Data Scientist

Technical Skills: Python, R, SQL, VBA, C++

Qualification: Certificate in Quantitative Finance (CQF)

Education

• Master of Science, Financial Technology
  Chinese University of Hong Kong (November 2023)
• Bachelor of Mathematics, Financial Analysis and Risk Management(Co-op)
  University of Waterloo (June 2021)

Work Experience

Analyst @ Global Technology and Operations, Haitong International Securities Group Limited (August 2024 - Present)

Research Assistant @ Financial Engineering Centre, Chinese University of Hong Kong (Janurary 2024 - August 2024)

• Conducted research on LLM application in finance
• Supported other ongoing research tasks

FinTech Project Assistant @ Global Markets, Hang Seng Bank (May 2023 - August 2023)

• Supported the structured product team for development
• Prepared a new real-time monitoring tool for index basis with Bloomberg API using VBA
• Supported new product launching by revamping existing backtesting method using Python, reduced processing time by over 90%
• Automated quoting process for FX products using VBA

Projects

FinTech Industrial Project

Code

Collaborated with bank, collected public available comments and utilized pre-train language model to perform sentiment analysis using Python. This data-driven approach led to better characterization of public opinion to the product. Combined with other macro economic indicators, identified important factors and proposed product improvement plan.

LLM Prompt Recovery - Kaggle

Code

Silver medal solution to Kaggle LLM prompt recovery competition sith two-step extension to the best available mean prompt using Python.

Autocallable Product Pricing

Code

Monte Carlo based autocallable product pricing and greeks calculation using Python.