Hi! I’m currently a graduate student in Financial Mathematics at the University of Chicago. I recently graduated from the National University of Singapore with a double honors in Business Administration and Computing (IS).

I particularly enjoy non-fiction books and learning about history. Feel free to reach out and connect over a cup of coffee!

Experience

Galaxy Digital, Trader Intern

• OTC Derivatives, Prop Trading (Equities, ETFs etc)

Neuberger Berman, Quantitative Researcher - University of Chicago Project Lab

• Fixed Income Tactical Asset Allocation - Enhanced Portfolio Optimization using anchors and constraints, ML techniques (i.e. NNs and XG Boost) on macro data for signal generation
• Equity Brinson Attribution

Chaos Labs, Economics & Risk Researcher

• Back-tested the robustness of price oracles using historical data, statistically evaluated compositions using the Granger-Causality and ADF tests
• Conducted Monte Carlo simulations based on historical trade sizes, price trajectories and agent behavior to improve mechanism designs for trading and liquidations

Ripple, Quantitative Trader Intern

• Analyzed order books and price data for FX and digital assets for transaction cost analysis to improve execution
• Led the effort to design data pipelines to consume and process market and trade data
• Created bash scripts to deploy automated trading strategies, refactoring of the codebase, and enhanced code for monitoring of XRP repurchases across exchanges

Binance, Macro Research Analyst Intern

• Published research reports on macro trends with a monthly viewership of over 100,000, performed data analysis, and prepared the Institutional Crypto Outlook Survey which involved over 200 global institutional investors
• Monitored market news and led the Monthly Market Insights edition to visualize trends and movements, with macroeconomic signals

National University of Singapore, Teaching Assistant

• FT5004 Programming for Blockchain Applications, FT5003 Blockchain Innovations

Genesis Global Trading (Subsidiary of Digital Currency Group), Trader Intern

• Developed real-time analytical tools for OTC trading in Dash to visualize market flows by aggregating liquidity across venues, improving quotes by an average of 10bps
• Developed bots to detect on-chain activities and scipts to scrape tweets from X for real-time news alerts which were adopted across the firm
• Created a trade blotter in React for derivatives pricing to asynchronously calculate Greeks, theoretical, current edges for futures and multi-legged options using the Black-Scholes model and compare it with the in-house volatility surface
• Wrote daily market commentaries and an investment pitch to clients, which yielded over 20% in a week

Paypal, Data Modelling Intern

• Part of the Enterprise Architecture Team, involved in data modelling and migration

Graticule Asset Management Asia, Data Analyst Intern

• Created data pipelines and investment theses for discretionary trading and investments

Extracurriculars

NUS Fintech Society, Director/Student Advisor

• Led 73 students to focus on research and development projects
• Organized inaugural NUS Fintech Month with over 500 participants, and partnerships with Ripple, 1inch, Bybit, Alphalab, AWS; Aided in fundraising from investors
• Presented at the Singapore Fintech Festival to mid-career professionals on blockchain technologies

NUS Zero Waste Testbed Initiative, Finance Lead

• Led the initative organized by NUS and South West Community Development Council to create a marketing campaign that succesfully improved recycling contamination rates by 10%. Check out our project RecyClean

Relevant Courses

• DS: Analytics for Risk Management, Systematic Trading, Data Engineering, Data Analytics
• COM: ML, Python, SQL, Java, Solidity, Javascript, Data Structures and Algorithms
• FIN: Portfolio Management, Options and Derivatives
• MATH: Probability, Optimization, Regressions, Statistics, Calculus, Stochastic Processes and Modelling, Discrete Structures

Awards/Competitions

• NUS Merit Scholarship: Full tuition coverage, annual living allowance and one-time computer allowance for undergraduate studies
• Beta Gamma Sigma Honors Society: Dean’s List for 3 semesters
• Top Student for Information Technology in Financial Services: Outstanding performance and placed among the top students
• Distinctions in Computing Focus Areas and Specialisation: Received a grade of > 4.50 for 2 Computing Focus Areas and Distinction in Financial Technologies Specialisation
• Hackathons (Combined ~$30,000): Crypto.com (1st), ETHGlobal (Top 5 NFT), NUS Fintech Month (2nd), Air Quality in Catalina Data Analysis (2nd), DEX Liquidity Challenge (2nd), NUS Venture Initiation Grant

Research

• Ethereum Foundation RIG ($10,000) Grant: Analysis of cross-domain CEX DEX arbitrages in the Ethereum ecosystem
• dYdX LP Rewards Optimization Grant ($20,000): Liquidity providers are incentivized through the LP Rewards pool, which distributes DYDX every epoch based on the scores calculated through the LP Rewards formula. Optimizing this formula to incentivize more efficient liquidity, with tighter spreads and quotes across all markets, will improve the trading experience for everyone on dYdX.
• dYdX Trading Fees Optimization Grant ($20,000): The research studies competitors, strategies, and historical fees on dYdX to determine optimal rates and adjustments that can be made going forward.

Skills & Interests

• Computing: Python, React, SQL, Javascript, Solidity, Git, Airflow, PySpark, Hadoop, GraphQL, Flask, Docker, Linux
• Activities: NUS Fintech Society (Director/Advisor), CAPT Kamal to India (Finance Lead), RecyCLEAN ZeroWaste (Finance Lead)
• Hobbies: Fitness, Travelling, Reading non-fiction
• Languages: English (Native), Mandarin (Fluent), Cantonese (Conversational)