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
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