Lauren Liao graduated from the University of Waterloo with a Bachelor of Mathematics in Statistics and Mathematical Optimization. During her studies, she developed a strong interest in applying quantitative methods to real-world trading and risk problems, which led her to pursue front-office roles on multiple trading desks at TD Securities.
Lauren rotated through desks including Interest Rate Swaps, Equity Algo Market Making, Structured Notes, and XVA, where she built pricing engines in C++, automated analytics with Python and VBA, and conducted research on hedge fund flows and factor-driven strategies. She also implemented CI/CD pipelines for model deployment and built user-facing trading tools with Flask and Streamlit. These experiences helped her develop a deep understanding of market behavior, risk dynamics, and the role of technology in modern trading.
Outside of work, Lauren was a global top-12 finalist at the Rotman International Trading Competition, where she designed real-time trading algorithms using Python. She is a CFA Level III and FRM Level II candidate, and her background combines technical skills, market intuition, and a drive to continuously improve.
Lauren joined the MSCF program to deepen her expertise in quantitative finance, explore cutting-edge research in trading strategy and risk, and prepare for a career at the intersection of systematic trading, macro investing, and asset management.
