Ph.D. in Operations Research, Columbia University in the City of New York (2011)
Advisor: Professor Rama Cont
M.Phil. in Operations Research, Columbia University in the City of New York (2010)
MicroMasters in Artificial Intelligence, Columbia University in the City of New York (2017)
M.S. in Financial Engineering, University of Michigan - Ann Arbor (2005)
B.S. in Mathematics, University of Michigan - Ann Arbor (2004)
Bank of America Securities, Quantitative Strategies Group / Data and Innovation Group, Vice President (Hong Kong 2019 - Present)
Citigroup Global Markets, Execution Advisory Services, Vice President (Hong Kong 2017 - 2019)
Bloomberg Tradebook, Algorithmic Trading, Senior Quantitative Analyst (Singapore/Hong Kong 2014 - 2017)
Barclays Investment Bank, Quantitative Analytics (Credit), Vice President (Hong Kong & Singapore, 2011 - 2014)
Barclays Investment Bank, Quantitative Analytics (Credit), Summer Associate (New York, 2010)
Standard and Poor's, Quantitative Analytic Group, Summer Associate (New York, 2008)
Morgan Stanley, Exotic Equity Derivatives Desk, Summer Intern (Hong Kong, 2006)
Goldman Sachs & Co., Quantitative Strategies Group, Summer Intern (New York, 2005)
Morgan Stanley, Equity Research, Summer Intern (Hong Kong, 2004)
Goldman Sachs (Asia) L.L.C., Private Wealth Management, Summer Intern (Hong Kong, 2003)
N.B.A. Asia Limited, Public Relation, Summer Intern (Hong Kong, 2001)
Social Science Research Network (SSRN) top ten download list for ERN, 2011. Paper: Statistical modeling of credit default swap portfolios.
Class of 1988 Fellowsip, IEOR Department, Columbia University in the City of New York, 2010-11.
Second place in Best Student Research Paper Award, INFORMS 2009 Financial Services Section. Paper: Default intensities implied by CDO spreads: inversion formula and model calibration.
First place in Best Presentation Award, INFORMS 2008 Financial Services Section. Paper: Dynamic hedging of portfolio credit derivatives.
Social Science Research Network (SSRN) top ten download list for ERN, 2009. Paper: Default intensities implied by CDO spreads: inversion formula and model calibration.
Social Science Research Network (SSRN) top ten download list for MISKU, 2008. Paper: Dynamic hedging of portfolio credit derivatives
College of Engineering Distinguished Achievement Award, University of Michigan - Ann Arbor, 2005 .
Outstanding Achievement in Mathematics Award, University of Michigan - Ann Arbor, 2004.
James B. Scholar Award, University of Michigan - Ann Arbor, 2002, 2003, 2004.
Securities and Futures Commission of Hong Kong (SFC) licensed representative of Citigroup Global Markets Asia Limited on Type 1 (Dealing in Securities), Type 2 (Dealing in Futures Contracts) and Type 7 (Providing Automated Trading Services) activities. Representative number: BLK683. 2017 Nov - 2020 Aug.
Monetary Authority of Singapore (MAS) registered appointed representative of Barclays Bank Plc under the Securities and Futures Act (Cap. 289) ("SFA") / Financial Advisers Act (Cap. 110) ("FAA"). Representative number: KYH300102638. (Expired)
C3.ai Fundamentals course (2020)
Machine Learning, EDX course certificate, Columbia University in the City of New York (2017)
Artificial Intelligence, EDX course certificate, Columbia University in the City of New York (2017)
Robotics, EDX course certificate, Columbia University in the City of New York (2017)
Animation and CGI Motion, EDX course certificate, Columbia University in the City of New York (2017)