About Wing Hung Tai:
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
2018 | Commence distance learning course in MSc Finance (Quantitative Finance), University of London |
2009 | Master 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. |
Professionals from different sectors near London, Greater London
Other users who are called Wing Hung
Jobs near London, Greater London
-
Teacher of Science
1 day ago
Cumberland United KingdomClosing date for applications: Monday 13 May 2024 · Employer:Cumberland Council · Part-Time Teacher Of Science · Maternity Cover · Part Time (0.8 FTE over 4 days) · Required for September 2024, a well-qualified, outstanding classroom teacher to join our highly successful 11-18 ...
-
Compound Operative
3 days ago
Igloo Tilbury, United Kingdom ContractCompound OperativeLocation: Tilbury, EssexShifts: Monday – FridayHours: 8:00-16:30PAYE Pay Rate: £11.74 p/hIgloo are recruiting for compound operatives to work for a leading car manufacturer at their distribution centre at the Tilbury Docks.The Role:Within the compound operative ...
-
Early Career Teachers
5 days ago
Wycombe Abbey High Wycombe, Buckinghamshire, United Kingdom Part timeThe following content displays a map of the jobs location - High Wycombe · Wycombe Abbey has its own pay scale which compares favourably with other independent schools and is well above that of the maintained sector · Full-time or Part-time · Teaching · Sport · Wycombe Abbey ...