Ziqi Liu

Macro Trader

Hong Kong, Hong Kong SAR

About

Experience

  • Sub PM at Arrowpoint Investment Partners
    Nov 2024 - Present · 1 yr 8 mos

    Cross asset Macro trading, actively trading FX vol, EM linear rates, equity futures and options

  • Bank of America Merrill Lynch (Full-time · 5 yrs 4 mos)
    • FX Option Trader
      Apr 2022 - Sep 2024 · 2 yrs 6 mos

      Asia FX option market making

    • Rates Trader
      Jun 2019 - Apr 2022 · 2 yrs 11 mos

      Market making for CNY NDIRS/ CNH CCS/HKD IRS/TWD NDIRS

  • Global Markets Analyst at Nomura
    Mar 2017 - Jun 2019 · 2 yrs 4 mos

    China rates trading, Swaption trading, Fixed Income research

  • Global Markets Summer Intern at Nomura
    Jun 2016 - Aug 2016 · 3 mos

    Applied Gaussian Copula and Empirical Copula models to spread option pricing research. Used historical data of USD and KRW 10-year swap rate for model calibration and applied VBA programming to automate the process.

  • Trader at Orient Securities Company Limited
    Jul 2013 - Jun 2015 · 2 yrs

    Index future arbitrage, Alpha strategy research