

Wing Hung Tai
London, Greater LondonAbout 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. |
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