ABOUT

Work History

I am currently a Quantitative Trader at GSR Markets, a sell-side crypto market-maker, in Singapore. My team runs the systematic spot market-making desk, but we also do options market-making and provide liquidation services for clients.

My day-to-day involves monitoring engine performance and adjusting trading parameters to maximize profit without compromising on client obligations. As a team, we manage the risk, margin utilization and liquidity of the books and handle all trading-related decisions/questions. We build automation tools in Python to cut down the manual labor required to run the BAU and build/run data analysis tools to help us optimize engine settings.

Before that I was an Options Trader at Maverick Derivatives in the Netherlands. I traded volatility dispersion in US Equity options, specifically trading the volatility of tech/software/gold-mining ETFs against their components. We had to constantly search for trading opportunities or find ways to reduce trading costs. There, I also built lots of automated software in Python, including webscrapers, Slack/email alerts, trading UIs.

My first job was a Quantitative Researcher at Bloomberg LP n the QFR team led by Bruno Dupire in New York City. The projects there focused heavily on data visualization, applying mathematical methods to finance and improving various Bloomberg datasets. Whilst at Bloomberg, I also wrote 3 short mathematical papers (published on SSRN and ResearchGate) inspired by the conversations I had with my colleagues.

Core Skills

Identifying execution alpha

1. Improved fair-value calculation of market-making engines
2. Optimized feed delay setting for pulling quotes
3. Created systematic method to determine which ITM options cost more net funding than can be exercised/sold for
4. Found prediction method for estimating stock dividend sizes

Mathematics Background

1. Background in Applied Mathematics, Probability and Statistical Theory and Financial Mathematics
2. Strong academic achievements (see below)
3. Experience with mathematics research and publications (see below)

Automation of trading tasks

1. Built and maintained Slack alerts for monitoring trading risk
2. Worked with database connections (MySQL, Influx, Mongo), asynchronous feeds, Google API integration, AWS S3
3. Extended existing options pricing library
4. Built interactive data visualization UIs

My primary programming language is Python, with limited experience in Java and C++. I also have experience with formatting/database languages like SQL, HTML, LaTeX, etc.

Education History

I completed a BA in Mathematics (First Class Honors) at the University of Cambridge in 2017 and also received the Georges Lemaitre Prize¹.

I completed an MS in Mathematics in Finance (3.88 GPA) at New York University in 2019 and was also awarded the Spring 2018 Director’s List².

Publications

Other Experiences

(Contact me for more detail)

• 2 years Infantry Officer in the Singapore Armed Forces
• 3 months Research Assistant at the UoC Computer Laboratory under Andrew W. Moore
• 1 year Teaching Assistant at New York University
• Summer Research Intern at AQR Capital Management working on factor investing research