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Victor Yap

Quantitative Finance

hello@victoryap.com

Welcome to my website! My name is Victor. I started my career as a backend developer before becoming a frontend developer. Currently, I am in the Quantitative Finance Industry.

I am interested in the finance and global markets because it is a world of possibilities. I seek the best way to formulate various algorithmic strategies to exploit the market inefficiencies. In addition, I also explore different ways to manage risk through the use of mathematical and statistical modeling

I usually write down my research and thought process on Medium. Apart from writing, I also improve my skillsets by developing side projects. There projects can be found on Github. If you are interested, feel free to connect with me on Linkedin!

Skillset (Learning in progess)


Computer
Science

• Language:
Python, SQL, HTML, CSS, Javascript, Angular

• Machine Learning:
Sckit-learn, Tensorflow, Keras

• Data Manipulation:
Numpy, SciPy, Pandas, Statsmodel

• Data Visualisation:
Matplotlib, Plotly and Cufflinks, Seaborn, PyPlot, Bokeh


Math

• Calculus and Linear Algebra

• Optimization (Taylor Series, Markov Processes)

• ODE and PDE

• Stochastic Calculus (Martingales, Brownian Motion, Stochastic Integrals, Stochastic Differential Equations, Ito’s Lemma, Feynman-Kac)

• Binomial Asset Pricing


Statistics

• Regression (OLS, GLM, Logistic, and etc.)

• Time-series (ARIMA, GARCH, ECM)

• Nonparametric Regression (Splines, Kernel, Locally Weighted Regression)

• Data Exploration (Density Estimation, Normality Tests, Monte Carlo, Copulas

• Data Cleaning and Reduction (Cluster Analysis and Stats Theory)


Finance

• Equity (Stock Analysis, Diversification, Technical Analysis, Finance Theory)

• Fixed Income (Rate Curves, Pricing, Duration, TVM)

• Derivatives (Black Scholes, BDT, Stochastic Volatility Model, Volatility Smiles and Theory)

• Portfolio Optimization (CVaR, Efficient Frontier)

• Arbitrage Theory and Statistical Arbitrage

• Risk Management (VaR, Statistics, Credit Risk, Market Risk, Liquidity)

Experiences

Web Developer, Siemens (Oct 2018 - Jul 2020)

► Conversion of UI/UX design wireframes to actual code (Angular 2+) that will produce visual elements of the application.

► Work with the UI/UX designer and bridge the space between graphical design and technical implementation.

► Taking an active role on both sides and defining how the application looks as well as how it works.
Developer, victoryap.com (2017 - Current)

Working on interesting projects
Github ► Link
Gitlab ► Link

Used to do frontend stuff, link as shown below:
Old Portfolio ► Link
Fancy website ► Link
Application Consultant (Apr 2017 - Oct 2018)

► Analyse process specification to program codes, conforming to program guidelines

► Investigate all reported problems/errors & initiate amendments & testing so that the system can operate correctly & efficiently

► Assist in the integration testing, system testing, User Acceptance Test to ensure smooth execution of programs in the production environment
Backend Developer, Internship (2016 - 2017)

► Primary job responsibility: Develop the back-end to support the iOS app.

► Collaborating with the front-end developers and other team members to establish objectives and design more functional, cohesive codes to enhance the user experience.

► Developing ideas for new programs, products, or features by monitoring industry developments and trends.

Medium Post