Keng Onn Wong

Analyst

First State Super•  November 2016 - January 2019

First State is one of Australia's five largest superannuation (aka pension) funds. I helped develop an in-house platform for systematic (Australian) equity funds management. This platform was used by the quant portfolio managers and research analysts for their day-to-day work, which includes running their R models and conducting backtests. I also helped to set up a continuous build-release deployment process (aka CI/CD) around it using Visual Studio Team Services (now called Azure DevOps). I was also part of the team that supported all the systems used by the wider Investments division. Technologies used: PowerShell, R (and a little C++), SQL (SQL Server), C#, Thomson Reuters QA Direct, Bloomberg, FactSet, git, Azure DevOps, GitHub.

Customer & Revenue Analytics Developer/Modeller

Transport for New South Wales•  May 2016 - August 2016

I helped reduce the time taken to process Opal transactional data. Opal is the smart-card used on the public transport ticketing system New South Wales. The data is processed a week at a time, which is about ~11-12 million rows, 8-9 GB. I was hired to help make the process more efficient and less cumbersome - it was getting unmanageable as time went on. I rewrote the process (which used R scripts) to run directly in the PostgreSQL database instead, using SQL, stored procedures and partitioned tables - the resulting structure and process was more robust and efficient, and required only a few commands instead of frequent manual interventions. Technologies used: Postgres, SQL.

Chief Technology Officer

Neu Media Technology•  June 2015 - November 2015

This was when I joined in my friend’s business venture to sell/customize Enterprise Resource Planning (ERP) systems to small-to-medium organizations. After five months, I decided to throw in the towel due to health issues and stress. Technologies used: Odoo, Linux/Unix.

Senior Analyst

Westpac Institutional Bank•  February 2015 - June 2015

My responsibilities included the development, maintenance, and delivery of risk reports for internal stakeholders, including regular BAU (business-as-usual) reports, as well as ad hoc reports and periodic reports for regulators. These reports covered the products and asset classes offered by Westpac Institutional Bank to its clients, focusing mainly on credit-based exposures. Technologies and systems used: SQL, Excel, MS Access, SAS, and Microsoft Business Intelligence Suite (Microsoft Server IS/AS/RS).

Analyst

Fortress Asia Macro Fund•  June 2011 - December 2014

(Fortress Asia Macro Fund split off from Fortress Investment Group to become Graticule Asset Management Asia in 2014.) I supported one of the four portfolio managers (he was managing 850 mil USD at that time) in markets monitoring, portfolio profit-and-loss and risk management reporting across equities, commodities, fixed income, credit, and FX. Other work that I’ve done / areas that I was responsible: • Designed and implemented Excel-based dashboards for an equities senior research analyst to monitor financial ratios and metrics (such as Sharpe, Z-score) for selected instruments (across various asset classes) • Supported senior energy research analyst in implementing Excel VBA models for US oil and natural gas demand, US refining margins, China power and oil demand, and Japan power generation and supply demand. I also helped backtest commodity trading strategies using R. • Helped chief economist automate macro-economic forecasts for Asian countries using EViews, R, Excel and Word VBA. Methods used include PCA (principal component analysis), linear regression and cubic spline interpolation • Implemented the SABR model to calculate the volatility surface for pricing swaptions, and also priced vanilla-to-exotic options (using FinCAD’s C#.Net library and Monte Carlo methods in R). The pricing and valuation were done on Excel which used in-house C#.Net libraries. I also helped extend those libraries to cover vanilla and exotic options, such as FX options, knock-in/out options, etc. Technologies and systems used: Bloomberg (Python and Excel APIs), Excel VBA and pivot charts, C#, HDF5, Python, R, EViews, Word VBA, Git, MS Team Foundation Server

Team Lead

Bank of America - Merrill Lynch•  June 2010 - May 2011

• I helped represent Finance Technology (in charge of regulatory reporting) in a regional multi-team project to establish a local data-warehouse in China for reporting to Chinese regulators. This was part of the China local incorporation effort. Reports included balance-sheet, profit-and-loss, CAR (capital adequacy ratio) reports for PBOC, CBRC, and SAFE. Products covered include (cash) bonds, repos, money-market, interest rate swaps, cross-currency swaps, FX spots/forwards/options, loans, and deposits. • I also served as a business analyst for Referential Data team in collecting and documenting business requirements • I helped Global Markets team (as a developer) in implementing automatic data-download for bonds and repos Technologies and systems used include C#, Microsoft Business Intelligence Suite (SQL Server, MS SSIS/AS/RS)

Application Analyst

Barclays Global Investors•  November 2008 - June 2009

• I implemented software according to Barclays stringent software development lifecycle (SDLC) process, from analysing and refining user requirements, to implementation and coding, and finally unit testing followed by system testing. I used mainly Java, and I worked on (and between) data-messaging and database layers. • We used continuous integration using an automated testing platform (Hudson), and worked with follow-the-sun global teams (database, release control, and others) to roll out the releases Technologies and systems used: Java (Spring, Hibernate), JMS, JUnit, XMLUnit, XML, Unix, Oracle, SVN, SQL, Hudson continuous integration system

Systems Analyst

National University of Singapore•  January 2008 - November 2008

Analysed user requirements to automate workflow processes and to improve the staff promotion system. Also improved existing software development process by introducing file version control

IT Specialist

International Application Solutions•  May 2007 - January 2008

I helped develope an in-house content management system for the online media web portal and was involved in training end-users and junior team members to develop and launch new modules.

Software Engineer

Pendulab Pte Ltd•  January 2005 - March 2007

I took over a 4-man survey & poll management project and implemented new modules on it. Also worked on a mobile content Internet portal and Web 2.0 sales contact management web application

National University of Singapore (NUS), Singapore

Financial Engineering, MS•  July 2007 - March 2010

GPA: 3.9 GMAT score of 770/800 (GMAT was a prerequisite for my application to this Masters program).

National University of Singapore (NUS), Singapore

Computer Information Systems, BS•  July 2001 - February 2005

2nd Upper Honors. GPA 4.39 I was also in the University Scholars Programme. Awarded Dean’s List (2001 – 2002) for being in top 5% of cohort