I'm a Technology Delivery Lead at DBS Bank with over 4 years of experience, currently driving data analytics, automation, and AI delivery in DBS Global Financial Markets while pursuing my Masters of Quantitative Finance at Singapore Management University (class of 2026).
Before finance, I was an aerospace engineer who fell in love with data science — I completed General Assembly's Data Science Immersive in 2021 and never looked back.
My mission is to combine two lifelong passions: investing and applied mathematics. When I'm not pricing derivatives or building trading strategies, you'll find me following global macro markets, playing rugby, or cheering for Onosato in sumo.
HFT strategy analysis with order book simulation, microstructure modeling, and backtesting framework implementation.
Swap curve bootstrapping, IRS pricing, forward swaps, no-arbitrage forward pricing with collateralised rates. Vasicek, Ho-Lee, Hull-White short rate models and convexity correction.
Binomial trees, Brownian motion simulation, exotic option pricing via Monte Carlo, Carr-Madan model-free pricing, SABR calibration, Black-Scholes dynamic hedging with tracking error analysis.
Portfolio optimization using FinRL and stable-baseline3 with PPO. Efficient frontier analysis and Monte Carlo simulations for allocation strategies.
TF-IDF, CountVectoriser, and RandomForest-based classification on Reddit posts. End-to-end NLP pipeline with sklearn.
Singapore HDB resale price analysis using RandomForest regression, K-clustering, and difference-in-difference modeling. Interactive Tableau dashboard.
Object-oriented options pricing framework in C++. Implements various payoff structures and pricing models with clean OOP architecture.
Daily batch pipeline that scrapes FinTwit, Reddit, news RSS feeds, and market data to score global macro sentiment using VADER and FinBERT. Results are stored in SQLite and published as a live dashboard via GitHub Actions.
Auto-updates daily via GitHub Actions. Sources: FinTwit (Nitter RSS), Reddit, News RSS, Yahoo Finance.