Working under Professor James O’donovan on portfolio sorting methodology replication and research infrastructure modernization.

• Replicated portfolio sorting methodologies
• Migrated legacy Stata research codebase to Python with a verification harness that compares portfolio returns and factor series to the original Stata outputs within tight tolerances
• Implemented modular data processing and portfolio formation pipelines with reproducible configuration and logging
• Code and documentation: GPS Research

Assisted in quantitative research supporting TC forecasting operation for the Hong Kong Observatory, under Dr. Ivan Au Yeung and Professor Chu Chi Wing.

• Conducted literature review
• Neural ODE modelling using GPU-capable JAX based library
• Parameter tuning to optimize performance

• Conducted quantitative analysis on over 10 U.S. and European interest rate products across major derivatives exchanges.
• Developed algorithmic trading logic and operated on time series database with MongoDB and Timescale DB for trading efficiencies. bit.ly/oakcean
• Interest rates derivatives and monetary policies
  Brief Presentation deck: bit.ly/Monetarypolicyreport
• Quant development database optimization
  Brief Presentation deck: bit.ly/quantdevreport

Responsibilities include:

• Conducted API system integration for ETL pipelines, enhancing data processing efficiency
• Implemented feature engineering and modeling techniques for gold lead identification and conversion
• Led and 100% delivered 2 legacy code conversion projects: National ID library and BI Dashboard local DAX to cloud Python infrastructure
• Successfully replicated the R library “IDCard” with improved functionality
• Streamlined data workflows between legacy systems and modern cloud infrastructure bit.ly/axahkreference

Key Projects:

• R library “IDCard” replication
  View Project

• Developed automation pipelines and calculators to streamline the corporate onboarding process using VBA, reducing manual filling time by over 3 minutes per person.
• Assisted in research for over 30 companies, including listing companies, offshore and open-end funds, focusing on organizational structure, shareholder relations and AML procedures. bit.ly/hangsengsean

• Developed automation pipeline for hedge fund legal documentation using VBA and Google Cloud Platform’s Data management and AI solutions.
• Implemented data parsing and database management with Python, SQL, and Vertex AI, integrating machine learning OCR into legal data ETL pipelines. bit.ly/altquest
• Project: Autodoc 3000 YouTube Demo (Available Upon Request)

• Achieved a 61.5% closing ratio in the peak year, in a prospect base of 13 leads generated from scratch.
• Conducted U.S., China, New Energy and Green sector researches with Bloomberg Terminal and created compelling pitch decks.
• Applied investment and risk management strategies towards the portfolio of U.S. investor on Hong Kong index and China funds. bit.ly/Licencerecord

• Completed market intelligence research on Fintech and Green Finance sectors, with 3 researches published on the International Trade Administration. bit.ly/U_s
• Projects:
  • Hong Kong Carbon Market Opportunities
  • Hong Kong Demand for EdTech
  • Hong Kong Education Technology