BNP Paribas
Title: AVP, Lead Data Engineer
- Developed and maintained data ETL models to support local regulatory reporting requirements across APAC regions, ensuring compliance with regional financial standards and accurate data processing for reporting purposes.
- Tech Stack: Python, Oracle Sql, Autosys, Altryx
Project:
OFS migration
- Participated migration of the existing data platform to a new system, integrating data feeds from the new upstream system at Head Office (HO), which involved redesigning dynamic configurable data pipelines(from different upstream systems), optimizing performance, and minimizing downstream impacts.
China Construction Bank (Asia)
Title: Manager, System Analyst ( Data Warehouse Team )
- CCBA Data Warehouse Team is a FinTech team that focuses in Data ETL for AML systems and Regulatory Reporting systems etc.
- Collaborated closely with Finance Department and Operation Teams such as transaction bank and credit card department to leveraging business knowledge to drive project process
- Tech Stack: Python, Hadoop, Spark, Oracle Sql, Oracle Data Integrator
Project:
New Basel III Moody System
- Led the development of the New Basel III Moody system, focusing on ETL processes to calculate Bank Capital Adequacy Ratio (CAR) and Risk Weighted Assets (RWA). Delivered high-quality, testable code using Python and core libraries such as Pandas, NumPy and PySpark.
- Designed and implemented data flow and system architecture for the ETL system utilizing the Hadoop Ecosystem and Oracle technologies, ensuring effective management of large datasets.
- Migrate Oracle stored procedure packages and ODI (Oracle Data Integrator) into python-based big data framework, enhancing performance and scalability.
Cloud Migration
- Participated in the cloud migration project, migrate on-premise solutions into Hua Wei cloud, converted Oracle stored procedures into PostgreSQL/MySQL, employing self-built Python and database framework to realise multi-thread supporting workflows.
Sapientia Technologies Limited
Title: Quantitative Developer
Sapientia is an intra-day trading hedge fund specified in CTA strategies
Stack: Python, Hadoop Ecosystem, AWS Tools
Project:
Portfolio Model building and backtesting
- Contribute to Futures Portfolio signals to capture market trends using OLS and Long Short Model based on alternative dataset. Data ETL, EDA and data scraping
- Contributed to the development of a data aggregation tool / pipelines used to relate and aggregate several financial vendor feeds namely providing alternative dataset ( sentiment analysis)
- Using distributed and parallel methods for databases development, updates and production check and send real-time alerts.
AWS applications
- Accomplishing s3 cross-account, cross-region synchronisations making use of SQS
Cash I/O management system
- An internal web platform based on bootstrap UI framework, frontend with HTML/CSS/JS, RESTful API with python and backend with Apache, MySQL and MongoDB.
The Hong Kong Applied Science and Technology Research Institute
Title: Wireless Algorithm Engineer
Project:
LTE / 5G Projects
- US patent: US11057159B2
- Providing algorithm design for physical channels for 4G base station system and providing relevant fixed-point design documents.
- Providing relevant algorithm references.
- Developing in CRAN platform for the 5G base station system. (c language)
Hong Kong University of Science and Technology
MSc in Electronic Engineering
- GPA:3.76/4.3
- Main courses: Signal Analysis and Pattern Recognition, Embedded System(Java), Digital Communication, Image and Video Signal Processing, Advanced Computer and Networking Architectures.
Ocean University of China
B.S of Ocean Technology, College of Information Science and Engineering
- GPA:85.12/100
- Main courses: Probability Theory and Mathematical Statistics, Advanced Mathematics I-1, I-2, Methods of Mathematical Physics, C++ Program Design, Linear Algebra.