Chicago, Illinois, United States
Trader/Quant/ Dev with extensive electronic trading experiences ranging from stock/futures/options in developing country to commodity and fixed income futures in US. Strong programming background. MS Financial Engineering, BS Computer Engineering. My skills and interest include Trading, Modeling, Market microstructure analysis , Model Optimization, Machine Learning. Programming Skills: C#, C/C++, Python (Numpy, Pandas, Scikit-Learn, Keras, etc.), JAVA, R, MATLAB, VBA, SQL You can reach me at [email protected].
- Full stack quant specializing in crude oil and fixed income futures HFT market making. - Scope of work covered alpha generation, fitting, strategy maker logic, managing portfolios. - Achieved 10+ sharpe
Developed new stress test model using Monte-Carlo simulation for portfolio consisting of more than 30 instruments including both physical and derivatives products in R
- Performed market making and hedging for Derivatives Warrants (Listed equity options). - Performed Block Trade Transaction on Thailand Futures Exchange (TFEX). - Developed and Initiated the Corporate-Warrant Trading Model, Increasing department’s profit by 10% - Developed and implemented dollar-neutral trading strategies. - Modelled arbitrage trading strategies seeking to profit from inefficiency in Thailand Futures Market. - Verified the profitability of new option trading strategies through back testing and simulation - Speaker in Department Seminar aimed to educate retail investors in Derivative Warrants, resulting in a 100% increase in trading volume from retail investors - Carried through approved trading strategies cycle (execution, monitoring, closing and performance evaluation).
ASEANpreneurs is a youth run international organization dedicated to promoting entrepreneurship in the ASEAN region. Budding youth entrepreneurs and leaders from the ASEAN countries use this platform to carry out exchange of business ideas and culture, check on the latest events and developments among ASEAN countries, seek mentorship and advice, make new friends, build professional networks, and search for potential business partners. Headquartered in Singapore, this network is maintained by both NUS Entrepreneurship Society and students from leading ASEAN universities.