Peter Lei
Director, Quantitative Development
Boston, Massachusetts, United States
Summary
👤
Senior🎓
Top SchoolPeter Lei is a Director of Quantitative Development at Fidelity in Boston with eight years of experience building systematic trading platforms and institutional trading algorithms. He combines an MS in Financial Mathematics from UChicago and a CS background from HKU to bridge quantitative research and production software, having replicated ~90 equity anomalies and worked across high-yield credit, statistical arbitrage, and derivatives technology. At Fidelity he progressed from senior associate roles designing analytics and execution systems to leading quantitative development, reflecting hands-on expertise in both research and engineering. Peter’s profile suggests a practical researcher-engineer mindset—comfortable shipping low-latency trading systems while validating ideas with rigorous empirical work.
8 years of coding experience
4 years of employment as a software developer
The University of Hong Kong (HKU)Shenzhen Middle SchoolMaster of Science - MS Financial Mathematics, Master of Science - MS Financial Mathematics at University of ChicagoUniversity of California, Irvine
French, English, Chinese, Chinese
Github Skills (27)
financial10
stock10
fundamental10
futures10
financial-data10
sec10
data-science10
finance10
pandas10
economic-data10
economics10
datasets10
bond10
currency10
tushare10
Programming languages (3)
Github contributions (5)
hy-lei/math-finance-toolbox
Feb 2019 - May 2019
Contributions:18 commits, 15 pushes in 3 months
hy-lei/cs175-project
May 2018 - May 2019
Contributions:14 pushes, 2 branches in 11 months
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