Quantitative Developer

• Nov 2021 - Present

Quantitative Analyst

• Jul 2019 - Nov 2021

- Building of machine learning model for prediction of in-running score in football for high frequency betting - Whole process from cleaning of raw data, generation of features from available in game statistics and market price, fitting of model using different machine learning algorithms, and carrying out backtesting and deriving betting strategies - Totally three different versions of models proposed with different features - Models were running in production for more than a year at Asian bookmakers and betting exchanges, with around 3% return at one of the largest Asian bookmaker and 1% return at betting exchange Show less

Quantitative Researcher

• Jun 2018 - Jun 2019

- Machine Learning and and deep learning on high frequency data - Research on different quant trading strategies for cryptocurrencies - Development of high frequency trading system - Maintenance of database in MongoDB, Redis and PostgreSQL and develop corresponding API interface - Web scrapping and parsing data from webpage - Set up cloud services in AWS and AlliCloud - Python is used for all the research and development tasks - Machine Learning and and deep learning on high frequency data - Research on different quant trading strategies for cryptocurrencies - Development of high frequency trading system - Maintenance of database in MongoDB, Redis and PostgreSQL and develop corresponding API interface - Web scrapping and parsing data from webpage - Set up cloud services in AWS and AlliCloud - Python is used for all the research and development tasks

Data Analyst

• Apr 2017 - May 2018

- Building model for prediction of horse racing in Japan using machine learning algorithm - Scraping of data from numerous websites - Maintenance of database - Building the system to automatically generate the prediction result and update database daily - R is used for the entire system - Building model for prediction of horse racing in Japan using machine learning algorithm - Scraping of data from numerous websites - Maintenance of database - Building the system to automatically generate the prediction result and update database daily - R is used for the entire system

Trading Analyst

• Mar 2014 - Mar 2017

- Analyze betting data and identify potentially fixed matches - Prepare reports on betting patterns of sport matches - Research regarding sports integrity including theoretical modelling of match-fixing risk, estimation of profit for match-fixers and money to bribe players - Estimation of betting turnover for different sports around the world - Development of Excel VBA tool for the team and management - Provide Excel training for the team - https://www.sportradar.com/ - Analyze betting data and identify potentially fixed matches - Prepare reports on betting patterns of sport matches - Research regarding sports integrity including theoretical modelling of match-fixing risk, estimation of profit for match-fixers and money to bribe players - Estimation of betting turnover for different sports around the world - Development of Excel VBA tool for the team and management - Provide Excel training for the team - https://www.sportradar.com/

Football Statistical Analyst

• Feb 2012 - Mar 2014

- Research and development of prediction model as well as trading strategies for betting on football matches - Research on customers’ behaviour and clustering of customer groups. Development of subsequence strategies on different groups - Risk analysis on trading of football matches - Development of tools in assisting traders’ analysis and decision making process - Half year experience working in trading office in London - Research and development of prediction model as well as trading strategies for betting on football matches - Research on customers’ behaviour and clustering of customer groups. Development of subsequence strategies on different groups - Risk analysis on trading of football matches - Development of tools in assisting traders’ analysis and decision making process - Half year experience working in trading office in London