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Fang, YenChih

Quant
Arbitrage, Market making, CTA, ETF strategy crossing traditional and crypto market. Strategy: - CTA, Pair Trade. - Market making. - Asset Allocation. Skill: - git/gitlab/github - Python/Dash/plotly - MongoDB/Redis - Rabbitmq/Kafka - Backtesting/Optimization. - Multicharts
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湧泉數位科技股份有限公司(TKSpring)
TamKang University
Taiwan

職場能力評價

專業背景

  • 目前狀態
    就職中
  • 專業
    市場金融
  • 產業
    銀行
  • 工作年資
    6 到 10 年 (4 到 6 年相關工作經驗)
  • 管理經歷
    我有管理 1~5 人的經驗
  • 技能
    Python
    powerlanguage
    Data Analysis
    Cryptocurrency
    CTA
    arbitrage
    MongoDB
    DASH
    FastAPI
    GCP
  • 語言能力
    English
    進階
    Chinese
    母語或雙語
  • 最高學歷
    大學

求職偏好

  • 預期工作模式
    全職
    對遠端工作有興趣
  • 希望獲得的職位
    crypto trader
  • 期望的工作地點
    Taiwan
    China
    Australia
    Canada
    America
    Hong Kong
    Singapore
  • 接案服務
    兼職接案者

工作經驗

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Trading Platform product manager

2022年4月 - 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.

Portfolio manager

2021年11月 - 2022年4月
6 個月
台灣台北市
ETF Portfolio Design: - CTA: asset allocated by correlation, Volatility, fluidity...etc in CEX. - Arbitrage: Multi-Exchange Funding, Spread, fluidity. - Defi: seeking stable, low-risk fixed income with stable coin and some other similar porduct of defi or DEX. - Rebalance in fixed Period to evaluate if ETF remain sharp ratio and low-risk-exposure . System Design(hands on as well): - Order Service: - Price/Amount/Notional limit-checking with each order, Position/Asset Auto checking, include Stop order, Trailing Stop Order. - (working on) batch order sending with order pool. - on Python/Flask/FastAPI/MongoDB/GCP(Ubuntu Linux). - DataCenter with MongoDB include (not limit) event driven update, Data Clean.(Atlas or localhost on both) - Strategy Management/Converge for multi-strategy trading in the same account with different weight. - Report visualization with Dash base on python. - Backtesting with Pandas or Multicharts. - Strategy evaluate with optimization with python or multicharts. Duty: - Control ETF risk and adjust the para if needed. - Developed/optimized strategy. - Upgrade trading system. - Tracing portfolio performance and improved. Credit: - import Multichart to accelerated strategy design. - import fastapi/gcp to make pipline with portfolio. - import NoSQL like Mongodb to bulit a faster DataCenter and order manage schema. - import Order/Position checking method to decreasing the risk and make ETF performance easier to trace back. - Manage above 3 million USD ETF and make average round 1-5% percentage per month.

Trader

BING Capital
全職
2021年3月 - 2021年11月
9 個月
台灣台北市
- Design(hands on) Market Making System of America Stocks. - Including : 1. Multi-Exchange API Connection: Tiger stocks, zvsts stocks, Valuable Capital Limited, Futu Inc. and Interactive borker(IB) 2. Distributed order crossing Multi-Server and Multi-Broker. 3. Over fifteen million(15,000,000) USD Dollar at the same time. 4. Strategy Control/Monitoring Interface by Dash(python) 5. Cooperate by Mongo Atlas/GCP distributed in 13 server.

CTA Trader

2020年3月 - 2021年1月
11 個月
# Design CTA strategy trading on Bitmex, Binance, FTX with BTC, ETH etc... Strategy: - CTA - Pair Trade - Arbitrage - Funding Rate Skill: - Python - Dash - MongoDB - GCP - Multichart - API/Websocket

Project manager

2018年10月 - 2019年10月
1 年 1 個月
# Project Manager. - Competitor Researching. - Cooperated between tech, operating and agents department. - Designed the business model, included advantage, platform, operating SOP. - Managed three business at same time as PM: - Collected all the requirement and arranged the schedule. - Reconstructed the design of 3 different platforms. - Extra : - Risk management SOP. - Financial SOP. - review all deposits and withdrawals. - recheck account balance sheet with main group Accountant. - Created a new SOP of financial department. - Make risk management SOP - Preventing cross, pair trade, and OTC arbitrage. - Financial SOP: - Design a program to increasing 50% settlement - Decreasing 20% rate of bad account. - review all deposits and withdrawals. - Tech group communicated.

Private Trader

2015年10月 - 2019年3月
3 年 6 個月
Including: - Futures and Options of Taiwan-Index. - Futures of America-Dow Jones Index. - Futures of America-Light oil and Gold products. - Futures of Hong Kong-Hang Seng Index Task: - Used quant and statistic method to improving the profit and decreasing the risk of portfolio. - Design the Auto Trading Strategy for all kind of pattern of market. Achievement: - Average 30-50% net profit per years.

trader

2018年7月 - 2018年10月
4 個月
- main work: - daily cryptocurrencies trading report. - Pair trade cross cryptocurrency Exchanges. - Development swing strategist on Multicharts. - Designed a contract-type merchandise. - Using Crawler of python for news from other platform.

CEO

2012年10月 - 2017年10月
5 年 1 個月
# Main: - Requirement collecting. - Development-arranging(as a PM) - Strategy/program designing/ testing

future trader

2015年7月 - 2015年10月
4 個月
- Developed CTA strategy on Multicharts. - Average 30% profit per year.

學歷

Bachelor’s Degree
econimic
2012 - 2017
3/5 GPA
社團活動
Stocks Researching club. Insurance company intern. Proprietary Trading Department Intern.
簡介
mostly course are elective subject about investing, VC, industry analysis. main subject are economic, financial engineering, currency banking.