Experience
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STOXX Ltd. — Index Associate
I sit on the strategy-index supply chain.
- Own 7-d.p. calculation accuracy for the strategy-index families — decrement, risk-control, leverage, future-rolling, VSTOXX, dividend — across 15,000+ indices backing US$100B+ in linked AUM; sole owner of the Asia-open universe on the HK morning shift.
- Calculate and validate bespoke indices built to a bulge-bracket bank's QIS specification, and field methodology and corporate-action questions from the licensees who price products off them — including escalations from STOXX's largest licensee (BlackRock).
- When the legacy calculation engine failed, reconstructed and recomputed the non-vanilla indices at scale under time pressure; built the Python tooling — recalculation engine, Japanese free-float scraper, price-deviation monitor — that cuts daily validation time and operational risk.
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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 a political-economy working paper (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