Summary
Jay S is an associate with 9 years of experience blending quantitative research, risk management and practical trading execution from Hong Kong. He holds an MSc in Risk Management & Financial Engineering from Imperial College and a computer engineering background from HKUST with an exchange at UC Berkeley, which explains his comfort across both quantitative modeling and software-driven workflows. At Qube Research he built factor and sentiment-driven strategies for A50/CSI300, performed event studies, and handled vendor data cleaning and backtesting, skills he now applies at Topwater Capital. He is equally at home constructing classic risk factors like SMB/HML and experimenting with momentum decay, benchmark choices and trading-stat analytics (PNL, Sortino). Interested in roles spanning risk, quant and sales, he brings a rare mix of frontline strategy implementation and cross-functional communication with data vendors and portfolio teams. Notably, his profile reflects hands-on quant engineering rather than pure research—turning models into tradable, auditable strategies.
8 years of coding experience
1 year of employment as a software developer
Exchange Computer Software Engineering English, Exchange Computer Software Engineering English at University of California, Berkeley
Master of Science - MS Risk Management & Financial Engineering, Master of Science - MS Risk Management & Financial Engineering at Imperial College Business School
Hong Kong University of Science and Technology (HKUST)
Chinese, English, Chinese, Spanish, fuzhou dialect