Lim Jun Yang Email & Phone Number

Singapore

Conducted research on futures factor strategies, including momentum and carry factors, across assets classes including equity, fx, rates and commodities. Ensemble heterogeneous models for futures signals with particular focus on fx and equity futures. 1.33 Sharpe for out-of-sample testing. Conducted macro nowcasting using mixed frequency economic data to forecast scheduled macro news announcements, using linear and random forest regression models. Analyzed the relationship between macroeconomic news releases and market dynamics, with a focus on price impacts in bond futures.

Building hedge fund core infrastructure for operations and risk. Designed software services and pipelines for trade capturing, reporting, portfolio analytics and integration with external systems, such as Bloomberg.Implemented methodology from white papers of machine learning applications for risk analytics, including hierarchical clustering of portfolios and Principle Component Analysis applied to yield curves of US T-Bills to uncover hidden risk patterns for portfolio enhancement.

AY2023/2024: Generative Adversarial Networks utilising Temporal Convolutional Networks and Generative Adversarial Networks (GANs) to generate synthetic temperature paths for accurate weather derivatives pricing.AY2022/2023: Designed and conducted research with PhD candidates in cognitive neuroscience, through analysis of electroencephalogram (EEG) and video data, with a focus on computer vision models for epistemic emotions analysis.

Singapore

Developed web-scraping bots using NodeJS and Puppeteer to extract data from international stock websites, facilitating data utilisation by operation and machine learning teams through storage in a PostgreSQL database.Designed and developed microservices, seamlessly integrating ECS containers with cloud services (Amazon SQS, SNS, and S3) using C# and the .NET framework. Employed Infrastructure as Code (IaC) practices using Terraform and Terraform Typescript CDK for the efficient and scalable deployment of ECS, S3, and SQS services.

Bachelor'S Degree, Information Engineering And Media, Grade: Honours (Highest Distinction)

Dean's List AY2022/23, 2023/24 NTU MLDA @ EEE AI-SG Student Outreach program NTU Quantitative Asset Management Club - Treasurer

Sciences

Activities and Societies: Dance Ensemble