Jeffrey Ng

Quantitative Researcher Intern

Polymer Capital•  June 2024 - Present•  Hong Kong SAR

1. Engineered 100+ features for financial models, including stochastic discount factor, by applying theories from Financial Economics, Behavioral Finance, and Statistics to daily and minute-level market data. 2. Implemented a market-neutral strategy that achieved an 8% annual return and a Calmar ratio of 3 in 10-year backtests, by developing a stock evaluation model using statistical techniques and 500+ features.

Financial Engineering Intern

Numerix•  October 2023 - March 2024•  Hong Kong SAR

Provided tailored technical support and addressed client inquiries from hedge funds and broker firms, ensuring the accurate application of Numerix products under varying terms and conventions.