Summary
Javier Ng is a Global Markets Associate based in Singapore with nine years of experience across rates trading, FX strategy, and quantitative research at institutions including Nomura, OCBC, Dymon Asia Capital and WorldQuant. He blends front-office trading experience in EM structured rates and global treasury with a strong quantitative and data-analytics foundation from an MS in Financial Engineering and a Computational Finance certificate from Carnegie Mellon. Javier has rotated between research, trading and data analytics roles, giving him a rare ability to translate quantitative models into actionable market strategies and risk-aware trading decisions. His background in audit, deals analytics and military leadership as a former SAF lieutenant adds operational rigor and discipline to fast-paced market work. Comfortable bridging model development and execution, he brings pragmatic problem-solving and a cross-functional mindset to drive measurable P&L and process improvements. Based in Singapore’s financial hub, he focuses on emerging markets opportunities while leveraging deep technical training to innovate in pricing and strategy.
9 years of coding experience
Master of Science - MS, Financial Engineering, Master of Science - MS, Financial Engineering at Nanyang Technological University
Certificate in Computational Finance, Certificate in Computational Finance at Carnegie Mellon University - Tepper School of Business
Hwa Chong Institution