Harvey Huang
Senior Associate, Market Risk Models
Melbourne, Victoria, Australia
Summary
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Senior🎓
Top SchoolHarvey Huang is a Melbourne-based quantitative engineer with 10 years’ experience building and validating market risk models and production option-pricing systems. Currently a Senior Associate in Market Risk Models at NAB, he blends hands-on derivatives pricing, FRTB/MAR capital modelling and market-data analytics with model lifecycle governance and Murex/Calypso familiarity. Previously he built a cloud-deployed crypto exotic option pricer and automated risk dashboards, combining Python, PostgreSQL and web APIs with pragmatic engineering for trading workflows. Harvey’s academic background (PhD research in reinforcement learning and behavioural experiments) informs a statistical, data-driven approach to model failure analysis and robustness. He’s comfortable spanning research, production code and regulatory requirements—equally at home tuning a SABR/Heston implementation or authoring model-owner documentation.
10 years of coding experience
1 year of employment as a software developer
Exchange Program, Spring Semester, Exchange Program, Spring Semester at University of Southern California - Marshall School of BusinessDoctor of Philosophy - PhD, Doctor of Philosophy - PhD at Centre for Brain, Mind and Markets, University of MelbourneThe University of Melbourne
Chinese, EnglishGithub contributions (5)
hsjharvey/Option-Pricing
Oct 2019 - Nov 2022
Contributions:48 commits, 36 pushes in 3 years 1 month
hsjharvey/Reinforcement-Learning
Jun 2019 - Oct 2021
Contributions:70 commits, 20 pushes in 2 years 5 months
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