JOHNSON ANG (SINGAPOREAN)
*********@*******.*** +65 90627370 www.linkedin.com/in/johnsonang
EDUCATIONAL DETAILS
SINGAPORE MANAGEMENT UNIVERSITY Aug’2015 – Jul’2017
Master of IT in Business (Analytics)
FITCH UK (DISTANCE LEARNING CUM ON-SITE CAMPUS) Dec’2015 – Oct’2016
Post-Doc Certificate in Quantitative Finance (Financial Engineering)
SINGAPORE INSTITUTE OF MANAGEMENT UNIVERSITY (PART-TIME) Jan’2009 – Jun’2013
Mathematics with Business
NGEE ANN POLYTECHNIC Mar’2004 – Feb’2007
Diploma in Building Real Estate Management & Construction
WORK EXPERIENCE
TERTIARY INFOTECH TRAINING CENTRE Jan’2017 – Current
(Part Time) Data Scientist Trainer
Provide Data Science Training which includes but is not limited to;
oMachine Learning with Scikit-learn(Sklearn), Scipy, Theano
oDeep Learning and Neural Network with Tensorflow, Pytorch, Keras(GPU)
oMachine Learning and Big Data with Hadoop(Scala, Flume, MapReducev1, Yarn), Spark(MLLib, Mahout)
oPython and with Finance(Quandl, Pyflux)
oOn-going course development on Algorithmic Trading(Quantopian), MT4, SAS Community
oText Mining with NLTK and Tensorflow
Notice period: 1 week (conducting current corporate training schedule/lineup on 13th October & 21st)
STANDARD CHARTERED GROUP (PERM)
W. and Portfolio Manager - Front Office (FO) IB HNW Market Feb’2016 – May’2016
Managed FO scorecards (Director, RMs, TD, IS & IA) and FO relations with Wealth Mgmt., Loans & Product initiatives
Reported P&L for FO offshore business (Directors, RMs, Treasury Dealers, Investment Analyst, Insurance Specialist)
Liaised with back and mid office on portfolio, events and FO data and reconcile against FO for insights
Administered Scorecard System, Performance Driven KPIs, Event Analytics for Stakeholders(i.e. CEO) Business reporting
Built Analytics Dashboard for In-house (Investment Analyst, Fund house, Insurance, RMs, TD, Directors & Forex Dealer)
Built Analytics P&L Dashboard for Products (Forex, Structured Products, Money Markets, Bonds, Insurance)
Built Analytics for Intrinsic Metrics (Offshore Marketing Events ROI, Churn rate, etc…)
Reason for Leaving: Conflicting work timing schedule with classes
OCBC GROUP (CONTRACT)
Credit Risk Analyst -Group Risk Portfolio Management Jun’2015 – Feb’2016
Brought in executable ideas to enhance and improve credit risk processes as well as credit risk systems architecture
Assist in developing reports in accordance to MAS 637, BASEL II and BASEL III regulations
Managed data using Business Intelligence Tech tools; QLIKVIEW, FERMAT, RAY, Teradata, SAS and MSACCESS
Assigned with additional work to Improve efficiency of code; SQL, C++ and OOP with BI tools.
Stress Test Modelling for Analytics Feed; EAD, ICAAP, LGD
Reason for Leaving: 6 months extended Contract Ended, was offered a permanent conversion but turned down
HSBC PLC HOLDINGS (CONTRACT) May’2014 – Jun’2015
Internal Control AVP (Ext. AM) – ASP Operational Risk
Analyzed current/ emerging/ past firm wide risk for HSBC Singapore; group functions and local businesses on daily basis
Prepared risk report for the entire risk committee; Business Risk Managers, COO, CRO, CEO and Head of Businesses
Liaised with management and internal stakeholders for submissions of risk inputs; risk indicators, business updates, audits, controls assessments and plan.
Built Operational Risk Dashboard with Oracle and MS suite including the automation of manual processes.
Stress Test Modelling for Operational Risk; baseline losses, modelled stressed losses, legal stressed losses, scenario analysis to find the total stressed loss
Reason for Leaving: 1 Year extended Contract Ended, was offered a permanent conversion but turned down
STANDARD CHARTERED GROUP (CONTRACT)
Operations Risk Officer Analyst – Group Operational Risk Nov’2013 – Apr’2014
Collaborated with working group on new risk initiatives and existing BAU with New Jersey, UK, HK, SG, UAE
Developed Risk Information Report commentaries for Heads, Business Managers and Management Committee
Coordinated and implemented multi-million group project risk systems, which helps to increase visibility oversight and reduce operational cost.
