Profile

D.Phil in Applied Mathematics

Mathematical Institute, University of Oxford, United Kingdom

• EPSRC CDT scholar, Oxford-Radcliffe scholar

M.Sc in Mathematics and Finance

Imperial College London, United Kingdom

B.Sc in Mathematics and Economics

Nanyang Technological University, Singapore

• CN Yang scholar

Quantitative researcher

Global Quantitative Strategies, Millennium, Shanghai

• Developed alpha quant strategies in global equity markets.

Head of Quant

Technology Dept., Stable Group, London/Singapore

• Founded and managed the Quantitative Research team of 5-7; led various R&D projects for developing better pricing and risk management solutions for commodity insurance policies (which resemble options with non-tradable underlyings).

Quantitative Researcher/Consultant

Clearing House, CME Group, London

• Researched, developed, implemented, back-tested and documented the margin and stress testing models (tail-risk models) for FX futures and options - filtered VaR, stress VaR, liquidity model, etc..
• Since 2018, CME joined sponsoring the academic research of my DPhil at Oxford while I worked as a consultant.