Experience

Aura Group

• Business Consulting and Services
• 1 - 100 Employee

• Senior Adviser

  • Feb 2019 - Present



Morgan Stanley

• United States
• Financial Services
• 700 & Above Employee

• Financial Adviser

  • Aug 2016 - Jul 2018



Surety Capital

• Investment Management

• Investment Strategist

  • Apr 2014 - Jan 2016

  Responsible for China A share investment strategy and trading;Responsible for stock selection, sector rotation and event-driven strategy;Develop real-time quant stock screen for trading using Wind Excel Add-In；Work closely with index futures traders on portfolio hedging strategy; Marketing equities products and communicate investment strategy to clients.



CIMB

• Malaysia
• Financial Services
• 700 & Above Employee

• Equity Research Analyst

  • Aug 2012 - Apr 2013

  Responsible for implementation of in-house M&A target prediction model using updated Australia M&A transaction data;Utilised quant skills to collaborate with resource analysts in new product development;Work closely with equity strategist/commodity strategist with special focus on Australia-China linkage:1) Demand/supply modeling of global commodity including iron ore, coal, LNG and base metal;2) Broader China research (jointly with HK-based analysts) including policy, reform, economic development and industry trend;



RBS Australia Equity Research (formerly ABN AMRO)

• Quantitative Analyst (Equity Research)

  • Aug 2011 - Jul 2012

  Developed and automated long-short backtests for Australia/Asia stock selection;Applied Data Envelopment Analysis (DEA) to build individual sector models using relative efficiency score;Involved in Asia-Pacific short selling research project (MSCI APAC ex-Japan Investable Index);Arranged academic meetings and engaged with academics for new alpha ideas;



University of Sydney

• Australia
• Higher Education
• 700 & Above Employee

• Research Assistant at School of Finance

  • Aug 2009 - Dec 2010

  Responsible for various research projects focusing on equity market including event study on rights issues announcement effect, IPO performance & investors’ trading behaviour and liquidity factor in equity risk premium.



University of New South Wales

• Australia
• Business Consulting and Services
• 1 - 100 Employee

• Master of Philosophy Research Student

  • Sep 2007 - Mar 2010

  MPhil research thesis focused on trading behaviour and performance evaluation of all retail and institutional investors in Finland during the period of high-tech and Nokia and tech bubble. Supervised by Professor Peter Swan. The thesis can be found at http://handle.unsw.edu.au/1959.4/52583Ran SAS codes to handle more than 10Gb of trading data of the entire Finnish stock market to compute daily and monthly trading measures. Carried out statistical tests to explain empirical results to academic questions such as gender differences and life cycle approach in households investing.



UNSW

• Australia
• Higher Education
• 700 & Above Employee

• Research Assistant at School of Actuarial Studies

  • Feb 2007 - Jul 2009

  Responsible for developing and testing Australian economic scenario generator with regime switching models for Taylor Fry Consulting Actuaries.Calibrated proposed models to Australian data using a multivariate structure including VAR and regime switching to capture main dependence among different series. Simulated future distribution over 10 years based on estimated regime parameters and used histograms to directly assess the performance of different models relative to the historical data. Produced a joint research paper with Professor Michael Sherris. The paper can be found at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1446596