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@wyliechan
Flag of Singapore Singapore, Singapore
Member since January 8, 2012
1 Recommendations

Quant Math Econ XL Python

Online Offline
Excel, Python, Matlab Certificate in Quantitative Finance (CQF) - Distinction, MS Computational Finance (MSCF), MEng Computer Science (MEngCS) BS Electrical Engineering (BSEE) Mathematics. Quantitative Finance. Derivatives Pricing. Option Pricing. Option Greeks. Fixed Income. Heath Jarrow Morton (HJM) Term Structure Model Theory and Implementation. Statistical Arbitrage. Option Pricer. Black-Scholes. Financial time-series analysis, Optimization, Econometrics, Principal Component Analysis (PCA), Regression, Machine Learning, Data Mining, Support Vector Machine (SVM), K Nearest Neighbour (KNN), Artificial Neural Networks (ANN), Web scraping for free online delayed market data (Google Finance, Yahoo Finance) stock quotes.
$150 USD/hr
14 reviews
5.6
  • 78%Jobs Completed
  • 96%On Budget
  • 96%On Time
  • 24%Repeat Hire Rate

Portfolio

Recent Reviews

Experience

Quantitative Research

Dec 2007 - Apr 2009 (1 year)

Quantitative Model Validation Fixed Income Portfolio Hedging Tool Equity Quantitative Portfolio Diversified Model Equity Fundamentals Screener Monte-Carlo Simulation: Random Variable Generation, Variance Reduction Risk Systems: BlackRock: Green Package, Aladdin Risk Systems: Barclays POINT

Quantitative Developer

Apr 2006 - Sep 2007 (1 year)

Support for Fixed Income Exotic Derivatives Trading Desk Excel VBA Development

Financial Engineering Group Intern

May 2005 - Jul 2005 (2 months)

C++ Software Development Integrated C++ Module for Implied Volatility of Swaptions using GSL

Education

M.S. Computational Finance

2004 - 2005 (1 year)

M.Eng. Computer Science

2003 - 2004 (1 year)

B.S. Electrical Engineering

2000 - 2003 (3 years)

Certifications

Certificate in Quantitative Finance - Distinction (2012)

Fitch 7City Learning (Wilmott)

Certifications

  • US English Level 1
    100%

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