Hi there, I'm Julian 👋
- Pursuing Masters of Quantitative Finance 🔣 at Singapore Management University 🎓 - graduating 2026
- DBS Bank for more than 4 years and want to start my quant career✅
- I graduated from General Assembly's Data Science Immersive in 2021 🌱
- I’m looking to combine my two passions: Investing and Applied Math 👯
Macro-investing enthusiast 📈
Python and Quant projects as a passion 🐍
Part-time global macro trader 🌐
Physics and Philosophy nerd 🤓
Rugby 🏉, Sumo and Onosato fan ⛩️
Ex-Aerospace Engineer
✈️
- Python
- numpy
- FastAPI
- SQLite
- sklearn
- stable-baseline3
- PyTorch
- C++
- Docker
- Unix
- Scala / Spark
- Tableau
- SMU Quant Practices
- QF633 C++
- Options pricing with OOP
- QF621 Quantitative Trading Strategies
- High frequency trading
- QF605 Fixed Income Securities
- No-abitrage forward pricing: bootstrapping collateralised/non-collateralised forward rates
- Swap/Libor Market Model, convexity correction
- Pricing risk neutral: swap, swaptions, constant maturity swap
- Short rate: Vasicek, Ho-Lee, Hull
- Project QF605_Fixed_Income/Project
- Bootstrapping Swap Curves: Discount Curve, IRS pricing, forward swaps
- Swaption Calibration: SABR
- Convexity Correction: CMS
- Exotic CMS Payoff
- QF609 Risk Analysis
- Value-at Risk: Stocks, Options
- Parametric VaR - with correlaed assets
- Monte Carlo VaR
- Historical VaR
- QF602 Derivatives
- Spread option pricing
- Derive Barrier Option - Up and In Put
- Greeks - graphs
- Exotic products: TARF, CLN, FCN
- Jump-Diffusion
- Carr-Madan - static replication
- QF634 Applied Quantitative Research Methods
- Project QF634_Applied_Quantitative_Research_Methods/QF634 Project
- universe: TOPIX
- pair trading and clustering
- neural networks in optimising entry and exit
- Applying Markov chain -- Q table and 3 layer Neural Networks
- QF600 Asset Pricing
- Homework 1: Efficient Frontier with Object Oriented Class
- Homework 2: Market Model / Security Market Line
- Homework 3: Factor models. Performance measures
- Homework 4: Efficient frontier and Monte Carlo Sims
- QF620 Stochastic Methods
- Assignment 1: Binomial Tree, Brownian Motion
- Assignment 2: Exotic option pricing
- Assignment 3: Stochastic Differential Equations
- Assignment 4: Carl-Madan model-free option pricing
- Project
- Part 1 option pricing
- Black Scholes
- Bachelier
- Black
- Displaced Diffusion
- Part 2 option market pricing model
- SABR
- Displaced Diffusion
- Part 3 Exotic option pricing
- exotic payoffs - model-based and Monte Carlo
- Part 4 Dynamic hedging
- Black-Scholes dynamic hedging comparing frequencies of delta hadging and tracking error
- Part 1 option pricing
- QF633 C++
- ML Engineer Assessment
- Section A: Coding challenge, Neural Network by hand
- Section B: The million song dataset; song classification, db creation, cache model, docker and cluster deployment of webapp
- Automated Portfolio allocator - DRL
- FinRL
- stable-baseline3: PPO, RolloutBuffer
- NLP - Reddit posts
- sklearn: TF-IDF, CountVectoriser, RandomForestClassifier
- HDB Resale
- sklearn: RandomForestRegressor, K-clustering
- Difference-in-difference modeling
- Tableau