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test
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cz295 committed Nov 16, 2023
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- title: <a href="https://www.repository.cam.ac.uk/items/448eff33-9832-4cfb-b9b6-ade248f19892"><b>Thesis</b></a> A moving mesh method for non-isothermal multiphase flows
contents:
- Incorporated non-isothermal effects into the finite element code (in C) for isothermal multiphase flows;
- Developped a numerical treatment of interface topology change in an adaptive moving mesh system;
- Developed a numerical treatment of interface topology change in an adaptive moving mesh system;
- Examined the accuracy & capability of the numerical method with benchmark tests and designed examples;
- Investigated drop collision and non-isothermal liquid bridge break-up through numerical simulation;
- title: B.S. in Theoretical and Applied Mechanics
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description:
- title: FX STIRT (short term interest rate trading) Quant
contents:
- Analysed FX swap request data and developped a method to identify roll-over trades;
- Analysed FX swap request data and developed a method to identify roll-over trades;
- Implemented post-trade STIR-component aftermath calculation for NDF deals;
- Built a data pipeline from scratch to process the booking data of voice FX & NDF trading;
- Developped a PnL attribution model to measure the value of client flow for voice FX & NDF trading;
- Developed a PnL attribution model to measure the value of client flow for voice FX & NDF trading;
- Improved the STIRT PnL valuation model by including derivatives and futures in risk matching calculation.
- title: FX options quant and trading
contents:
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description:
- title: Equities central risk desk (CRD)
contents:
- Analysted the toxicity of equities flows into CRD and automated reporting of CRD's PnL attribution;
- Analysed the toxicity of equities flows into CRD and automated reporting of CRD's PnL attribution;
- Calibrated the trade volume profile used in the transaction cost model of CRD's portfolio optimisation tool;
- Analysed the execution performance at difference trading venues using pre/post-trade price.

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