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Wing Hung  Tai

Wing Hung Tai

London, Greater London

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About Wing Hung Tai:

quantitative analyst, programmer, python, c++

Experience

• ensure c++ XVA libraries are capable of handling libor demise to risk free rates such SOFR in collaboration with Independent Price Verification (IPV) and product control teams.
• developed python scripts or C++ code for financial reportings such as the market implied calibration report, optional break analysis, right based triggers adjustments that serves the IPV and product control teams.
• performed time series analysis that impacted on PVA Recovery Rate using K means clustering and linear regression on liquidity, CDS spreads, credit rating and other pertinent factors. This analysis serve as an explanation to queries from auditors and European Regulators.

Education

2018Commence distance learning course in MSc Finance (Quantitative Finance), University of London
2009Master in Business Administration, full time, Cambridge University, St Catharine's College. 
 Master of Science in Industrial Engineering, Operations research. National University of Singapore.
 Diplôme d'ingénieur degree (Master of Science equivalent), Institut National des Télécommunications, France; full time. 
Grande Ecole Francaise, funded by a 6 years scholarship from the Public Service Commission.

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