New business sales role tasked with first client acquisition in Asia. Influence and define product strategies. Improve the visibility of Alphien, its brand value and its overall image.

Providing expert guidance and management to pre-sales teams across Singapore and Hongkong, I spearhead the front to back system for strategic solution and positioning of the entire sales process with deal sizes between $500k - $3m ; serving as the key ambassador to create a global footprint for FIS in APAC. Notable Achievements:- Designed specific solutions and collaborated with sales to target right opportunities, driving growth in Vietnam and HK.- Instilled a culture of team excellence regarding building materials and system settings for client presentations.- Trained and created a high-performing pre-sales team, resulting in a high rate of success in deal closures.

Work in a pre-sales team for Front Arena trading system with a main focus on fixed income /credit derivatives / commodity trading and market risk topics such as Value at Risk and xVA.• Conducting solution demonstrations to banks and security houses in Asia Pacific. Interacting with client representatives in several levels of seniority• Provide technical and functional expertise in the pre-sales process and for implementation.

Systematic commodity hedge fund with a fully quantitative approach applied to commodity-specific fundamental information. In charge of the agricultural commodity space: soft, grains and oilseeds with currently a main focus on rubber and palm oil.• Understand varied and complex data sets, looking for ideas that can form future trading strategies or improve existing ones by delving into deep quantitative indicators and econometric tools.• Improving and building out unbiased fundamental research framework to constantly improve time to market and automation, and close interaction with execution.

• Perform investment, hedge and risk analysis for hedge fund specialized in Asian fixed income (bonds, convertible bonds, credit default swaps, interest rate swap, FX options).• Compute all duration measures, credit spread and yield curve shocks, credit DV01 and DV01 by buckets, equity sensitivity and daily VaR for the portfolio. Select the most suitable risk measurement techniques corresponding to the strategy and time horizon.• Follow FX, interest rate and equity hedge efficiency. Identify exposure concentration. Store price data of high yield bond to analyze bid-offer behaviour under a stressed market. Make sure the risk limits are not breached and assess liquidity risk. Monitoring credit risk exposure. • Conduct pre-trade risk analysis for convertible bond arbitrage, long short bond trades and credit default swap curve trades.• Prepare investor-centric risk reports with appropriate levels of granularity, such as industry exposure, country exposure, Average Daily VaR, Sharpe ratio, Sortino ratio, Credit DV01, concentration metrics.• Engage in pricing and sensitivity analysis for credit structured product (bespoke single tranche CDO, first to default swap, asset swap).

Structured, modelled and managed the credit based client portfolios involving bonds, credit derivatives and correlation instruments. Ran positions for credit CPPI products and relative value trade in correlation credit market. Improved P&L sensitivity tools for single tranche CDO, CDO2 and first to default swap.• Created and implemented new credit CPPI products with synthetic CDO as risky asset. Managed 80 million client credit portfolio based on CPPI (Constant Proportion Portfolio Insurance) technique.• Analyzed and managed relative value and opportunistic trades on correlation and credit volatility market. Aimed to make profit from dislocation in credit market, associated with variation in the synthetic pipeline across maturities and related dealers hedging needs.• Assisted in running correlation book and improving P&L sensitivity tools for single tranche CDO, CDO2 and first to default swap by plugging new engine in F/O system using Python language. Improved risk metrics and hedging process decisions, for a USD3.5 billion credit correlation portfolio.