P

Patricia Chen

CEO

Singapore, Singapore20 yrs experience
Most Likely To SwitchAI Enabled

Key Highlights

  • Expert in algorithmic trading and quantitative finance.
  • Proven track record in trading interest rate derivatives.
  • Strong research background in biological physics.
Stackforce AI infers this person is a Fintech expert with strong quantitative and trading capabilities.

Contact

Skills

Core Skills

Algorithmic TradingQuantitative FinanceInterest Rate DerivativesTradingDerivativesResearchMathematical Modeling

Other Skills

AICC++Client OnboardingData AnalyticsDerivatives TradingFinite Element AnalysisHigh Frequency TradingInterest Rate OptionsLiquidity SourcingMachine LearningMarket Micro StructuresNumerical SimulationOptions TradingPredictive Analysis

About

Machine learning, AI, predictive analysis, data analytics, market micro structures, high frequency trading, options trading, algorithm, algorithmic trading, regression Marco trading, derivative trading, investor solutions, interest rate derivatives, emerging markets, liability hedging, corporate risk exposure management, interest rate derivative trading and modeling. Algorithmic trading, quantitative research Programming: Python, R, Matlab, C, C++ Finite Element Analysis, Stochastic Calculus, Numerical Methods.

Experience

Jump trading, llc

Algorithmic Trader

Jun 2013Present · 12 yrs 9 mos · Singapore

Algorithmic TradingQuantitative ResearchQuantitative Finance

Goldman sachs

Executive Director

Apr 2011Jun 2013 · 2 yrs 2 mos · Hong Kong SAR

  • Traded interes rate options in New York and Hong Kong. Responsible for USD interest rate options business in Asia.
  • Traded US treasury options, treasury future options, swaptions, and exotic options.
  • Built infrastructures for the desk, including relative value analysis tool kit, volatility skew analysis tool kit, and etc.
  • Worked with sales to onboard new clients for the team, responsible for product knowledge training, liquidity sourcing, and idea pitching for new clients.
Interest Rate OptionsTreasury OptionsVolatility AnalysisClient OnboardingInterest Rate DerivativesTrading

Barclays capital

AVP

Jul 2009Aug 2010 · 1 yr 1 mo · Singapore

  • EM Asia Derivatives Trading,
  • Traded Asia Interest rate option book -- both vainilla and exotics options.
  • Made market on vanilla interest rate options, generated macro based trade ideas and trade recommendations. Pitched various trades to fast money investors. Analyzed risks for various trade ideas and structures. Responsible for day to day position taking and pnl performance.
  • Designed various structures for yield seeking investers. Performed analysis and sourced liquidity for various exotic structures.
Derivatives TradingRisk AnalysisLiquidity SourcingDerivativesTrading

Lehman brothers

Summer Senior Associate

Jul 2008Aug 2008 · 1 mo

  • Summer Senior Associate in Credit Derivative Trading and Structuring-- Hong Kong SAR
  • Summer Senior Associate in Hybrid Trading-- Tokyo, Japan

Cafe gato rojo

Student Manager

Apr 2007Jun 2008 · 1 yr 2 mos · Cambridge, MA

  • Co-managed campus cafe for Harvard University Graduate school.
  • Employed a staff of around 40 undergraduate students. Coordinated daily cash flow, ordering of stocks, hiring and training staff, hosting events, and maintenance of facilities.

Harvard university

Research Fellowship

Aug 2005Aug 2009 · 4 yrs · Cambridge, MA

  • Conducted research on physical sciences. Studied theory of biological physics. Employed statistical method, mathematical derivation, and numerical simulation to analyze molecular evolution and thermal adaptation. Published several research papers in major academic journals.Publications received positive feedback from media.
Statistical MethodsNumerical SimulationResearchMathematical Modeling

Education

Harvard University

PhD — Physics

Jan 2004Jan 2009

University of Science and Technology of China

B.S. — Physics

Jan 2000Jan 2004

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