Quant - Credit Algo Trading, HSBC hsbc logo

July 2022 - Present

  • Building towards an in-house pricing model for all Global IG and EM (USD) Algo Trading

Junior Analyst - FX Options Trading, HSBC hsbc logo

May 2021 - July 2021

  • Designed a Production Credit (PC) calculation framework to better represent the value of client flow in FX option trades
  • Created a novel half-life exponential decay model that accurately captured PC for various aggregate P&L profiles
  • Collaborated with a team of e-trading quants to integrate the analysis into AI Markets, an NLP analytics chat-bot