Kelvin D.

CEO

London, England, United Kingdom7 yrs 3 mos experience
Most Likely To Switch

Key Highlights

  • Over 10 years of experience in quantitative finance.
  • Expertise in equity delta one and derivatives pricing.
  • Strong programming skills in Python and C++.
Stackforce AI infers this person is a Quantitative Finance expert with a strong focus on derivatives and risk management.

Contact

LinkedIn

Skills

Core Skills

Quantitative FinanceCorporate TreasuryCredit ResearchEquity ResearchQuantitative AnalysisRisk ManagementDerivatives TradingSoftware Development

Other Skills

Asset and Liability ManagementBarrier optionsBondsBorrow CostCDS add-on model implementationCVACash and Collateral StratsCommodity DerivativesCounterparty Credit Risk ModelsCredit AxesCredit Prime FinanceCredit RepoCross Asset PricingData pipeline ETLDelta1

About

More than 10 years of experiences as a quantitative analyst/strats in multiple roles on Wall Street with speciality in equity delta one, prime finance and corporate treasury, systematic trading and derivatives pricing. Programming: Python, C++, C#, SQL, q/KDB, R, VBA, Matlab.

Experience

Goldman sachs

Corporate Treasury Quantitative Strat- Executive Director

Jun 2024 – Present · 1 yr 9 mos · London Area, United Kingdom · On-site

  • Cash and Collateral Strats - Repo, Loans, Deposits，Bonds, Fixed Income
Cash and Collateral StratsRepoLoansDepositsBondsFixed Income+2

Bnp paribas cib

Quantitative Researcher - Vice President

Jul 2023 – Apr 2024 · 9 mos · London, England, United Kingdom

  • Global Markets Quantitative Research - Credit Prime Finance
  • Credit Repo, TRS on bonds, Margin Loan, PnL Computation, Credit Axes, Market Colour, Data pipeline ETL
Global Markets Quantitative ResearchCredit Prime FinanceCredit RepoTRS on bondsMargin LoanPnL Computation+5

Jpmorgan chase & co.

Quantitative Researcher - Associate

Jul 2021 – May 2023 · 1 yr 10 mos · London, England, United Kingdom

  • QR Prime Finance, Delta1 (index futures, total return swaps on indices, custom basket and single stock), Equity Financing,Synthetic Trading, Dividend Curve , Borrow Cost, Index Replication, Repo
QR Prime FinanceDelta1index futurestotal return swaps on indicescustom basketsingle stock+8

Nomura

Quantitative Analyst

Jun 2020 – Jun 2021 · 1 yr · London, England, United Kingdom

  • Model Validation - Counterparty Credit Risk Models, CVA
  • (Monte Carlo Simulation)
Model ValidationCounterparty Credit Risk ModelsCVAMonte Carlo SimulationQuantitative AnalysisRisk Management

Rbc

QIS Structuring Strat Analyst

Jun 2019 – May 2020 · 11 mos · London, England, United Kingdom

  • Equity Derivatives Quantitative Investment Strategies, Systematic Trading, Investible Indices. Momentum, Volatility Carry Strategies etc.
Equity DerivativesQuantitative Investment StrategiesSystematic TradingInvestible IndicesMomentumVolatility Carry Strategies+2

Piper sandler

Software Engineer (Rapid Application Developer)

Jun 2018 – Nov 2018 · 5 mos · New York, New York, United States

  • Transaction Cost Analysis, Execution (Received Full Time Offer)
Transaction Cost AnalysisExecutionSoftware DevelopmentQuantitative Analysis

Numerix

Quantitative Support

Mar 2018 – May 2018 · 2 mos · New York, United States

  • Cross Asset Pricing
Cross Asset Pricing

Four elements capital pte ltd

Quantitative Researcher

May 2017 – Jul 2017 · 2 mos · Singapore

  • Commodity Derivatives Volatility Strategies
Commodity DerivativesVolatility Strategies

Axa

Hedging Analyst Trainee

Jan 2016 – Jan 2017 · 1 yr · Singapore

  • Variable Annuities Asset and Liability Management
Variable AnnuitiesAsset and Liability Management

Dbs bank

Quantitative Analyst

Dec 2014 – Apr 2015 · 4 mos · Singapore

  • FX Exotics (Barrier options) Pricing Model Review
  • CDS add-on model implementation
FX ExoticsBarrier optionsPricing Model ReviewCDS add-on model implementationQuantitative AnalysisRisk Management

Education

Baruch College

Master's degree — Financial Engineering

Jan 2017 – Jan 2019

University of Oxford

Mathematical and Computational Finance

Jun 2016 – Aug 2016

National University of Singapore

Master's degree — Quantitative Finance

Jan 2014 – Jan 2015

Central University of Finance and Economics

Bachelor's degree — International Finance

Jan 2010 – Jan 2014

National University of Singapore

Bachelor's degree

Jan 2012 – Jan 2013

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