Er Lu Lawrence Li
Er Lu Lawrence Li (also 'Lawrence Li') is a theoretical computer scientist and final-year PhD candidate at the University of Toronto, where he works with Sushant Sachdeva on fast algorithms for optimization and graph problems. He studied mathematics and computer science at the National University of Singapore (2015-2019) before starting his PhD in 2020. His research has appeared at FOCS (2024/2025) and SODA (2023/2024), and he has reviewed for venues including STOC, FOCS, SODA, ICALP, ITCS and NeurIPS. Outside research he competed for Singapore at the International Mathematical Olympiad (2012 bronze) and later held quantitative internships at Jane Street (2018) and Morgan Stanley (2025).
- Quant employment verification: CONFIRMED. The subject's own CV (a Google Drive PDF linked from his personal site) lists two quantitative-finance roles: 'Quantitative Finance Intern' at Morgan Stanley (May-Aug 2025, Montreal; hedging strategies for exotic equity derivatives/autocalls, higher-order Greeks, C++ pricing infrastructure) and 'Trading Intern' at Jane Street (Jun-Sep 2018, Hong Kong; trading simulations, statistical modeling in Python/SQL). His personal site's About page states the same two roles in prose ('a quantitative trading intern at Jane Street Capital and a quantitative finance intern at Morgan Stanley'). Both are actual internships, not student programs. Both employers are established quantitative finance firms: Morgan Stanley is a global investment bank whose Institutional Securities division runs equities/derivatives trading and quant strategies; Jane Street is a proprietary trading firm and market maker. Identity is supported by cross-links: the CV email ([contact omitted]), the personal site's stated UofT PhD and NUS undergraduate record, and his Google Scholar profile all refer to the same person, distinct from the several unrelated 'Lawrence Li' LinkedIn profiles. The caller-provided roles came from an index (olp-6d60dd9d7e3e59b4bb6a) and are independently corroborated by primary sources (his CV and site), so they are not index-only claims.Aug 2025
- Quant employment verification: CONFIRMED. The subject's own CV (a Google Drive PDF linked from his personal site) lists two quantitative-finance roles: 'Quantitative Finance Intern' at Morgan Stanley (May-Aug 2025, Montreal; hedging strategies for exotic equity derivatives/autocalls, higher-order Greeks, C++ pricing infrastructure) and 'Trading Intern' at Jane Street (Jun-Sep 2018, Hong Kong; trading simulations, statistical modeling in Python/SQL). His personal site's About page states the same two roles in prose ('a quantitative trading intern at Jane Street Capital and a quantitative finance intern at Morgan Stanley'). Both are actual internships, not student programs. Both employers are established quantitative finance firms: Morgan Stanley is a global investment bank whose Institutional Securities division runs equities/derivatives trading and quant strategies; Jane Street is a proprietary trading firm and market maker. Identity is supported by cross-links: the CV email ([contact omitted]), the personal site's stated UofT PhD and NUS undergraduate record, and his Google Scholar profile all refer to the same person, distinct from the several unrelated 'Lawrence Li' LinkedIn profiles. The caller-provided roles came from an index (olp-6d60dd9d7e3e59b4bb6a) and are independently corroborated by primary sources (his CV and site), so they are not index-only claims.
- Jane Street 'Trading Intern' in Hong Kong, Jun-Sep 2018, was an actual summer internship (three months) rather than a competition or insight day; his CV dates it precisely and both his CV and site describe the work as trading simulations and quantitative analysis.Jun 2018
- Represented Singapore at the International Mathematical Olympiad 2012 and won a bronze medal (score 20, rank 140, team rank 7) while a student at Raffles Institution.
- Morgan Stanley Quantitative Finance Internship in Montreal, May-Aug 2025, is the most recent industry role and sits between his PhD years (2020-2026), indicating he took a summer internship during doctoral study rather than having graduated into it.May 2025
- PhD in computer science at the University of Toronto (Sep 2020 - Jul 2026 expected), advised by Sushant Sachdeva, with research in theoretical computer science on fast algorithms for large-scale optimization and graph problems.Sep 2020
- Peer-reviewed publications in fast algorithms: 'Generalized Flow in Nearly-Linear Time on Moderately Dense Graphs' (FOCS 2025), 'Faster Algorithms for Separable Linear Programs' (SODA 2024), 'A New Approach to Estimating Effective Resistances and Counting Spanning Trees in Expander Graphs' (SODA 2023, with Sachdeva), and 'How Fast Can You Update Your MST?' (SPAA 2020, with Seth Gilbert).
- Gave research talks at the Simons Institute, UC Berkeley ('Beyond Maximum Flow: Spectral Graph Theory for Generalized Flow', Aug 2025) and at NUS ('Generalized Flow in Nearly-linear Time on Moderately Dense Graphs', Aug 2025).Aug 2025
- Visited the Simons Institute for the Theory of Computing at UC Berkeley in Fall 2023 for the 'Data Structures and Optimization for Fast Algorithms' program.Sep 2023
- Undergraduate degrees at the National University of Singapore (Sep 2015 - Dec 2019): Bachelor of Science in Mathematics (4.55/5.00) and Bachelor of Science in Computer Science (4.45/5.00).Dec 2019
- Google Scholar profile lists this person under the alias 'Er Lu Lawrence Li' with a cs.toronto.edu verified email, providing an independent cross-link between the Lawrence Li name and the Olympiad identity; citation metrics are modest (30 citations, h-index 3, i10-index 2 as of 2026).
- Serves as a reviewer for major theory and ML venues: STOC 2022, ESA 2022/2023/2024, NeurIPS 2023/2024/2025, ICALP 2024, SODA 2025, ITCS 2025, FOCS 2025.
Developed hedging strategies for exotic equity derivatives (autocalls), incorporating higher-order Greeks (vanna, volga); extended existing pricing/hedging infrastructure in C++; used Python to verify correctness and compare performance.
Participated in trading simulations and quantitative exercises to study market behavior; applied statistical modeling and data analysis (Python, SQL) to analyze patterns in financial data.
Competition record
Singapore · IMO