Experience
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| Head of Trading | Triata Capital Limited, 2021.8 - Present |
- Execute equity and options orders for a long/short and long-biased fund across global markets with a focus in Greater China. Monitor and optimize on exisiting portfolio financing cost, work closely with SBL trader to increase borrow availability
- Construct and backtest model portfolios with variety strategies to suit different LPs' request
- Perform quantitative assistance to facilitate the portfolio risk management and portfolio optimization
- Develop and enhance existing risk-return analysis, including performance attribution, portfolio construction and multifactor risk models
- Conduct case study and backtest in Python with different kinds of quant strategies or market indicators such as utilization/borrow cost, institutional ownership monitor, pair trading
- Provide timely feedback to the investment team on news, flow and market color
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| Head of Trading, Senior Vice President | China Asset Management (Hong Kong), 2015.1 - 2021.8 |
- Undertook trading activities across various asset classes, including equities (mainly focus on HK,CH,US), ETF baskets, fixed income products (onshore/offshore bond market, repo and derivatives), FX products, futures and other derivatives
- Conducted transaction cost analysis to fulfill best execution requirement
- Handled other trading related matters, e.g., account opening, prime brokerage setup, client DDQ and the CSA agreement
- Monitored market activities and communicating with portfolio managers, assisting in some product's cash management and FX hedging
- Worked closely with other department to ensure the smooth operation of the fund
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| Trader | China Galaxy International Limited, 2013.11 - 2014.12 |
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- Received and executed clients' orders properly in global market, including global equites, commodities futures, listed options and some OTC products
- Monitored clients' risks and perform risk control, handle the contingency cases on system error or artificial accident
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| IT Specialist |
Guoyuan Securities (Hong Kong) Limited, 2010.7 - 2012.6 |
- Co-established the new Xiamen securities branch
- Led the project of Hong Kong company's futures trading/settlement system setup
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Education
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| MSc in Mathematics for Finance and Actuarial Science |
| City University of Hong Kong, 2012.8 - 2013.10 |
| BEng in Automation and Control |
| University of Science and Technology of China, 2006.9 - 2010.7 |
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Related Skills
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| Language:Mandarin, Cantonese, English |
| Qualifications:SFC type 1,4,9 license holder, HKSI paper 6 passed (RO type 9 eligible) |
| Technical:Python, Bloomberg, Excel(VBA), Charles River, Axioma, MSCI Barra, HTML |
工作经验
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| 交易主管 | 三塔资本有限公司, 2021.8 -至今 |
- 关注于全球市场内中国题材公司的长短仓策略股票和期权交易执行。监控并优化现有投资组合融资与借券成本，与借贷交易员密切合作以提高借券机会
- 构建并回测多种策略的模型组合，以满足不同投资者的要求
- 关于投资组合风险管理及投资组合优化提供量化支持。使用多种方法来进行风险收益分析，包括绩效归因、投资组合构建和多因子风险模型
- 使用Python进行不同类型的量化策略或市场指标研究和回测，例如借券成本、机构持仓监控、配对交易
- 及时和投资团队更新市场新闻和资金流向
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| 交易主管, 高级副总裁 | 华夏基金(香港)有限公司, 2015.1 - 2021.8 |
- 处理各种资产类别的交易活动, 包括股票（主要交易A股，港股及美股）, ETF篮子, 固定收益产品（在岸及离岸债券，回购及衍生品），外汇产品，期货及其他衍生品
- 进行交易成本分析以满足最优执行的要求
- 处理其他各类交易有关事宜，包括开户，主经纪设立，来自客户的尽职调查以及CSA合约等
- 关注并与基金经理交流市场动态，协助处理部分产品的现金管理以及货币对冲
- 与其他各部门密切协助以保证基金的流畅运作
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| 交易员 | 中国银河国际证券(香港), 2013.11 - 2014.12 |
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- 接收并执行客户的环球市场交易指令，包括环球股票，商品期货, 场内期权以及部分场外品种
- 关注客户的持仓风险并进行风险管理，处理和交易相关的各种突发状况
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| IT负责人 |
国元证券股份有限公司香港分公司, 2010.7 - 2012.6 |
- 负责参与筹建福建厦门新设营业部
- 负责香港分公司的期货及结算系统的上线项目
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教育背景
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| 金融与精算数学硕士 |
| 香港城市大学, 2012.8 - 2013.10 |
| 自动化本科 |
| 中国科学技术大学, 2006.9 - 2010.7 |
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技能
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| 语言：普通话, 粤语, 英文 |
| 执业资格：香港证监会1、4、9号持牌人，通过香港证券业协会卷6考试（合资格资管负责人） |
| 相关技能：Python, Bloomberg, Excel, Axioma, Charles River |