Hi,
I'm Kelvin

Responsibilities & Achievements:

• Conceptualized and developed an Angular web application (along with integration of on-premises cloud infrastructure) that automated the expiring process (e.g., auto-call, redemption) of equity structure products for traders, mitigating potential operational risks and streamlining downstream processing by removing the need for human intervention
• Spearheaded the development and maintenance of a sizable codebase for an in-house trade capture system, utilizing C#/.NET WPF, Java, and Scala, that effectively tracks all lifecycle events of a wide range of OTC equity derivatives products (e.g. options, VarSwaps, VolSwaps, and structured products)

Responsibilities & Achievements:

• Designed and invented an internal web application to visualize researching back-test results
• Built and integrated Azure Service Fabric distribution framework into the web application with multiple on-premise clusters, accelerating daily and historical back-testing speed tremendously
• Maintained the on-premise clusters containing over 40 Windows Servers, including dealing with Network traffics, Active Directory and Domain Controller
• Implemented and developed core algorithms in the C#/.NET risk library to integrate new research models
• Provided technical support to the entire quant risk management team, including GIT supports and software supports

Responsibilities & Achievements:

• Designed and built code architecture for the quantitative framework using C#/.NET, including asset definition, asset pricing, margin calculation, data acquisition and back-testing results
• Analyzed the energy futures and options quantitative framework accounts for market risk, liquidity risk and portfolio margining, by generating historical back-test results and PnL (Profit & Loss) results

Responsibilities & Achievements:

• Graded exams, quizzes and weekly homework assignments for over 150 students
• Explained financial concepts, theories and models to students in clear and understandable format
• Proctored midterm and final exams
• Collaborated with course administration and liaison with other TA's

Responsibilities & Achievements:

• Formalized and centralized the fund data by using MySQL database programming extensively, highly improved the efficiency for the data management and I/O management of the company operation
• Designed R programming algorithms (involved algorithm analysis and statistical analysis) to report the missing positions of each fund, reducing manual work efficiently
• Implemented VBA macro algorithms to generate the next available redemption date for each hedge fund without manually counting the notice days, facilitating the redemption process for the hedge fund
• Maintained accurate database output based on different data extraction requirement