David WONG Chun Ko (黃振高)
Email: wyc4219@[Link] Contact Phone No.:+852 60341725
Work & Experience
Aug 20-Present Credit Programmer at BofA Merrill Lynch
Implement valuation models in Quartz to compute PV, Risk sensitivities and PnL
Analyze model, trade data, and market data to tie out the valuation difference between legacy valuation
system and Quartz valuation
Resolve analytical issue regarding both End of Day and Intraday PV, Risk and PnL, raised by different
users, including Front Office Traders, Market Risk Managers, Finance and Trade Control, etc
May 18-Jul 20 Risk Quant Developer at Guotai Junan International
Approve and monitor fixed-income structured product deals from quantitative (simulation and stress
testing) and qualitative (credit profile of underlying instruments and clients) perspectives
Develop risk analytics and risk capital tools using C#, python and VBA
Build and optimize risk capital models for FICC trading and structured products
Automate risk reporting, including but not limited to VaR, Greeks, P&L risk analysis
Sep 17-Apr 18 Full-stack developer at AXA – Consultant of Maltem
Develop micro-service based web applications with Nodejs, Expess, MongoDB and Reactjs
Develop a user management system to replace the existing regional system
Develop an OAuth2.0 authorization micro-service
Technology: [Link], Redux, Express, MongoDB, Mocha, Chai, ES2015, Docker, CI/CD, Openshift
Apr 16-Sep 17 Programmer at Infocast Limited
Revamped a real-time stock quote terminal application (around 5,000 terminals in use), the company’s
flagship product. Full SDLC of this green field project
In charge of setting up a C# WPF/JavaScript hybrid environment so that Javascript modules could be
shared across desktop and web version. Built 3 prototype applications with Electron, NWjs and CefSharp
In charge of architectural design to ensure ease of development and maintenance, and performance:
ReactJs as a view renderer of the single-page web application for its consistency and stability
Redux framework to manage application state via unidirectional data flows
UI optimization for real-time stock data streaming
Webpack to bundle web modules, and to support Hot Module Replacement; Bootstrap to make web
component responsive; i18next to support multi-language on the fly
Technology: C#, JavaScript, HTML/CSS, [Link], Redux, Webpack, TCP, Protocol Buffers, ChartIQ
Apr 15-Dec15 App Development with Friends
Released 3 apps on Google Play and App Store utilizing Cordova and Phonegap
Technology: HTML, JavaScript, CSS, PHP, MySQL, Linux
Mar 14-Mar 15 Working Holiday in Australia
Nov 13-Feb 14 Quantitative Research Associate at Macquarie Capital Securities Limited (Contract)
Created a quantitative model production system to automate a range of processes from data pooling, data
processing, report/model production to client delivery with C#, VBA
Produced quantitative models or reports to facilitate clients’ investment research
Sep 13-Nov 13 Web Developer at Niron Mobile (Part time)
Developed responsive web pages using HTML, CSS, Javascript
Internship
Jul 12-Dec 12 Electronic Trading Technology Intern at BofA Merrill Lynch
Maintained and enhanced Java-based Linux-deployed high volume trading systems
Developed and enhanced a testing automation system
Jan 12-Jun 12 Product Control Intern at Credit Suisse
Reconciled front office and back office P&L, Analyzed and validated P&L
Designed VBA programs to automate position calculation, reporting and checking
Technical Proficiency
Programming Language: [Link], JavaScript, ES6, C#, .NET, Python, Reactjs, HTML5, VBA, SQL, MongoDB
Statistical Software: R Others: Bloomberg, Reuters, Factset
Education
2009-2013 The Hong Kong University of Science and Technology
1st Class Honor - (BSc) Risk Management and Business Intelligence
2009-2010 The Commercial Radio 50th Anniversary Scholarships
Language Proficiency
Native Cantonese and Mandarin speaker, Fluent in English
Other Qualifications
Jul 2021 Financial Risk Manager (FRM)