RIC/Ticker identifiers
Delta One Market-Making Python Automation FX Validation Bloomberg
Sep 2024 — Nov 2024
IT Channel
Software Engineer (Fixed-Term) · Hong Kong
Designed and deployed 6 Power BI dashboards for Hong Kong Disneyland's hotline operations, enabling call volume trend analysis by time, day, and facility
Built relational database model integrating 6 hotline data sources using Power Query and DAX, with automated refresh and 12+ months of historical trend analysis
Delivered self-service dashboards empowering non-technical stakeholders to independently drive resource allocation decisions
Power BI DAX Power Query Customer Analytics
Sep 2023 — Mar 2024
Lenovo PCCW Solutions
Solutions Developer · Hong Kong
Supported data migration for Hong Kong's eMPF platform, consolidating 12 pension trustees into one integrated system; 95%+ successful execution rate across 3 trustee integrations
Independently built Python automation reducing DDL/DML script creation time by 80%; adopted across a team of 4–5 developers
Prepared and validated test transaction data for UAT and trustee testing; troubleshot failed executions during overnight migration windows
Oracle SQL Python Database Migration eMPF
Technical Proficiency

Skills & stack

Python Ecosystem
Pandas / NumPyExpert
FastAPI / UvicornProficient
Scikit-learn / PyTorchProficient
Matplotlib / SeabornProficient
BeautifulSoup / RequestsExpert
Data & BI
SQL (MySQL / Oracle)Expert
Power BI / DAXProficient
R (Statistical Computing)Proficient
SASFamiliar
Bloomberg TerminalProficient
Quantitative Finance
Options Pricing (B-S, Binomial)Strong
Portfolio Optimization / VaRStrong
Time Series (ARIMA)Proficient
Index / ETF CompositionExpert
FX Rate AnalyticsExpert
📜
Bloomberg Market Concepts Bloomberg L.P.
📜
Bloomberg Finance Fundamentals Bloomberg L.P.
📜
IBM Data Science Professional Certificate IBM / Coursera
Education

Academic foundation

The Hang Seng University
of Hong Kong
BSc (Honours) Data Science & Business Intelligence · Minor: Financial Analysis
September 2019 – July 2023
Derivatives pricing: Black-Scholes, binomial models, portfolio optimization (VaR, CAPM, efficient frontier)
Time series analysis, regression, machine learning applied to asset pricing and equity valuation
Capstone: Technical & fundamental analysis of PVH Corp using DCF, relative valuation, MACD, RSI
Tools: Python, R, SAS, SQL, Bloomberg Terminal
3.47
GPA / 4.0
2nd
Class Upper
2×
Dean's List
Get In Touch
📍 Hong Kong  ·  Open to full-time roles

Whether you're a hiring manager evaluating my background, or a recruiter looking for a quantitative data engineer in Hong Kong — I'd love to hear from you.

liminger88@outlook.com +852 7071 1766 LinkedIn Profile Live Project Demo

Open to full-time roles