Algo Trader

ALEXANDER WONG JIAFU

******************@*****.***

** ****** **** #**-** S268855

+65 97555737

EDUCATION

National University of Singapore Aug 2015 – Jun 2017 MSc Statistics and Applied Probability

Cardiff University Oct 2010 - Jul 2013

BEng Mechanical Engineering

Second Class Honours, Division 1

RELEVANT COURSES

Core Courses Other Courses

Probability and Stochastic Processes Basic Statistical Theory Multivariate Data Analysis Advanced Financial Mathematics Analysis of Time Series Data Financial Mathematics Applied Regression Analysis Statistical Methods in Finance Categorical Data Analysis Financial Time Series

Applied Data Mining Spatial Statistics

Nonparametric Regression

Econometric Modelling and Applications

WORK EXPERIENCE

Algorithmic Trading Dec 2017 - Present

Developed and executed the following strategies on cryptocurrencies:

• Long only momentum based strategy

• Cross exchange arbitrage strategy

Analyst May 2017 – Dec 2017

Corporate Investment Unit, United Overseas Bank

• Mean-Variance Portfolio Optimization for the Unit’s Portfolio by the Global Minimum Variance, Tangency and Equal Risk Contribution objectives

• Examining several Risk Premia Strategies from external managers, then determining their viability and recommending better optimized weights.

• Built Smart Beta Strategy by regressing returns data against factors (Momentum, Value, Dividend Yield, Size, etc) for an investment universe of 750 equities.

• Volatility Modelling using GARCH models for assets in the Unit’s Portfolio

• Yield curve fitting to derive Nelson Siegel Parameters to develop signals

• Implemented a Markov Regime Switching Model to analyze the sensitivity of Risk Premia strategies to the movements of the S&P 500 index and the US Dollar index. Highlights from Engineering Jobs before Finance

• Munters Pte Ltd - Supervised the installation of new dehumidification units in construction projects

• MG Kobewel Sales & Services - Assisted in the sourcing of goods from foreign suppliers in Johor Bahru, Malaysia. Designed and constructed welding manifold systems tailored to client specifications

• Stuart Wright Pte Ltd - Performed analysis on daily drilling reports to advise clients of ways to reduce non-productive time in future drilling operations and enhanced drilling time efficiency by 30% IT, LANGUAGE & OTHER SKILLS

Computer Programming: R, Python, Matlab, SQL

Software & Tools: LaTeX, Office, Patran/Nastran, AutoCad, StressCheck and WellCat Languages: English, Mandarin

Others: Singapore Driving Licence

EXTRA-CIRRUCULAR ACTIVITY

Rugby

• Represented Engineering Rugby Team as a forward during 24 Inter-faculty and club matches

• Organized social and team building events for club wide activities including weekly socials and new freshmen initiations.

• Represented Junior College in Police Cup 15s Inter-College Competitions

• Achieved Plate 4th and 2nd in Years 2006 and 2007 respectively Brazilian JiuJitsu

• Achieved Open Weight Champion at Singapore International Brazilian JiuJitsu Championship in 2008

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