Experience
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STOXX Ltd. — Index Associate
I sit on the index supply chain: vanilla index family (12,000+) and six strategy index families (3,000+): decrement, risk-control, leverage, future-rolling, VSTOXX, dividend.
- Every strategy index is a formula recomputed daily to seven decimal places. We own that number across the universe, US$100B+ in linked AUM. Shifts rotate; when I take the HK morning, the Asia-open universe is on me.
- I calculate and validate bespoke indices built to a bulge-bracket bank's QIS spec. Licensees price products off those levels. Methodology and corporate-action questions come to me — including escalations from BlackRock, STOXX's largest licensee.
- The legacy engine fails from time to time. When it does, we recompute the indices at scale, under time pressure. Otherwise I build Python tooling to cut daily validation time and operational risk: recalculation engine, Japanese free-float scraper, price-deviation monitor.
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M.S. Quantitative Finance — Washington University in St. Louis (Olin)
GPA 3.96 · Rank 2 of 89 · Beta Gamma Sigma · Charles F. Knight Scholar
PhD-level continuous-time finance, Bayesian factor search, stochastic calculus, machine learning
Paid Research Assistant on the empirical pipeline behind three political-economy working papers (methods)
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Privium Fund Management — Assistant Portfolio Manager
Systematic option-premium income strategy: sized positions, ran the macro overlay, and monitored the book's realized-versus-implied volatility risk — the core exposure of any premium-selling strategy.
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B.Econ & Finance — The University of Hong Kong
2:1 Distinction · C.V. Starr Scholar · exchange at Sciences Po Paris.
Skills & qualifications
HKSFC Type 4 & 9 CFA Level III candidate (Aug 2026)
Python · SQL · R — proficient VBA · MATLAB — intermediate
Index construction & corporate actions event-study econometrics derivatives pricing
English — fluent Cantonese — working Mandarin — native