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.

Priced Credit-Linked Notes (CLNs), callable CLNs and bespoke structured products on demand daily, coordinating with the Structuring and Trading desks across credit, equity, rates and FX payoffs (autocallables, Fixed Coupon Notes, range accruals, reverse convertibles).
Automated the end-to-end structured-product pricing workflow with Python scripting and Power Automate, as measured by materially faster turnaround on daily pricing requests, and built a Pipeline Dashboard tracking live deal flow.
Partnered with Structuring to tailor bespoke payoffs to client mandates across institutional, private-bank and wealth segments, as measured by indicative quotes converted into live trades, by iterating on payoff terms, strike levels and risk/return profiles.
Produced client-facing marketing materials and indicative term sheets for structured-product solutions, supporting Wealth Solutions sales 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.