Lecturing and tutoring university courses. Unit design and evaluation, student support and assessment moderation.Undergraduate and Postgraduate level: Portfolio Management; Investments; Risk Management and Derivatives; Digital Finance; Cryptocurrency and Artificial Intelligence in Applied Finance

Founding portfolio manager of Acrometric Fund SP, a Quantitative Global Macro FundDeveloped and maintained in-house systematic investment models and macro-economic models supported by big data analysis, stochastic control and artificial intelligenceQuantitative research in portfolio models, trading strategies and data analysis

Proven track record of 4-fold in 4 years before fees (Inception Mar-2017 to Mid-2021)Top Performing Hedge Fund and in other 3 sub-strategies in 2019 by PreqinNominee of the Best Asia-based Global Macro Fund in Eurekahedge Asian Hedge Fund Awards 2018

Seminar topics: How hedge funds manage their risks; The impact of big data, artificial intelligence and cryptocurrency to the financial industryMaster course: Cases for Risk Management in Practice

Security Pricing and Hedging

Credit risk modeling under Markov modulated regime switching framework.

Research on high frequency trading opportunities in market volatility, volatility products pricing and risk management. VIX index analysis and minimum hedging. Bid-Ask behaviour analysis. Research on precision time system network flow for high frequency low latency trading network.Network time synchronisation. Package optimisation analysis. Impact of time synchronisation interrupt on CPU calculation under heavy load.

BSc CourseFoundation of Financial and Managerial StatisticsRisk Management with Derivatives ConceptsMSc CourseAdvanced Statistical Theory In Risk ManagementInterest Rate and Fixed Incomes Risk Management

Interest rate product (Range accrual) pricing and risk management implementation.Trinomial tree implementation with super-calibration using C++.