Reason for Leaving: 6 months extended contract ended, was offered a contract in wealth management project but turned down
Financial Market Operations –Equities Settlement Analyst Feb’2013 – Oct’2013
Collaborated with Counterparty, Trader and Middle Office for settlement of trades
Reconciled general ledger and net entries for Bank’s balance
Report any suspicious trades in accordance to the Anti-Money Laundering Policy
Reason for Leaving: No extension after offshoring
Data Migration cum Securities Operations Support Assistant Aug’2012 – Jan’2013
Migrated data from old to new system to improve 75% of efficiency in work
Automated manual processes in order to reduce 7 man-days of manual data entry job
Assisted business managers, supervisor and colleagues with their BAU on my BAU
Reason for Leaving: No extension after project contract ended
INDIVIDUAL VENTURE / OTHER INDUSTRY Dec’2011 – Jul’2012
Advisory / Consultancy cum Prop. Trader
Performed and trade company’s fund as a Night-time Contra Trading leveraging on MetaTrader4 platform
(Cross Analysis using EMA 5/10/20, Fibonacci & Stochastic Oscillator coupled with Simple Fundamental Analysis)
FMCG Business Venture
Construction Project Manager, Real Estate CM & FS Manager Sep’2009 –Nov’2011
ADDITIONAL
FORUM VOLUNTEER / COMPETITION: StackExchange, QuantExchange, Kaggle, Dextra, KDD Cup, Quantcon, Quantopian Hackathon, GARP and Security forum
VOLUNTEER: Indo Disaster Don. Drive(‘04), Laos Build a Library (’05), Free Tuition(’09), Assemble PC for Poor(’10)
PROFESSIONAL CERTIFICATIONS:
UK FITCH LEARNING (Certificate of Quantitative Finance, Delegate; Dec’15 – Jul’16); GLOBAL ASSOCIATION OF RISK PROFESSIONAL (Certificate of Financial Risk Manager, Professional Member; Ongoing); GRADUATE MANAGEMENT ADMISSION COUNCIL (Graduate Management Admission Test, Candidate; Dec’14 – Jan’15); OTHER CERTIFICATIONS
TECHNICAL SKILL:
Analytics Software/BI Tools: SPSS, SAS EG/EM; MySQL, Qlikview, Tableu, Python, R Programming, Mathematica
Banking software: Citrix, Sophis Risque, Seccure, S2B, SCStar, GLTE, FXPR, OPICS, NCS, Swift, KNOX UAT webbased, Optial, Phoenix, Report to Web Customer Due Diligence, ORION, Regional OpR Sharepoint, IRIS
Other Technical Skill: MS Excel (Pivot Table, Vlookup, Macros, Statistical Analysis; MVaR, Net Present Value, Regression Analysis),MS Visio,MS Project (Gantt Chart, Activity Nodes, Network Diagram), MSAccess (DB Management, Form Building, Macros), HTML, C/C++, Visual Basic, BETA, MATLAB, HP50G, VBA, Binary Search Tree, Webhost Cpanel Scripting, FTP, SUNs Office, Front Page 2002, Dreamweaver, MINITAB, MEGATAB, PHP4/5, AutoCAD, GameMaker, RPG Toolkit, Unity, Python Game Engine, JMP, C#, JAVA, Matlab, Hadoop, Java, J2EE, Octave, Hadoop Framework, Spark, Pig, Hive, Hbase, Scala, Map/Reduce, Knime, R, R Shiny, and SPSS, SAS, Machine Learning, Tensorflow, Pytorch, CNN, Deep Learning, Keras
HOBBIES: Machine Learning-Robot Kit; Equity, Forex & Options Trading, App Programming;
Watersports: Certified Scuba Diving - Taiwan/2017; Represented HSBC in ‘15 Dragon boat race & SPF in ‘09 Swimming,
Data Science Trainer at https://www.tertiarycourses.com.sg/python-pandas-training-finance.html
SCHOLARSHIP & AWARDS:
WILEY’s SCHOLARSHIP (Sole Recipient in ASEAN) in AY2015
PAUL’S WILMOTT SCHOLARSHIP in AY2015
MONETARY AUTHORITY OF SINGAPORE (MAS) AWARD 2016
LANGUGE PROFICIENCY : English, Chinese, Dialects (Hokkien, Teochew and Cantonese)
ASSOCIATIONS: (SCDF) S.FSM, (SPF) Associate, (HTNS) Archery Committee in ‘10, (BCA) BCSS
IT ANALYTICS COURSEWORK
1.(Machine Learning) Evaluation of S&P Equities Performance with the following main objective:
-Data Cleansing and Cross Vendor checks/preparation from Bloomberg, S&P, Yahoo, Google, Reuters Finance. Comparing models for Equity Trading by harnessing on Machine Learning. Cross-comparison between popular models Financial (i.e. GBM), Econometric (i.e. TimeSeries), Machine Learning (i.e. SVM Regression) Models. Preparation of Predictive and Prescriptive models with insights
(SMU) Machine Learning Supervisor: Dr. Dai Bing Tian
Project Group: (Group Leader: Johnson), Luo Man Di, Krutika, Huang Li Wei
2.(Marketing Analytics) Recommendation System for Santander Bank with the following main objective:
