Tianbo Li

Tianbo Li

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2015

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Fintech Data Science, Energy & Commodities Trading, Risk Management

 Bob received his Bachelor of Mathematics with a concentration in Finance from the University of Waterloo in Canada in 2013. Upon completing his undergraduate degree, Bob worked a year fulltime in Toronto, Canada. While working for the Ontario Electricity Finance Corporation, Bob implemented a linear regression model to predict Ontario electricity rates.

As part of his graduate studies at Cornell, Bob interned with NextEra Energy this past summer as a Quantitative Analyst Intern at the Market Risk group. Part of his summer project was to predict the forward capacity market prices in the New England region. He accomplished that by fitting a variety of time-series models while optimizing bias and variance tradeoff.

During his spare time, Bob participates in Kaggle competitions to keep his R, Matlab, and Python skills sharp while also developing knowledge in areas of machine learning, data engineering, and statistical learning. With a solid background in finance, and a passion towards data analysis, Bob wishes to apply his skills in a financial data field upon graduation.

For relaxation, Bob loves playing Texas Hold’em poker and golf.