Quantitative developer specializing in derivatives trading logic, risk engines, margining, and exchange workflows. 14+ years building mission-critical trading systems in FX, fixed income, crypto and AMM/CLOB exchanges.
In close collaboration with FIT trading desks, design and development of various trading & risk tools such as:
Yield curve & volatility surface models for pricing and risk applications (Excel, C#, SQL)
An intraday PnL Forecast tool for Treasury APAC desks (Python).
A service providing real-time transfer rates for internal clients + corresponding contribution tools for treasury desks - 800+ users across APAC region (C#, SQL).
Exposure to various FI derivatives across multiple markets (swaps, bonds, options, ...)
