Chi Tang Email & Phone Number

Weehawken, NJ, US

Zurich, CH

GIC Emerging Solutions Quant Hub

Zurich, CH

• Covered validation workflows of WMA and BUSA's PPNR and Balance model.
• Assessed the model's conceptual soundness and methodology and checked the appropriateness of input data, model assumptions, parameters, calibration accuracy as well as qualitative or expert adjustments, etc.
• Reviewed outcome, and impact, performing benchmark and robustness analyses
• Interacted and collaborated with stakeholders such as model developers, users, and model governance representatives to safeguard the quality of our model risk

London, England, GB

• Researched and developed trading strategies in Equity market by constructing various alpha factors from fundamental financial data and utilizing mean-variance asset allocation method to find optimal linear factors weight
• Built and evaluated various asset allocation techniques, including Mean-Variance, Black-Litterman and reinforcement learning methods
• Evaluated performances of beta-hedged strategies using statistical measurements such as R2 of Fama–MacBeth regression,volatility, MAR ratio, Sharpe Ratio and max draw-down

Burlingame, California, US

• Organizing offline events and spreading corporate culture on campus
• Count the growth rate of the number of people each week, compare with historical data, and summarize the reasons.

• Collaborated with four team members to analyze the daily traffic patterns to reduce congestion during rush hours
• Studied key factors contributing to traffic congestion, provided analysis results and research report with empirical evidence and by developing online surveys to understand the pattern of foot-traffic

Master'S Degree, Mathematical Finance & Financial Technology

Bachelor'S Degree, Actuarial Science