Experience

TMX Group

• Canada
• Financial Services
• 700 & Above Employee

• Senior Risk Specialist

  • Oct 2020 - Present

• Senior Analyst, Risk Management

  • Dec 2019 - Oct 2020



The University of Hong Kong

• Hong Kong
• Higher Education
• 700 & Above Employee

• Case Writer in Asia Case Research Center

  • Apr 2018 - May 2019

  • Wrote cases on Leveraged and Inverse ETFs and Robo Advisors under the guidance of professors from Faculty of Business and Economics • Compared merits and risks of L&I ETFs with alternative products like Warrants or CBBCs from the perspectives of a financial advisor • Reviewed the origin and development of robo advisors in the globe and China and analyzed the characteristics of Chinese financial markets • Analyzed the advantages and challenges for a Chinese fund management company of establishing independent robo advisory services Show less



UBS

• Switzerland
• Financial Services
• 700 & Above Employee

• Quantitative Risk Analyst

  • Oct 2012 - Jul 2016

  • Reviewed front office pricing models for OTC derivatives, conducted stress testing and scenario analysis• Validated Monte Carlo/American Monte Carlo as well as PDE models with Local Volatility• Benchmarked analytical models for vanilla options – Black Scholes and American PDE• Constructed tests on products including swaps, range accruals, cliquets, etc., involved in trade approvals of exotics

• Graduate Trainee in Quantitative Risk Control

  • Mar 2012 - Sep 2012

  • Validated regression-based survival models on US and UK non-agency RMBS, and Accrual model on US CMBS• Tested on the Cox and Logistic regression methodology, benchmarked loan-level cash flows and risk profiles for samples deals



UBS

• Switzerland
• Financial Services
• 700 & Above Employee

• Summer Intern in Quantitative Risk Control

  • Jun 2011 - Aug 2011

  • Validated a newly implemented function for valuing Brazilian IDI Futures option by Modified Hagan model • Validated Brazilian interest rate swaps, FX OTC products, debentures and short-term futures in Murex/MX • Validated a newly implemented function for valuing Brazilian IDI Futures option by Modified Hagan model • Validated Brazilian interest rate swaps, FX OTC products, debentures and short-term futures in Murex/MX