Nigel Wing Pui Li

Personal Email: nigelli676@gmail.com

Phone: +1 (631) 333-8668

<aside> <img src="/icons/laptop_gray.svg" alt="/icons/laptop_gray.svg" width="40px" /> I’m a Columbia Mathematics of Finance student with a background in Computer Science and Commerce. I enjoy maths, finance, and programming, especially problems that are intellectually demanding, but most importantly, practical. I like building models and tools (via Python and whatever else fits), and I’ve had exposure across investing, markets, and corporate finance. Outside of work and studies, I’m easy to talk to, and curious by default. I’m currently learning how to ski and spending a healthy amount of time recovering from the falls.

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Education

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Columbia University, M.A. Mathematics of Finance (2025 – 2026)

Cumulative GPA: 4.07 / 4.0
Coursework: Multi-Asset Portfolio Management; Mathematical Methods in Financial Price Analysis; Hedge Funds & Portfolio Management; Mathematical Finance; Time Series; Applied Stochastic Processes </aside>

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University of New South Wales, B.Com (Business Analytics) & B.CompSci (Artificial Intelligence) (2021 – 2025)

GPA: 81.8 / 100
Distinctions: High Distinction (Business School) · Distinction (Engineering)
Awards: Engineering Dean’s Honours List (2021–23) · Business School Dean’s Award · Research Scholarship (2022)
Coursework: Data Structures & Algorithms; Algorithm Design & Analysis; Machine Learning & Data Mining; Introductory Econometrics; Quantitative Business Analytics. </aside>

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Work Experience

Global Markets Summer Analyst (Structured Product Sales & Trading) at HSBC (June 2026 – August 2026)

HSBC Global Markets is the institutional trading division of HSBC Holdings plc (HKEX: 5 / LSE: HSBA), whose comprehensive international network makes it one of the largest and most dominant financial institutions across the Asia-Pacific region.

Developed a credit-derivatives pricing engine by bootstrapping the KRW interest-rate swap curve, pricing interest-rate swaps, constructing tenor-based DV01 hedge analytics, and extending the framework to CDS and First-to-Default (FTD) basket pricing.
Automated post-pricer workflows for linear snowball fixed-rate notes linked to 3-year and 5-year USD SOFR rates using JavaScript and CSS, reducing turnaround time for daily pricing requests and building a Pipeline Dashboard to track live deal flow.
Produced client-facing marketing materials for structured-product solutions and automated indicative term sheets for Zero Callable Linear Notes, supporting Wealth Solutions coverage of institutional and private-bank clients.

Summer Analyst (ALM & Liquids, Credit) at Challenger Investment Management (Nov 2024 – Feb 2025)

Challenger Investment Management is the investment management arm of ASX-listed Challenger Group (ASX: CGF), whose Challenger Life business is ANZ’s largest provider of annuities.

Designed and backtested a delta-neutral BTC futures basis strategy (carry capture); observed ~9% avg. annualized basis over the sample period with ~1.4 gross Sharpe, and presented implementation and risk controls (roll, liquidity, drawdown) to the desk.
Conducted issuer and sector credit reviews for private fixed-income portfolios; performed credit rating assessments for private/unrated debt using Moody’s methodology to support risk scoring and investment memos.
Built cashflow projection models for mortgage trailing interest and life insurance portfolios; ran base-case vs stress scenarios using historical worst-case rate/spread shocks to support ALM monitoring and reporting.