Simon Tie
Quantitative Developer Intern
Hong Kong, China
Summary
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Top SchoolSimon Tie is a quantitative developer and MS Operations Research student at Columbia University with eight years of experience building data-driven trading and risk systems. He has led data engineering efforts at a FinTech startup—converting major clients and managing a team—while architecting an end-to-end quantamental trading system for US equities that leverages a 250+ factor library and point-in-time Compustat/CRSP data. His background blends practical engineering (Python, SQL, production pipelines, PowerBI) with machine learning for credit and trading applications, including a random-forest default model that helped generate the company's first revenue. Comfortable moving between detailed feature engineering and portfolio-level robustness testing, he seeks challenges that require both meticulous implementation and strategic market thinking. An exchange stint at Dartmouth and a first-class BEng in Financial Technology underpin his cross-jurisdictional perspective based in Hong Kong.
7 years of coding experience
1 year of employment as a software developer
High School Diploma, High School Diploma at Auckland Grammar SchoolMaster of Science - MS, Operations Research, Master of Science - MS, Operations Research at Columbia University in the City of New YorkEngineering Exchange Program, Engineering Exchange Program at Dartmouth CollegeThe Chinese University of Hong Kong (CUHK)Programming languages (2)
Github contributions (5)
SalmonTT/Opinion-Dynamic-and-Price-Formation-Simulating-GME-Short-Squeeze
Mar 2021 - May 2021
Contributions:35 commits, 7 pushes in 1 month
SalmonTT/FTEC4003
Apr 2021 - Mar 2023
Contributions:1 push in 1 year 10 months
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