Zack Sun

Multi-Asset Trader

About

Holding an MSc in Quantitative Finance from the National University of Singapore and a BSc from a top 30 Chinese university, I bring 2 years of experience as a trader and a risk manager in Shanghai. As an execution trader, I executed repo, bond, fund, and ETF trades across 5+ client portfolios, managed liquidity, optimized execution timing, and enhanced returns while adhering to mandate constraints. My technical skills include multi-tasking under pressure, advanced financial modelling and Python programming, demonstrated by a track record of developing and implementing practical tools that enhanced workflow efficiency. I am now targeting a position in the UK where I can leverage my quantitative finance background and practical trading and risk managing experience. I currently hold a valid 4 years UK dependant visa, granting full work rights with no restrictions. Welcome to contact me. zacksunhnu1@163.com.

Country

China

City

Shanghai

Industry

Financial Services

Skill

Portfolio Analysis, Middle Office Operations, Trade Support, Microsoft Excel, STEM, Fixed-Income Investing, Interest Rates, Mathematics, Attention to Detail, Finance, Quantitative Analytics, Financial Markets, Communication, Statistics, Derivatives, English, Python, 雅思考试

Experience

Multi-Asset Trader

CGB Wealth Management

2024-8 - Present · 2 yrs 2 mos

上海市, 中国

1) Interbank Cash Trading: Responsible for daily repo lending & borrowing of 4 billion CNY accounts. Demonstrated proficiency in assessing price trends, with the capability to deliver actionable insights to investment managers on optimal trading timing and tenor. Developed a collateral management tool by using VBA. 2) Bond Trading: Focus on the majority of Chinese bond categories. Assisted investment managers in bond selection and review. Efficiently and stably completed the bond trading tasks in the interbank exchange. 3) ETF, Fund, Deposit and SPV management: ·Responsible for the subscription and redemption of ETFs and mutual funds. Developed a Python-based tool to batch-compare subscription fees across various distribution channels, delivering substantial reductions in transaction costs and compliance risks. ·Oversaw contract negotiation, legal review and execution, including account opening, deposits, custody, and SPV services. 4) Data Analysis, Processing and Reporting: Utilised Python to develop automated tools for streamlining complex tasks, including funds position analysis, daily transaction ledgers, and regulatory reporting. Additionally, created a chat analysis tool to batch-process bond listings and quotation frequencies, delivering substantial efficiency improvements. 5) Quantitative and Qualitative Market Research: ·Consistently engaged with research reports, building a robust knowledge base of equity and bond markets. ·Wrote code to reproduce quantitative strategy research reports in the industry. Replicated and backtested a momentum signal strategy outlined in a research reports, followed by targeted optimization to enhance performance. ·Over-the-counter bond arbitrage strategy: Developed a web crawler tool to extract OTC bond quotes from multiple banks. Leveraging the latency characteristic of OTC bonds' low-frequency quotes, the tool automatically identified arbitrage trading pairs.