Here are my recent projects

DRW Holdings, LLC Logo

DRW

Software Engineer Intern

June 2023 - August 2023

Improved market making desks' ability to assess live portfolio risk by researching latent factors underlying volatility skew movements and building a pnl and risk analysis tool to quantify risk attributed to each factor.

DRW Holdings, LLC Logo

DRW

Software Engineer Intern

August 2021 - August 2022

Worked on both the Automated Liquidity Provisioning team and the Research Infrastructure team to build distributed low latency trading infrastructure, automated options pricing systems, and market data tools.

DRW Holdings, LLC Logo

uncloud

Image Defogging Research Paper

August 2021 - May 2022

Researched and developed uncloud, a novel universal image defogging method that can adapt to rapidly changing weather conditions. The uncloud paper was submitted to the NeurIPS 2022 conference.

Brighthouse Financial Logo

Brighthouse Financial

Quantitative Developer Intern

May 2021 - August 2021

Developed a Gradient Boosting Machine model to bypass the time-consuming CTE calculation of the liability simulation model used by the Variable Annuity Hedging team. This improved the team's efficiency and ability to more quickly inform the company's investment decisions.

Clinic Connect Logo

Clinic Connect

An app to help patients find clinical trails

Hack The North January 2021

Clinic Connect is a patient-facing clinical trial platform that allows for patients to search for nearby trials based on a variety of parameters. The purpose of the app is to help clinical studies overcome the major problem of lack of willing participants. Won the Finalist Award !

Insura Logo

Insura

An insurance gamefication client

PennApps September 2020

Developed Insura, an IOS app that acts as a platform to interface between insurance providers and homeowners in order to incentivize the adoption of safe housing practices using gamification. Won 1st Place Insurtech by UPenn Wharton Risk Award !

Design Innovation

Design Innovation

UI/UX Designer

August 2020 - December 2020

In Design Innovation, I collaborated with team members to assess our client's needs and to conduct research on their target market to develop the user interface for their Multual Aid mobile app that will provide an enhanced user experience.

Brighthouse Financial Logo

Brighthouse Financial

Quantitative Developer Intern

June 2020 - August 2020

Worked in the Variable Annuity Hedging Team to develop and optimize a real world Economic Scenario Generator. Additionally designed and implemented a visualization tool to study the economic paths underpinning the CTE of the VA liability surplus projection.

CoviCast Cover Art by Paula Mendez

CoviCast

Covid-19 case count prediction tool

March 2020

Created Covicast, a python-based app that utilizes predictive analysis to model a projection of the potential Covid-19 cases over the coming days in a user-specified state/province.

Flulytics Cover Art by Oleksandr Aleksandrov

Flulytics

A tool to inform flu vaccine production

HackPrinceton November 2019

Flulytics is an application that aids flu vaccine production by using predictive analysis to identify likely sites of mutation in the influenza strain from year to year. Won 2nd Place Overall and 1st Place Facebook Award !

Designedbykyleli.com version 1 landing page

Website v1

1st iteration of designedbykyleli.com

December 2018 - March 2019

This is the first iteration of my personal portfolio website. It features a single scrollable page that utilizes a parallax effect to provide an engaging and immersive user experience.

Columbia University Medical Center Logo

CUMC

Data analyst intern

July 2018 - August 2018

At the Columbia University Medical Center, I worked in the Xu Lab to develop a pipeline consisting of R scripts to analyze SC-RNA data collected from stem cells in the lab for neurosychiatric disorder research. To achieve this, I utilized t-SNE dimentionality reduction and clustering methods.

Innata Logo

Innata

A finance tracking application

PennApps January 2017

Created Innata, a finance-tracking application that can scan receipts and produce useful data visuals for the user to understand their spending habits and trends. Recieved an Honorable Mention from Capitol One !