Woon Jeng Siow

Product Engineer

Singapore, Singapore, Singapore4 yrs experience

Most Likely To Switch

Key Highlights

Expert in quantitative trading strategies development.
Proficient in Python and C# for trading applications.
Strong background in financial modeling and optimization techniques.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and data analysis.

Contact

woonjeng@gmail.com LinkedIn

Skills

Core Skills

PythonQuantitative TradingData PipelinesC#Financial ModelingOptimizationSql

Other Skills

PostgreSQLNinjaTraderMySQLMongoDBMonte Carlo SimulationMetaheuristicsVBAExcelR (Programming Language)HTMLCascading Style Sheets (CSS)Data CleaningData AnalysisLaTeXBacktesting Strategies

About

https://github.com/W-Jeng

Experience

Phillip securities pte ltd

Quantitative Developer/Analyst (Proprietary Trading)

Jan 2024 – Present · 2 yrs 2 mos · Singapore · On-site

Develop and maintain core Python libraries supporting the full trading strategy lifecycle, including research, backtesting, and event-driven live trading systems.
Build data pipelines for live trading strategies; led a PostgreSQL project, collecting over 100M historical intraday data points from the Reuters/LSEG data platform.
Collaborate closely with traders to develop and maintain market making and alpha-taking strategies; responsible for the full development cycle.
Research, develop, and deploy quantitative trading strategies.

PythonPostgreSQLData PipelinesQuantitative Trading

Cross light capital

Quantitative Trading Analyst and Developer

Mar 2022 – Jan 2024 · 1 yr 10 mos · WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

Conduct research and backtest trading strategies using C# in NinjaTrader 8 and Python.
Build and improve infrastructure on live trading software, operations, and backtesting system.
Utilised MySQL and MongoDB to manage stock data and external factors for live strategies.
Assist in monthly/quarterly reporting activities using automation via Python and HTML/CSS.

C#NinjaTraderPythonMySQLMongoDBQuantitative Trading

Universiti putra malaysia

Research Assistant

Feb 2020 – Dec 2020 · 10 mos · Putrajaya, Putrajaya Federal Territory, Malaysia

Investigated recent advancements and possible research topics in Mathematical Finance.
Published a review article on the current development in rough volatility modelling specifically on rough Heston model.
Modified and improved a certain numerical method that can accurately and efficiently approximate a certain equation that is used in option pricing under rough Heston model.
Developed an efficient approximation formula for pricing option under rough Heston model.

Financial ModelingMonte Carlo Simulation

Sunway university

Research Assistant

Aug 2018 – Jan 2019 · 5 mos · Petaling Jaya, Selangor, Malaysia

Extended my Final Year Project to a research project by considering different operators in Genetic Algorithm, an evolutionary algorithm inspired by the process of natural selection.
Implemented Harmony Search Algorithm, a phenomenon-mimicking metaheuristics algorithm inspired by improvisation process. Further improved by considering different improvisation techniques.
Implemented Whale Optimization Algorithm that mimics the hunting mechanism of humpback whales in nature. Further improved by developing accelerating convergence feature.

OptimizationMetaheuristics

Hannover re

Data Analyst, Intern

Dec 2017 – Mar 2018 · 3 mos · WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

Learned SQL language to manage database.
Performed data cleansing and analysis using SQL, VBA, and Excel.
Learned reinsurance and performed ad-hoc research on travel insurance premium for different companies.

SQLVBAExcelR (Programming Language)