Portfolio Optimization & Management:• Manage index-tracking portfolios with a focus on minimizing tracking error and maximizing cost efficiency. Apply quantitative optimization techniques to rebalance portfolios in alignment with benchmark indices and client objectives.• Develop and apply a quantitative approach for instrument selection (e.g., cash equity, futures, TRS), integrating key factors such as implied all-in cost, regulatory requirements, and tax implications to enhance portfolio efficiency.• Lead the implementation of a comprehensive suite of quantitative solutions and tools designed to monitor portfolio positions and risks. This initiative aims to boost team productivity, reduce manual interventions, and strengthen portfolio returns and benchmark alignment.• Establish a robust backtesting framework to rigorously validate optimization models and portfolio adjustments, assessing their impact on turnover, tracking error, and cost efficiency for informed decision-making.• Lead the exploration and integration of alternative data sources, such as sentiment analysis, flow and position, and crowding factors, to improve portfolio optimization and capture complex, nuanced market dynamics.Execution Strategy Optimization:• Drive execution strategies by working closely with trading team to minimize market impact. Leverage expertise in algorithmic trading, liquidity analysis, and transaction cost modeling to refine execution efficiency for equity passive and macro quantitative strategies.• Lead a cross-functional working group, among portfolio managers, traders, researchers, and technology teams on execution research and implementation, such as pre-trade cost modeling, post-trade review, asset liquidity and capacity analysis.

• Led extensive quantitative research for GIC’s multi-asset trading flows, by analysing large volume of transaction data, high-frequency real-time and end-of-day tick data, as well as bilateral streaming.• Supervised the development of intra-day trading signals and analytical tools with Bloomberg B-PIPE real-time tick data, providing valuable insights for execution decision-making.• Collaborated with systematic investment teams to develop cross-asset market impact models for their portfolio construction and optimization, leading to improved execution outcomes and reduced transaction cost.• Conceptualized and implemented a quantitative, data-driven framework for systematic trading flows (e.g., algo wheels, RFQ, and streaming). This framework utilized regression models to rank brokers and dynamically re-allocate weight or selection probability to brokers' flows.• Collaborated with the Equity beta and FX rebalancing team to design and develop effective strategies for multi-day rebalancing and intra-day executions.• Chaired regular TCA (Transaction Cost Analysis) review meetings with traders and portfolio managers to provide actionable insights and recommendations, for optimizing their investment workflows and trade executions.• Worked in close partnership with the technology team as the product owner, to design and build an in-house multi-asset trading and liquidity analytics platform, using KDB+/q technology.

• Led the development of in-house TCA and real time trade alert system on the firm's electronic trading platform. • Built and supported the Quant research database and tick data system, using Kdb/q. • Developed and modelled data strategies in Q programs to support the electronic trading business. • Analysed the execution performance, the price path of algo trading and dark pool crossing. • Developed the data warehouse to distribute the static reference data to electronic trading platform.