Experience

Brevan Howard

• United Kingdom
• Investment Management
• 500 - 600 Employee

• Quant

  • Jul 2022 - Present



MUFG

• Japan
• Financial Services
• 700 & Above Employee

• Flow Rates Desk Quantitative Analys

  • Jul 2019 - Jul 2022

  - Desk quant for Rates Trading Europe covering interest rate swaps, swaptions, capfloors, mainly for EUR, GBP, USD- Being part of the global quant team for different firm wide projects- Managed traders' spreadsheets and added new features or local customisation- Structured deals with traders- Managed electronic trading requirements- Implementation in C++ and C# pricing library shared globally- Pricing model implementation in C++, C#:- Implemented firm wide new global valuation and risk system- LIBOR fallback implementation

• Flow Rates Desk Quantitative Analyst

  • Jun 2017 - Jun 2019

  - Desk quant for Rates Trading Asia covering interest rate swaps, swaptions, capfloors, mainly for USD, AUD, NZD, KRW- Being part of the global quant team for different firm wide projects- Managed traders' spreadsheets and added new features or local customisation- Structured deals with traders- Managed electronic trading requirements- Implementation in C++ and C# pricing library shared globally- Pricing model implementation in C++, C#: o Implemented swap/cash settled swaption basis by modelling annuity ratio for EUR/GBP market in C++ o Implemented firm wide new global valuation and risk system



BGC Partners

• Financial Services

• Front Office Desk Quantitative Analyst

  • Jan 2011 - Jun 2017

  Interest rate options & exotics desk swaption, capfloor, zero wide collar, cms, cms spread option pricing library development full stack pricing system experience: on desk support, real time pricing application development, pricing model implementation Interest rate options & exotics desk swaption, capfloor, zero wide collar, cms, cms spread option pricing library development full stack pricing system experience: on desk support, real time pricing application development, pricing model implementation



RiskMetrics Group

• London, United Kingdom

• Analytics Library Quantitative Analyst

  • Mar 2010 - Jan 2011

  Monte Carlo pricing engine, high performance c#/c++ HPC development Monte Carlo pricing engine, high performance c#/c++ HPC development



Mizuho

• Japan
• Financial Services
• 700 & Above Employee

• Desk Developer in Longevity Risk Trading

  • Sep 2006 - Mar 2010

  c# trading application development, pricing model implementation and p&l attribution c# trading application development, pricing model implementation and p&l attribution



DBS Bank

• Singapore
• Banking
• 700 & Above Employee

• Business Analyst (Summer Internship)

  • Jul 2005 - Sep 2005



Designercity (HK) Ltd

• Hong Kong
• Information Technology & Services
• 1 - 100 Employee

• Web Developer Intern

  • Dec 2004 - Dec 2004



Designercity (HK) Ltd

• Hong Kong
• Information Technology & Services
• 1 - 100 Employee

• Web Developer Intern

  • Aug 2004 - Sep 2004