London, England, United Kingdom
I am a third-year student at the London School of Economics and Political Science (LSE), studying Mathematics with Economics. I am currently studying Machine Learning, Artificial Intelligence, Stochastic Processes, Time Series and Forecasting, Partial Differential Equations, Mathematical Modelling and Simulation, Econometrics, and International Macroeconomics. I have completed coursework in Data Structures and Algorithms, Optimisation Theory, Linear Algebra, Calculus, Mathematical Analysis, Number Theory, Operations Research Techniques, Probability Theory, Statistical Inference, Ordinary Differential Equations (ODEs), Macroeconomics, and Microeconomics. I have skills in Python Programming, R Programming, PyTorch, and Microsoft Office Suite
▪ Analysed EM/frontier credit, FX and rates, following NDF, CDS, CCS and local-currency curve risk across African markets ▪ Covered precious/base metals and energy across futures, swaps, options, crack/calendar spreads and cross-exchange arbitrage ▪ Supported financing coverage secured on equity, oil inventory and fund NAV, spanning collateral valuation and credit terms
Courses: Linear Algebra, Calculus, Mathematical Analysis, Number Theory Reinforced and deepened my understanding of advanced mathematical concepts through peer instruction and problem-solving guidance. Developed strong teaching, communication, and presentation skills by explaining complex topics clearly and effectively to students. Contributed to the academic community by supporting peers’ learning progress and fostering collaborative study environments.
▪ Analysed Alibaba Cloud large-language model and produced a report on its tech roadmap and commercialization strategy ▪ Participated in CICC’s roadshow on Q4 bond market outlook, gaining insights into key drivers behind further yield declines ▪ Developed equity research pitch on Ryanair, evaluating financial performance, growth catalysts, and risk-hedging strategies
▪ As an FICC intern at a commercial bank in Shanghai, researched and optimized Foreign Exchange product portfolio strategies ▪ Assisted in client execution by quoting bid and ask prices in the secondary market, capturing spreads to enhance profitability ▪ Supported option premium calculation by applying Black-Scholes pricing methodology in live trading scenarios ▪ Assisted in directional SOFR swap positioning based on Fed rate expectations to manage interest rate exposure
▪ Authored a precious metals market tracking report, covering global policy updates, market reviews, and price spread analysis ▪ Assisted with gold derivatives transactions, including futures and swaps, facilitating active market participation ▪ Supported in executing directional trading in precious metals based on analysis of geopolitical and monetary policy factors ▪ Assisted in gold arbitrage by leveraging price differences between domestic and international exchanges or contract structures
▪ As an FICC intern at a commercial bank in Shanghai, researched and optimized fixed income product portfolio strategies ▪ Formulated interest rate bond trading/investment strategies, providing liquidity as a market maker in interbank/OTC markets ▪ Assisted in bond underwriting business, optimizing bond bidding strategies and managing investment portfolio positions ▪ Helped the branch design customized structured deposit products for clients, enriching product structures and allocations