Yu (Ray) Rong
Systematic Relative Value and Quantitative R&D at Ovata Capital- Claim this Profile
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English Native or bilingual proficiency
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Chinese Limited working proficiency
Topline Score
Bio
Credentials
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SFC Regulated Activity Type 9 (Asset Management)
Securities and Futures CommissionApr, 2016- Sep, 2024 -
CFA Level I Completed
CFA InstituteJun, 2014- Sep, 2024
Experience
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Ovata Capital
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Hong Kong
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Investment Management
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1 - 100 Employee
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Systematic Relative Value and Quantitative R&D
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Jan 2018 - Present
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Millennium Management
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France
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Public Relations and Communications Services
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Quantitative Trading Analyst
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Jan 2016 - Jun 2017
Trading / Research Analyst in the North American / European Systematic Commodity Strategies space (Futures and Spreads). Duties include implementation of Systematic Commodity Strategies and Risk Controls, Research on quantitative strategies in the Commodity space, and development and implementation of algorithmic trading strategies that optimizes liquidity allocation for commodity spread baskets. Trading / Research Analyst in the North American / European Systematic Commodity Strategies space (Futures and Spreads). Duties include implementation of Systematic Commodity Strategies and Risk Controls, Research on quantitative strategies in the Commodity space, and development and implementation of algorithmic trading strategies that optimizes liquidity allocation for commodity spread baskets.
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CPP Investment Board
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Canada
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Associate - Short Horizon Alpha
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Apr 2015 - Dec 2015
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Portfolio Analyst - Short Horizon Alpha
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May 2013 - Apr 2015
Front-office portfolio analyst in systematic strategies of FX, Equity, and Commodity assets. Design and implement volatility trading and risk infrastructure. Build portfolio management systems to explore model exposure and PnL cross-sections. Primarily works with short-horizon strategies with rebalancing periods of 1 month or less.
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Education
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University of Waterloo
Undergraduate, Software Engineering