👨‍💻About Me

WORK EXPERIENCE

Head of Covered Warrant Division, Phu Hung Securities, Ho Chi Minh City/Vietnam

Oct 2023 - Now

Senior Equity Derivatives Trader, Fubon Securities, Taipei/Taiwan

Jun 2017 - Jun 2023 (6 yrs)

Python / Pandas / Numpy / Matplotlib / Flask / SQL(MS SQL, SQLite) / Bootstrap / Excel VBA

• Equity Derivatives market-making and dynamic hedging (warrant, ELN and OTC options).

• Developed volatility spread trading strategies that have significantly enhanced the risk-adjusted return of the warrant trading desk.

• Managed a portfolio of Fubon Big Apple Total Return Index ETNs (020000.TT), including leverage (02001L.TT) and inverse (02001R.TT) ETN. Award-winner of The Asset - Best Structured Investment and Financing Solutions Equity in 2020.

• Created quantitative trading strategies such as cross-market arbitrage and statistical arbitrage, further increasing profitability.

• Developed a web-based platform (using Python Flask) that provides a range of derivatives pricing models and statistical analysis tools for financial market data to improve equity derivatives analytics.

Quantitative Multi-Asset Portfolio Analyst, Taishin International Commercial Bank, Taipei/Taiwan

Mar 2016 - Oct 2016 (8 mos)

Python / Pandas / Numpy / Matplotlib / Tkinter / SQL / Bloomberg

• Built quantitative multi-asset investment solutions using the Python ecosystem for Discretionary Investment Accounts (DIA). Developed models for asset allocation strategies, including factor (Momentum, Value, Volatility) strategies and global macroeconomic models.

• Designed and implemented several successful asset allocation strategies, resulting in significant outperformance compared to benchmark indices.

• Constructed a multi-asset portfolio backtesting platform using Python, Pandas, and other relevant libraries to facilitate investment decision-making for fund managers.

AWARD

《The Asset》 - Best Structured Investment and Financing Solutions Equity (2020): Fubon Big Apple Total Return Index ETN

EDUCATION

National Cheng-Chi University（國立政治大學）

Master's degree, Money and Banking, 2015 - 2017

Coursework: Financial Engineering, Financial Risk Management, Investment Decisions and Management

Thesis: Construct the forecast models for economic output gap through the term structures of interest rates

SKILLS

• Derivatives position trading and management

• Programming: Python, SQL

LICENSE

Taiwan

• Qualification Exam for Senior Securities Specialist

• Qualification Exam for Futures Specialist

• Qualification Exam for Securities Investment Trust and Consulting Professionals

• Financial Markets and Ethics