Jack So Email & Phone Number

Hong Kong

香港特別行政區

Hong Kong Sar

香港特別行政區

• Designed, implemented and trained models on arbitrage opportunity from MSCI/FSTE index rebalancing situation using Python• Designed and implemented scripts to automate oversold/overbought opportunities reporting within MSCI AxJ investment universe with back-tested technical indicators using VBA and Python• Designed and implemented strategies modified based on sell-side quantitative models• Researched on Implied Equity Duration Indicator for Sector Rotation Research after COVID-led Quantitative Easing situation• Researched on Emerging Markets Ecommerce Opportunities and Trends for the investment pitch of the new fund

• Assisted in distressed illiquid debt secondary transaction opportunity by performing bottom-up Expected Loss Analysis, IRR Analysis and Sensitivity Analysis• Drafted investment proposal and due diligence on potential investment opportunities• Analysed investment opportunities in form of Mezzanine Debt and Convertible Redeemable Preference Stock financing by analysing their growth projection, capital structure and liquidity

• Issued weekly equity research on technology stock listed in Hang Seng Index• Traded in outperforming stocks Hua Hong semiconductor, Weimob, Kingsoft and Sunny Optical based on daily pre-market discussion and research findings• Formulated trading strategies with the execution team with a focus on technical indicators

香港特別行政區

• Assisted in production of structured product prototypes for the Quant team• Designed programs to convert clients’ data into customized structured products• Worked with the marketing team to launch a campaign to turn structured products into easily understandable language to retail clients• Improved the performance of AI GO, Privé’s AI advisory, by redefining the formulas of its fitness factors