Experienced quantitative strategist with data science skills; experience and knowledge of: • Rules-based portfolio and index construction, optimization and strategy backtesting; • Multi-factor and risk-factor modelling, performance attribution, asset allocation models, • Statistical arbitrage e.g. pairs trading, index arbitrage; • Building machine learning algorithms with spacious domain knowledge; Traditional experience and knowledge base includes: • Fundamental research, banking analyst and equity strategist; • Institutional sales and trading; • Corporate finance: bond issuances, equity loans, IPO/SPO underwriting; • International business development: bank M&A business plans, business models, due diligence; • Project finance: hospital, natural gas and electricity distribution privatizations, corporate and commercial loans; My programming skills include: • Working knowledge in R, Python, VBA & Excel, currently advancing in Julia and SQL, PostgreSQL, Tableau;