LinkedIn Profile I am actively seeking opportunities in quantitative research, asset management, or quantitative risk. I would welcome any chance to connect and discuss how I can contribute to your team. If I were a financial instrument, I would be an at-the-money call option, with my gamma accelerating as I join the MSCF program. I have spent my career closing the distance to the strike by building my underlying value through mathematical rigor and data engineering. As a former HFT Options Researcher at Vici Holdings, I specialize in machine learning modeling and market microstructure. Leveraging Python and Claude Code, I engineered an AI-driven workflow that accelerated the strategy development lifecycle tenfold, allowing me to deploy a profitable trading strategy within my two-month probation period. Furthermore, what truly differentiates me is my rigorous cross-disciplinary foundation: I combined a Finance and Computer Science background at National Taiwan University, completed an exchange semester at UC Berkeley, and passed CFA Level 1. This unique edge enables me to bridge advanced financial theory with robust data engineering. Outside the desk, I look at the world through an analytical lens, constantly hunting for hidden patterns in everyday life. As a 13-year Spurs fan, I channel this mindset into fantasy basketball, treating the waiver wire like an inefficient market ripe for optimization. Let's connect to discuss how my analytical edge can bring value to your research desk!
