CV

Education

Bachelor of Art (Accounting, Economics), Macquarie University, 2005
M.S. in Finance (Specialised in Investment Banking), UNSW, 2008
Bachelor of Mathematics (with First Class Honours in Mathematical Finance), UTS, 2011
Ph.D in Theorectical Probability, The University of Sydney, 2018

Summer 2006: Equity Research Intern
- SBI-E2 Capital Asia (HK)
Summer 2009: Assistant Vice President
- American International Assurance (AIA, GuangZhou Head Quarter)
2011-2020: Sessional Tutor and Lecturer in UTS and USYD
- Teaching focus: Advanced Applied Mathematics, Real Analysis and Linear Algebra, Statistics, Data Science, Machine Learning
2019: Research Associate at FEIT, UTS (Computer Social Science)
2020-2022: Postdoctoral Research Fellow at Concordia University (Computer science, Engineering)
2021: Freelance C++ developer (trading)
2022: Independent C++ developer in multiple industries (Robotic, Music Technology, FinTech)

Technical skills: C++98, 11, 14, 17, 20, C, Rust, Javascript, Python, R, Matlab, Mathematica, Git, HPC (interactive and queue based)
Art/Music Tech
- Music Chord Theory/Audio detection algorithms
- Algorithmic Music theory
Applied Mathematics
- Monte Carlo simulations, MCMC
- Stochastic Partial Differential Equations
- Financial Econometrics
Quantitative Finance
- Risk, pricing and hedging
- Stress testing
- Market risk (VaR, PaR, Greeks)
- Credit risk (PD, LGD, EAD; PFE, CVaR)
- Volatility & correlation models
- Dependence Modelling via copulae
Machine learning & Data Mining:
- Classification: support vector machines (SVM), decision trees
- Prediction: regressions; Clustering: k-means, PAM
- Deep learning: Probalistic inferencing, Tensorflow, Keras, PyTorch, Pyro
- Dimension reduction: principal component analysis (PCA), factor analysis <!— Links (Highly outdated) —–