Investment Manager

• Sep 2022 - Present

Quant Investment strategist

• Nov 2020 - Aug 2022

Algorithmic trading in multi-asset class Algorithmic trading in multi-asset class

Quantitative Analyst

• Jun 2019 - 2020

• Implementation of quantitative model on US high yield bond market by predicting US high yield spread with economic indicators. • Developed Market risk indicators using option Skew, Market Volatility and risk adjusted metrics across different asset classes. • Emerging market countries screening model using REER, Real GDP and Interest rates. • Implemented an equity momentum screening tool on semiconductor industry in collaboration with equity analysts. • Work closely with CIO to assess and model impact of various trend risks (ie. Brexit, Coronavirus COVID-19). Show less

Quantitative Analyst

• Jul 2018 - 2019

• Development of quantitative models in Python for a largest wealth management group in Australia, specialising in the areas of remediation calculations and quantification of financial loss. • Impact assessment and calibration of a new commission payment structure for a national mortgage broker firm. Development of strategic models used by the board and their entire franchise network. • Development of a financial modelling tool with dynamic inputs to assess the sustainability for a national charity fund in conjunction with our Melbourne team. • Built a data reconciliation tool using R shiny to assure a significant data migration in collaboration with different teams coming from EY and PWC for a major Insurance company. Show less

C# Developer

• Jun 2015 - 2015

• Maintenance of Web applications to manage logs of errors and/or messages of information. • Implementation of automated web application and construction of centralised databases to retrieve efficiently all logs via a light and user-friendly HMI using MVC software pattern. • Maintenance of Web applications to manage logs of errors and/or messages of information. • Implementation of automated web application and construction of centralised databases to retrieve efficiently all logs via a light and user-friendly HMI using MVC software pattern.