Micole Chan Email & Phone Number

Singapore

Credit, Global Equity Derivatives

Singapore

Student tutor for the NUS ‘Introduction to Data Science’ Module (DSA1101) and ‘Data Science in Practice’ Module (DSA3101)DSA1101: • Facilitated teaching of fundamentals in data manipulation, supervised and unsupervised Machine Learning, model validation and Big Data analysis in R• AY21/22 Semester 2, AY22/23 Semester 2, AY23/24 Semester 2DSA3101:• Facilitated the teaching of data science methodology and the ability to apply such methodology to practical applications including industrial projects with local companies • AY23/24 Semester 2

Singapore

• Student Researcher under Dr. Tan Hong Min• Institute of Operations Research and Analytics

Singapore

1. Fixed Income Relative Value Analytics• Deployed and optimised Parametric Curve Fitting Models (eg. Nelson-Siegel-Svensson) to Global Bond Curves to derive fair value theoretical estimations• Principal Component Analysis for deriving fair value levels for spot and forward starting swaps• Generated historical deviation series from fitted models for TD's asset valuation model• Develop front-end applications to query the master database for trade ideas2. NLP Sequence Models for Central Banks Communication and Asset Managers' Reports• Applied text analytics, including Dynamic Topic Models, to identify topics in Central Banks' communication.• Conducted sentiment analysis to understand the tone of Central Bank speeches and its correlation with market reactions.• Detected shifts in commentary and potential portfolio allocations from major asset manager quarterly reports using sentiment analysis

Singapore

Mid-Year 2022 InternshipRisk Consulting - Forensic Data Analytics• Manage and work with large data sets from a wide variety of industries• Analyse and interpret the data through exploratory data analysis, meaningful statistical models, machine learning etc.• Build models that can provide valuable insights from a forensic/fraud angle

Singapore

• Joined as a project contributor working on the project titled "Exploring the Impact of Covid-19 on Mental Health in Singapore using Natural Language Processing"

B.Sc. (Hons), Data Science And Analytics, Minor In Computer Science, First Class Honours

Activities and Societies: Head of Raffles Volunteer Corps (Children), Member of NUS Data & Social Science Club

Computer Science

Singapore Universities Student Exchange Programme (SUSEP) AY2022/2023 Semester 1 • CZ4041 Machine Learning • CZ4031 Database System.

Gce A-Level Examinations

Activities and Societies: Choir, Global Orientation Programme in Chiang Mai

Integrated Programme

Activities and Societies: Choir, Citi-YMCA Youth For Causes Projects Organising Committee Member of 2 Citi-YMCA Youth For Causes Projects.