Lucas Liu
************@*****.***
_EDUCATION
Columbia University, The School of Engineering and Applied Science New York, NY B.S. in Applied Mathematics May 2019
Minor in Computer Science
TECHNICAL SKILLS
RESEARCH EXPERIENCE
Columbia University, Student Researcher New York, NY
• Conduct research on Multi-armed Bandit Problem. Fall 2018
• Explore how Thompson Sampling as a heuristic to address the trade-off between exploration and exploitation within reinforcement learning framework.
• Present academic findings in a senior seminar with experiments run in python scripts and hand-written proof of regret bound of UCB algorithm. WORK EXPERIENCES
KKR, Remote Software Developer through TEKsystems New York, NY
• Implement in-house job scheduler for scheduling data-intensive daily tasks. May 2022 – Current
• Onboard external dataset via web API in secured flask framework onto internal datahub
• Develop ETL data pipelines to process large amount of transactional data and normalize it for visualization
• Conduct quality assurance tests, integration tests, regression tests for new software releases with treasury reporting app.
Capstone Investment Advisors, Risk Software Developer New York, NY
• Maintain in-house risk management toolkits including March 2019 – March 2022 worst & best days analysis, stoploss analysis, scenario analysis, and value at risk measurement to monitor firmwide risk profile.
• Develop and maintain pricing evaluators for financial instruments like convertible bonds and equity options.
• Develop web services for regulatory reporting and on-demand risk profiling using flask framework.
Bank of America, Global Technology Analyst New York, NY
• Systematized server logs for regulatory reporting and June 2018 – August 2018 vulnerability detection
• Conducted statistical analysis to identify recurring server issues
• Visualized statistical findings with matplotlib and R
• Established python ETL data pipeline for automatic processing of server data Languages: Framework Tools Methodology
x Python, SQL x Tensorflow, Flask x Git, Tableau, Jira x Agile