- Alpha research and portfolio management of global macro funds- Researched in FX, Fixed Income, Equity, and Commodity directional and relative value systematic strategies- Performed alpha research, backtesting, portfolio constructions, and portfolio analytics using python- Built in-house optimizer using Python cvxopt package (convex optimization)

- Designed systematic equity trading and investment strategies using fundamental and technical signals- Conduced fundamental and statistical modelling research (alpha modelling) using python and matlab - Performed portfolio backtesting, portfolio construction and optimization, and portfolio analytics- Python & Matlab programming

• Researched and back-tested equity risk models and trading strategies (equity and options) using python packages (e.g., pandas, statsmodels, and multiprocessing) and commercial optimizer (Axioma Optimizer)• Built portfolio performance attribution system using Axioma Python API; Automated portfolio analysis (factor exposures), risk decompositions, and alpha signal testing processes• Envisioned real time equity factor stress-testing routine; successfully implemented algorithm for trading desks at leading investment banks

• Managed a trading book and implemented systematic long & short trading equity and commodity trading strategies• Analyzed global commodity market with focuses on Brent Crude, WTI futures and oil derivative trading• Market marking in Fuel Oil, Sing 380, Sing 180, Visco, Barges 3.5%, and East West contracts• Built an in-house automated and live PnL and commodity trading risk systems using python• Performed portfolio optimizations and portfolio risk management (e.g., VaR)