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@wyliechan
Drapeau de Singapore Singapore, Singapore
Membre depuis le 8 janvier 2012
1 Recommendations

wyliechan

En ligne Hors ligne
Excel, VBA, Python, Data Science, Machine Learning. Option Pricing Spreadsheets, Quantitative Finance, Monte-Carlo Simulation. FX, Crypto Currencies, Currency Baskets, Options. Principal Components Analysis (PCA) for data dimensionality reduction Automated Linear Regression for building predictive models Machine Learning, iPython, TensorFlow, Google Cloud Platform (GCP), Binary Classification, Neural Network, Quant, Math, Economics, Data Science, Excel, Python. Quantitative Research, Development, Risk Management, Technology.
$200 USD/hr
14 commentaires
5.6
  • 74%Travaux complétés
  • 96%Selon le budget
  • 96%Dans les temps
  • 24%Taux de Réembauche

Portfolios

Avis récents

Expérience

Quantitative Research

Dec 2007 - Apr 2009 (1 year)

Quantitative Model Validation Fixed Income Portfolio Hedging Tool Equity Quantitative Portfolio Diversified Model Equity Fundamentals Screener Monte-Carlo Simulation: Random Variable Generation, Variance Reduction Risk Systems: BlackRock: Green Package, Aladdin Risk Systems: Barclays POINT

Quantitative Developer

Apr 2006 - Sep 2007 (1 year)

Support for Fixed Income Exotic Derivatives Trading Desk Excel VBA Development

Financial Engineering Group Intern

May 2005 - Jul 2005 (2 months)

C++ Software Development Integrated C++ Module for Implied Volatility of Swaptions using GSL

Éducation

M.S. Computational Finance

2004 - 2005 (1 year)

M.Eng. Computer Science

2003 - 2004 (1 year)

B.S. Electrical Engineering

2000 - 2003 (3 years)

Qualifications

Certificate in Quantitative Finance - Distinction (2012)

Fitch 7City Learning (Wilmott)

Certifications

  • US English Level 1
    100%

Vérifications

  • Connecté à Facebook
  • Freelance Préféré
  • Paiement vérifié
  • Téléphone Vérifié
  • Identité Vérifiée
  • E-mail vérifié

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