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.
9 years of coding experience
1 year of employment as a software developer
Master of Science - MS, Risk Management & Financial Engineering, Master of Science - MS, Risk Management & Financial Engineering at Imperial Business School
Exchange, Computer Software Engineering, Exchange, Computer Software Engineering at University of California, Berkeley
Hong Kong University of Science and Technology (HKUST)
Chinese, English, Chinese, Spanish, fuzhou dialect