I’m a quantitative researcher at BlackRock’s Systematic Fixed Income group, focusing on designing and executing alpha strategies trading equities, credit, and convertible bonds for several systematic hedge funds. Prior to that, I worked in the trading and research team of a Singapore-based quantitative hedge fund. Before that, I interned at Deutsche bank, Bank of China and Xiangcai Securities. I have keen interests in Quantitative Trading and Investment, Data Science and Machine Learning. My writing samples are available through the Articles and Blog page. You can find more about my professional experience through LinkedIn. Some of my code samples can be found in Github. For Mandarin speakers, here are my Sina blog on investing.
I obtained Master of Financial Engineering from University of California, Berkeley , Haas school of Business. I received a Bachelor’s degree in Engineering with first-class honor from Nanyang Technological University (NTU).
In the spare time, I enjoy reading, travelling, practicing mindfulness meditation, playing poker, basketball and table tennis.