-Leverage upon Marketing Analytics with the use of A/B, Recommendation, et cetera, using SAS Base & JMP
(SMU) Data Analytics Learning Supervisor: Prof Kam Ting Seong
Project Group: (Group Leader: Johnson), Cheng Xuyi, Dr Chan Yuen Sing
3.(Marketing Analytics) Marketing Analytics Technopreneur with the following main objective:
-Leverage upon Marketing Analytics with the use of A/B, et cetera
(SMU) Marketing Analytics Learning Supervisor: Prof. Masao Kakihara
Project Group: (Group Leader: Johnson), Krutika, Nirikshith, Dipti, Narma, Xin
4.(Trading Analytics) Creating Algorithmic Trading with the following main objective
-Create Algorithmic with the use of OOP and APIs. Prescriptive Trading Execution with the use of predictive strategies and appropriate domain
(SMU) Trading Technology Analytics Learning Supervisor: Prof Gerald Tong
Project Group: (Group Leader: Johnson), Adithya Srinivasan, Kritika
5.(Operations Analytics) Vehicle Routing NP Hard Problem
-Vehicle routing problem with use of SAS EG
(SMU) Operations Analytics Learning Supervisor: Prof Michelle Cheong
Project Group: (Group Leader: Johnson), Le Minh Giang, Frandy Eddy
6.(Spreadsheet Analytics) Aircraft Scheduling
-Aircraft Staffing Scheduling problem with use of Excel and VBA
(SMU) Spreadsheet Analytics Learning Supervisor: Prof Lee Wee Leong
Project Group: (Group Leader: Le Minh Giang), Johnson, Frandy Eddy
7.(Process Analytics) Process Analytics
-Queue Simulation with use of Flexsim
(SMU) Spreadsheet Analytics Learning Supervisor: Prof Lee Wee Leong
Project Group: (Group Leader: Johnson), Li Dan, Jing Xian, Giang, Kim Hyun
8.(Corporate Banking Analytics) Investment (FX, Comm., Options) Analytics Dashboard
-Create Instrument Dashboard with Analytics solution through the use of TIBCO, mockup ware, et cetera.
(SMU) Spreadsheet Analytics Learning Supervisor: Prof Lee Wee Leong
Project Group: (Group Leader: Johnson), Goh U Jin, Xiaoyi, Liyao, YeZheng, Peilin
9.(Financial Market Analytics) Calculation of VAR and other risk measures
-Analyze data and calculation of VAR and other risk measure with the use of Excel
(SMU) Trading Technology Analytics Learning Supervisor: Prof Gerald Tong
Project Group: (Group Leader: Johnson), Priyanka, Aditya, Jiangyu
MATHEMATIC / QUANTITATIVE PROJECTS
10.(Financial Engineering) Prescribing Rates
-Analyzing and Calculation of Interest Rates, Fed Rates, Bootstrapping, etc. with the use of SAS EG
(UK Fitch) Quantitative Analytics Learning Supervisor: Fitch Rating - Dr. Alonso Pena, Dr. Riaz A.
11.(Financial Engineering) Market Risk
-Leverage on various portfolio and mathematical optimization models for Risky assets with the use of Matlab
(UK Fitch) Quantitative Analytics Learning Supervisor: Fitch Rating – Dr. Richard Diamond, Dr. Riaz A.
12.(Financial Engineering) Exotic Options and Simulation
-Exotic Options Simulation using SAS, VBA
(UK Fitch) Quantitative Analytics Learning Supervisor: Fitch Rating – Dr. Riaz A.
13.(Financial Engineering) Credit and CDOs
-Leverage on various Credit Model for credit related instruments through the use of SAS, C++, VBA
(UK Fitch) Quantitative Analytics Learning Supervisor: Fitch Rating – Dr. Richard Diamond, Dr. Riaz A.
14.(Fundamental Physics) Formulating Heat Rate
-Mathematical calculation and Mechanical Calculation i.e. Picnic Conductor with HP50G
(SIM) Fundamental Physics Learning Supervisor: Fitch Rating - Dr. Phil Lee Dan Ching
15.(Calculus Analysis) Calculus Problems
-Mathematical Calculation for Calculus Problems with HP50G
(SIM) Advanced Calculus Learning Supervisor: Fitch Rating - Dr. Quek Wei Ching
16.(Applications of Graphing) Heuristics Graphing
-Heuristics Graphing Theory and Algorithms with HP50G
(SIM) Graph and Topography Learning Supervisor: Fitch Rating - Dr. Feng Feiling
17.(Taylor Series) Taylor Series and Derivations
-Taylor Series and Derivations with HP50G
(SIM) Pure Mathematics Learning Supervisor: Fitch Rating - Dr. Phil Stephenson
18.(Project Management) Project Management case for Oil Spill Cleanup
-Project Management with use of MS Project Office
(SIM) Project Management Learning Supervisor: Fitch Rating - Dr. Lee
QUANTITATIVE