Quant Researcher · Singapore · NUS '28
Patience, Humility, Dedication.
Math × CS × QF at NUS.
Finding alpha in the noise.
// about
I'm a Year 2 student at NUS majoring in Mathematics (Operations Research & Data Analytics) with a second major in Computer Science and a minor in Quantitative Finance. Enrolled in the NUS College, Special Programme in Mathematics, with exchange at King's College London.
During the day I'm doing quant research and fintech development. After hours: hip-hop, piano, basketball, lifting weights, Go.
My track record spans WorldQuant (alpha mining, US + CN equities), Heritage Capital (high-frequency algo + DeFi), Eureal (ETF/index options), and Optiver's FutureFocus program — where I built up the fundamentals of options trading and excelled in challenges.
University
NUS · BSc(Hons) Mathematics
Standing
First Class Hons (Highest Distinction)
Exchange
King's College London (SEP)
CAP
4.63 / 5.00
Coursework
Fundamental QF · Probability · Stochastic Processes · Numerical Analysis · DSA · AI Planning · Software Engineering
Outside the markets
Basketball · Piano · Hip-hop beats · Go · Weights
Languages
English · Mandarin
Based in
Singapore 🇸🇬
// experience
Jun 2026 – Present
BRAIN Research Consultant
WorldQuant · Contracted & Compensated
Developing institutional-grade equity alphas across US and CN markets using 125,000+ data fields — price-volume, fundamentals, options, and NLP news-sentiment. Systematically mining and refining alphas to meet live thresholds: Sharpe > 1.25, Fitness > 1, sub-universe Sharpe > 0.66, turnover, etc.
May 2026 – Present
Agentic AI Developer
Heritage Capital Management · Intern
Developed agentic AI chatbot for ETF and structural product investment recommendations for clients. Built an agentic AI mobile app for planning credit card payment choice to maximise rewards — formulated as a multi-period MILP optimizer using PuLP by COIN-OR.
May 2026 – Present
Quantitative Researcher
Heritage Capital Management · Intern
Researching trend-following-with-seasonality, Johansen-contrarian strategies, vol prediction and portfolio optimization. Implementing Deep Momentum Network with Changepoint Detection using LSTM and transformer. Extracting blockchain data on perpetual futures and spots from Hyperliquid API for prediction and algo trading strategies.
Dec 2025 – Jan 2026
Quantitative Researcher
Eureal Investment · Intern
Implemented gamma scalping on index and ETF options using dynamic rehedging thresholds optimized for transaction costs, enhanced with dynamically computed VIX and SKEW for volatility regime adaptation.
Jan 2025 – Present
Quantitative Reasoning & Computation Clinic Assistant
NUS College · Part-time
Providing guidance to students on statistics and data reasoning — building foundational skills in quantitative thinking. Facilitating individual and group sessions, channelling queries into structured discussions to deepen conceptual understanding.
Aug 2025 – Apr 2026
Quantitative Researcher
NUS Investment Society · QF Department
Received structured training in investment fundamentals, strategy robustness, model optimization, and alpha discovery. Calibrated jump-diffusion and Heston parameters to market option data with assessment of hedging performance vs. Black-Scholes delta hedging. Explored trend-following, contrarian, and ML-driven alpha strategies. Completed semester project: EMOT-Guided Leverage Management via Market-Consistent Path Measures.
Aug 2025
Quantitative Research Participant
Optiver · Trading & Research FutureFocus Program
Top 5 finisher across trade-athon, commodity trading, algo trading among 26 participants. Researched volatility forecasting — GARCH / HAR / LSTM vs. implied vol — and backtested delta-neutral strategies including straddles, variance swaps, and volatility arbitrage under high-frequency execution on Optibook.
// research
Deep RL · Hedging · Active
Deep Reinforcement Learning for Cost-Optimal Option Hedging
PPO-based deep hedging framework reducing transaction costs while maintaining hedging accuracy. Custom OpenAI Gym environment with realistic market microstructure; trained on 50,000+ simulated episodes across volatility regimes, with emergent no-trade zones that optimize rebalancing frequency vs. hedging error.
Stochastic OT · Leverage · Complete
EMOT-Guided Leverage Management via Market-Consistent Path Measures
Dynamic leverage system for QQQ via Entropic Martingale Optimal Transport — recovering RND from live options chains via Breeden–Litzenberger, calibrating a Schrödinger bridge path measure, and deriving ever-drawdown probabilities as a proportional leverage rule. Benchmarked against passive QQQ, historical CVaR, and GARCH(1,1) signals, demonstrating superior Sortino ratio, Max DD, and Calmar ratio.
View Report →Meta-Learning · Algo Optimization · UROP · Active
Isomorphic Dataset for Algorithm & Parameter Optimization
Introduced an isomorphism-quotient framework for meta-learning that uses exact functional-graph invariants of nearest-neighbor datasets as principled meta-features; reframing synthetic-data coverage as covering isomorphism classes to bound the minimum meta-dataset size. Building a benchmark aiming to show they outperform standard statistical meta-features for algorithm selection.
Causal Inference · Published
IPW & Doubly Robust for ITE Estimation on Sepsis Antibiotics
Causal inference framework with pseudo-mini-batch re-weighting to mimic RCTs. Applied IPW + DR estimator on ~100K real-world EHR records; model-recommended antibiotic timing narrowed 30/60-day mortality gap below 3%. Published in Applied and Computational Engineering.
Read Publication →// projects
AI · Fintech · SingHacks
AI-Powered Conversational Travel Insurance Assistant
Agentic AI concierge automating policy comparison and in-chat purchase via WhatsApp/Telegram in a multi-agent Manager–Worker architecture. XGBoost claims risk scoring engine combining actuarial factors; document intelligence pipeline converting raw PDFs to structured taxonomy.
View Repo →Oral History · GIS · Community
Urbanization of North Penang & Case Studies of Paramount Fishermen
Documented oral histories, cultural practices, and socioeconomic impacts of land reclamation through community collaboration. Designed and launched an interactive cultural map visualizing reclaimed-coastline impacts, with multimedia exhibits. In partnership with NGO JEDI.
View Website →// stack
// awards & certs
MCM Finalist — Global Top 25
The Mathematical Contest in Modelling · 2025
Jane Street Estimathon — 3rd Place
Jane Street · NUS
British Physics Olympiad — Gold Award
BPhO
AMC12 Honor Roll — Global Top 2.5%
American Mathematics Competition
WorldQuant Challenge — Gold Level
WorldQuant · 2026
Bloomberg Market Concepts & Spreadsheet Analysis
Bloomberg · 2025
Kaggle Certifications: Advanced SQL · Time Series · Feature Engineering
Kaggle · 2025–2026
Akuna Options 101
Akuna Capital · 2026
Quant Pathway Completion
AmplifyMe · 2026
// contact
Or beats. Or basketball. Open to quant, trading, and fintech roles in Singapore, Hong Kong, Shanghai and beyond.