4月 2022 - 現在
Leading a team of 5-10 professionals in developing a robust fixed income trading platform tailored for the cryptocurrency market. This included the creation of an integrated dashboard and trading system featuring High Availability (HA) design, encompassing yield curve analysis, swap mechanisms, synthetic asset pricing, and calculation of accrued interest.
Conceptualized and implemented cross-platform arbitrage and market-making strategies that bridge Decentralized Exchanges (DEX) and Centralized Exchanges (CEX). Incorporated volatility and correlation assessments to mitigate risk and amplify trading performance.
Employed Python, RabbitMQ, and MongoDB in conjunction with Docker, Kubernetes, and Prometheus to establish a seamless Continuous Integration/Continuous Deployment (CI/CD) pipeline, facilitating efficient deployment and rolling updates.
Pioneered strategic development for the inaugural bond market within the crypto space, adopting a non-traditional, innovative approach that involved multiple layers of strategic inspection.
Designed sophisticated options strategies for term pricing and the structuring of complex financial products, leveraging in-depth knowledge of quantitative finance and derivatives pricing, include gamma and theta strategy to hedging risk for bonds and synthetic assets with different term and perp/forward futures.