A highly motivated, self-starter and enthusiastic quant engineer with 14 years of experience in quantitative and trading application development for the financial industry. I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
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/VBA, C#, SQL Server)
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 (AngularJS, C#, SQL Server, Windows service).
Improved team development practices by promoting SOLID and agile principles, TDD and streamlining the development pipeline through better use of source control and CI/CD.
Exposure to various FI derivatives across multiple markets (swaps, bonds, options, ...)
