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Work Background
BarityQuantitative Trader
Jan. 2023Algorithmic Trading Development:
• Designed and implemented trading algorithms using Python and Rust, focusing on high-frequency trading and market-making strategies.
• Developed advanced quantitative models, including Kalman Filter and Augmented Dickey-Fuller (ADF) models, to analyze and forecast market trends.
Data Integration and Analysis:
• Integrated and processed large datasets through APIs and WebSocket data streams to inform trading decisions.
• Performed rigorous backtesting and validation of trading models to ensure robustness and reliability under various market conditions.
Risk Management:
• Built and maintained risk models such as Value at Risk (VaR), Monte Carlo simulations, and liquidity risk models to manage and mitigate financial risks.
• Conducted advanced statistical analysis on market data, including volatility, correlations, and returns’ distribution.
Technology and Tools:
• Proficient in Python for data analysis, model development, and automation.
• Leveraged Rust for performance-critical components of trading algorithms.
Reporting and Visualization:
• Developed dashboards and reporting tools to provide real-time insights into trading performance and risk metrics.
• Communicated complex quantitative analysis and trading results to stakeholders through detailed reports and presentations.
Grant & CoBusiness Analyst
Nov. 2022 - Feb. 2023
VentiaAdministration
Jun. 2022 - Nov. 2022
VPS Securities JSCInvestment Consultant
Oct. 2020 - Oct. 2021Hanoi, Hanoi, Vietnam
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