Francis Lin Email & Phone Number

Atlanta, Ga, Us

Taipei, Taipei City, Taiwan

• Developed a real time risk metric dashboard using OKX/Binance's API, CronJob, and MongoDB to calculate Value at Risk (VaR), enabling proactive risk management and improving portfolio P/L consistency by 15%• Analyzed yield curve dynamics and tokenized asset performance using econometric techniques like regression and ARIMA, optimizing portfolio strategies for DeFi users using Markowitz Mean-Variance Optimization• Developed a data ingestion system using RabbitMQ, implementing efficient serialization and deserialization processes to handle large-scale data ingestion. This system ensures reliable message delivery and reduces processing time by 30% in high-volume trading environments• Facilitated smart contract development by leading sprint planning, gathering user stories to inform requirements, and enhancing API functionality, resulting in a Python-built SDK that improved system interoperability by 40%

North Carolina, United States

• Performed and automated the budget estimation analysis for 50+ accounts using Python and Excel VBA, leveraging Oracle DB for data storage and management• Designed and developed interactive dashboards for project status tracking using Python and Tableau, improving reporting accuracy by 25% and reducing processing time by 40%• Standardized budget estimation procedure in Salesforce to streamline project timelines and increase efficiency

Taipei City, Taiwan

• Led the implementation of a microservice architecture to isolate APIs and various financial services. This architecture enhanced code efficiency and improved overall system modularity• Delivered concise presentations on model risk and hedging strategies, translating complex financial concepts—including Black-Scholes, advanced Heston, and SABR models—into actionable insights• Developed and validated advanced options pricing models, including Monte Carlo simulations and finite difference methods, to enhance risk management and valuation accuracy in high-frequency trading environments• Directed the successful implementation of an FX Exotic Hedging system plug-in at CTBC Bank, creating a dedicated revenue-generating business line that contributed $3 million in revenue within 12 months• Managed the project timeline, budget, and resources for internal software development with Agile and Scrum methodology, resulting in a 20% reduction in implementation time and expenses within 5% of initial projections

Taipei, Taipei City, Taiwan

• Engineered a scalable, Java-based trading system, streamlining transaction workflows and increasing operational efficiency by 30%, while enhancing financial accuracy and system reliability• Developed a Java API framework for retrieving financial product data, including bonds and currencies, achieving a 30% reduction in development time across teams within the company• Engineered a real-time streaming solution using RabbitMQ and WebSockets to deliver large volumes of currency and bond market data, optimizing responsiveness in a high-frequency trading application• Managed and resolved 100+ JIRA tickets, implementing root cause analysis and prioritization techniques that reduced ticket volume by 40% and permanently resolved 60% of reported bugs

Taipei, Taiwan

• Researched the phase-out of LIBOR and the integration of SOFR.• Conducted empirical research on Nikkei 225 Futures mispricing behaviors with DeGroote Business School of McMaster University.• Handled data cleaning, data visualization, and document organization for the database through VBA & R.

Xinyi District, Taiwan

• Present monthly model research results on model risk and potential hedging risk in layman’s terms from the Black-Scholes to the advanced Heston and SABR models.• Advise on the effects of different numerical methods for model calibration results with Python.

Dalian, Liaoning, China

• Compare the inverse ETF, futures contracts, and options with TXO data to generate the nearest contract price series data in R.• Consolidate a final presentation about the research reports and return testing model preparations.

Master Of Science - Ms, Quantitative And Computational Finance

Bachelor Of Science - Bs, Finance, General

Certification in Mathematical Finance

Summer Session, Macroeconomics, 3.7/4.0