Trader

XIANG FEI, CFA

Mobile: +** ******** Email: ********.*.**@*****.*** LinkedIn Profile: https://sg.linkedin.com/in/xiangfei722

Profile Summary

Driven, energized erudite with a strong background in Fixed Income, FX, and Derivatives looking to add value within Global Markets space. Proven professional track record of outstanding performance in fast-paced working environments at OCBC, Barclays and ICAP. Consistently recognized by management and colleagues for positive attitude, effective teamwork and excellent communications skills. Extensive experience with VBA programming, and financial data analysis using R and Python. Proficient with EIKON and Bloomberg. Fluent in both English and Mandarin.

Education and Certifications

National University of Singapore Aug 2015 – July 2017

Pursuing Master of Science in Financial Engineering (GPA: 4.35/5)

National University of Singapore Aug 2008 – May 2012

Bachelor of Business Administration (Honors) majoring in Finance.

Professional Certifications

Chartered Financial Analyst (CFA) Feb 2017

FMRP Dec 2016

Professional Experience

OCBC Bank July 2016 – Dec 2016

FX Trading (Internship)

Managed both Asian and G10 funding, and trade related queries for the FX desk on a daily basis

Conducted fundamental research on Forex market, covering such as yield differentials comparison, CNH funding costs as well as monetary policies and economic data.

Built a weekly seasonality heat-map across currency pairs to identify profitable trading strategies

Built models by using statistical and mathematical tools on time series data to track price actions for currency pairs

Initiated algorithm trading models based on technical indicators, such as MACD, DonChian Channel and ATR, and performed comprehensive back-testing

Actively employing VBA scripts to automate daily and monthly tasks and to make improvements on existing processes

Collaborated with other functions in the firm, such as Murex support and TFC on new initiatives to compute daily risk and PnL and to evaluate traders’ performance

Barclays Investment Bank Dec 2014 – May 2016

Analyst, Product Control

Calculated and delivered daily revenue and balance sheet analysis of EM Credit trading desk to highest standards.

Maintained excellent understanding of risk within trading portfolio consisting of Sovereign, High Grade and High Yield bonds, single-name CDS and related IR and FX hedges

Managed FX exposure for the business by tracking daily changes in risk against benchmarks and hedging against FX and Rates desks

Extensively engaged with traders to build strong understanding of their trading strategies and underlying risk factors driving desk’s positions

Reviewed application of Barclays controls framework on an ongoing basis, ensuring the desk complies with firm policies

Managed senior stakeholders by providing ad hoc MI and analysis, focusing on revenue recognition and accounting, RWA, Leveraged Ratio drivers, optimization, secured, unsecured funding and cost of income allocation

Monitored daily trading activity for unauthorized trading, ensuring trader mandates are up-to-date and loss threshold breaches are escalated

Collaborated with Tax and Risk on new business initiatives, ensuring correct transfer pricing and exposure reporting

Performed pre- and post-deal analysis, resolving valuations and settlement issues by collaborating with the Desk, Middle Office, Risk and IT

ICAP Plc – RESET Aug 2012 – Nov 2014

Client Portfolio Analyst

Entered ICAP Global Graduate Program, working under the Risk Mitigation division supporting Sales desks globally

Provided trading solutions to reduce traders’ basis risk from fixings in the interest rate, FX and inflation markets.

Addressed structural imbalances within trading portfolios by using in-house software.

Developed in-depth understanding of using strategies such as flattener/steepener, butterfly and buying/selling spread and how interest rate swaps, FRAs and NDFs are used for risk mitigation.

Analyzed economic data to build fixing curves, covering factors such as meetings steps, turn plays, and market expectations

Consistently recognized by clients for delivering top quality portfolio optimization solutions, such as cross-tenor reduce, IMM switching and P&L & notional constraints

Updated clients’ credit limits regularly ensuring compliance with regulations on Swap Execution Facilities (“SEF”) and ensured limit breaches promptly escalated to clients

Performed post-deal analysis for senior management and resolved settlement issues by collaborating with Operations, IT and other supporting internal and external functions

Delivered a regression testing tool by using TestRail improving the efficiency of UAT testing by 30% and enhancing comprehensive evaluation on systems.

Risk Management Institute (NUS) Aug 2011 – May 2012

Research Analyst, Credit Research Initiative Project (Internship)

As a part-time research analyst for the Credit Research Initiative Project, my main responsibility was to test the Quantitative Credit Rating Model for abnormal outputs and provide suggestions to improve its accuracy in calculating probability of default of corporates and sovereign debt. Over the course of the initiative, I discovered and corrected several shortcomings of the model, including Cash/TA ratio inconsistency, non-stickiness of probabilities of default and payment within grace period through performing fundamental and event analysis of target companies, using Matlab and Bloomberg. Upon completing the internship, I was commended by my supervisors and the Director of RMI for outstanding delivery of the project.

Activities and Interests

Activities: Play in Espzen Amateur Football league.

Interests: Trading; Cycling; Marathon; Guitar; Cooking

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