Zhi Yi Tay

Barclays Rates Structuring

Singapore

About

Rates Structuring & Strats at Barclays

Experience

  • Analyst at Barclays
    Jul 2025 - Present · 1 yr

    Rates Structuring AP Singapore

  • Quantitative Development Intern at Astignes Capital
    Feb 2025 - May 2025 · 4 mos

    - Researched and developed trading signals for interest rate derivatives - Built a fair value model for swap spreads using PCA

  • Emerging Markets Intern at BlueCrest Capital Management
    Oct 2024 - Dec 2024 · 3 mos

    - India FX and Rates - Researched on Factor Momentum and improved CTAs

  • Trading Analyst at RV Capital Management
    Jan 2024 - Aug 2024 · 8 mos

    - Analysed BoJ's JGB holdings - Researched on BoJ monetary policies

  • Teaching Assistant at NUS Computing
    Jan 2024 - May 2024 · 5 mos

    FT5010 - Algorithmic Trading Systems Design and Deployment