Chu-ming Ng is an HFT Quantitative Developer with nine years of experience at the intersection of mathematical finance and large-scale C++/Python engineering, currently building ultra-low-latency systems at Quantbot. He has deep buy-side and sell-side pedigree—spanning Athena Core risk development at JPMorgan, fixed-income portfolio and swaps analytics at GIC, and market-neutral equity research at boutique funds—paired with hands-on CUDA and GPU acceleration experience for quantitative analytics. Technically fluent in C++17, STL, Boost, advanced template metaprogramming and low-level C/inline assembly, he also brings practical knowledge of structural yield-curve modeling, indifference valuation and measure-augmented stochastic volatility from joint academic work. Known for shipping production trading infrastructure and analytics, he has improved performance by orders of magnitude in prior roles and retains a rare blend of front-office domain insight and deep systems craftsmanship. A former paratrooper turned quant, he also holds an MSc in Mathematical Finance from Oxford and maintains an active interest in algorithmic problem solving (Erdos number 4).
9 years of coding experience
18 years of employment as a software developer
MSc Mathematical Finance, MSc Mathematical Finance at University of Oxford
Master of Science (by Research) Computer Science, Master of Science (by Research) Computer Science at National University of Singapore
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