Quant AI Specialist @ Premialab
Building intelligent systems for financial markets
Factor modeling, alpha research, and portfolio risk analytics for equity and derivatives strategies.
NLP, time-series forecasting, and RL for signal generation, portfolio optimization, and market microstructure analysis.
Production-grade quant infrastructure: backtesting engines, large-scale compute systems, real-time execution systems, and risk management systems.
Organizer of Hong Kong ML Meetups. Bi-monthly sessions on applied ML in finance.
I'm a quantitative developer and researcher with experience in equity space and equity derivatives. Currently working as a Quant AI Specialist at Premialab, responsible for developing in-house computational/quantitative tools and enriching the firm's products with AI and ML.
In my free time, I replicate academic papers, build full-stack applications, and cook for my family and friends.
Academic publications and applied research in quantitative finance and machine learning
Quantitative analysis, trading strategies, and market research
Interested in collaboration, research, or just want to chat about quant?
Limited Availability
I offer technical consulting on systematic trading infrastructure, quantitative research methodologies, and portfolio analytics.
Schedule a ConsultationThis is technical consulting only. I do not provide personalized investment advice, manage assets, or make specific buy/sell recommendations.