alex B.

Product Manager

Hong Kong, Hong Kong SAR13 yrs 5 mos experience

Highly Stable

Key Highlights

Expert in quantitative research and derivatives pricing.
Led high-frequency trading and market-making initiatives.
Strong programming skills in Python and C++.

Stackforce AI infers this person is a Quantitative Research Expert in Fintech with strong programming capabilities.

Contact

Skills

Core Skills

Quantitative ResearchDerivativesQuantitative AnalyticsEquity Derivatives

Other Skills

BlockchainC++Exotic DerivativesGitHFTInterest Rate DerivativesMFTMachine LearningOptions PricingPandas (Software)Python (Programming Language)QuantLibQuantitative InvestingStructured Productscrypto

About

director of quant research delta1 and options quant research,quant trading, derivatives pricing (crypto, equity, rates) HFT and MFT

Experience

Nda

Quantitative Researcher

Jun 2023 – Dec 2023 · 6 mos · Hong Kong SAR · Remote

build and lead quant research team, HFT and MFT, crypto and equity d1 and options

quant researchHFTMFTcryptoequityoptions+2

Crypto.com

Quantitative Researcher

Oct 2020 – Sep 2022 · 1 yr 11 mos · Singapore · Hybrid

led derivatives quant research team

Derivatives

Nomura

Quantitative Analyst

Jul 2016 – Sep 2020 · 4 yrs 2 mos · London Area, United Kingdom

cross asset derivatives, time series models

Python (Programming Language)Equity DerivativesInterest Rate DerivativesQuantitative AnalyticsDerivatives

J.p. morgan

strat

Jul 2014 – May 2016 · 1 yr 10 mos · London Area, United Kingdom

equity derivatives

Python (Programming Language)Equity DerivativesQuantitative Analytics

Kpmg

Quantitative Analyst

Feb 2011 – Jan 2014 · 2 yrs 11 mos · Madrid Area, Spain · On-site

pricing equity, rates derivatives from term sheets , c++ /python derivatives pricing library development

Python (Programming Language)C++Quantitative AnalyticsDerivatives

Bankia

Quantitative Analyst

May 2009 – Oct 2010 · 1 yr 5 mos · Madrid Area, Spain · On-site

equity and rates derivatives pricing library

Python (Programming Language)Equity DerivativesC++Quantitative Analytics

Merrill lynch

Quantitative Analyst

Feb 2004 – Sep 2004 · 7 mos · London, United Kingdom · On-site

equity index derivatives desk

Equity DerivativesC++Quantitative Analytics

Calyon

Quantitative analyst

Mar 2003 – Oct 2003 · 7 mos · London, United Kingdom

equity derivatives

Equity DerivativesC++Quantitative Analytics

Ecole normale supérieure

Statistical Physics Dpt Intern

Apr 2002 – Jul 2002 · 3 mos · Paris Area, France

Developed research platform for modeling multi-agent "costly signalling" system

C++

Education

École Polytechnique

Engineer's Degree

Pierre and Marie Curie University

DEA — Probabilite et Finance

Saint Petersburg State University

theoretical physics

Universidad de Salamanca

Physics

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