Anson831poon

Quantitative finance professional with experience across hedge funds, insurers, and reinsurers. Skilled in derivatives pricing, model calibration, interest rate modeling, and stress-testing. Proficient in Python, VBA, and SQL to design trading strategies. Able to perform under high pressure while collaborating effectively with portfolio managers, risk managers, and clients.

Product Specialist at TS Imagine (2025-05 – Present)

• Supported hedge funds including Long/Short Equity, Relative Value, Event-Driven, Macro, and Convertible Arbitrage, Volatility Arbitrage, Commodity Trading Advisor and Warrant Market Makers
• Calibrated flow credit, CDS, and convertible bond pricing parameters to align with Bloomberg and Refinitiv
• Designed and executed stress-test scenarios across different markets and hedge fund strategies
• Investigated and resolved discrepancies in VaR, Greeks, and P&L calculations from portfolio and risk managers
• Built Python scripts to scrape and validate market data from global exchange websites

Actuarial Intern, Asset Liability Management at Sun Life Financial Limited (2024-07 – 2024-12)

• Produced Economic Scenario Generators (ESG) with Moody's Analytic based on HKRBC
• Calibrated Hull-White two-factor interest rate models for HKD and USD yield curves
• Designed Excel formulae and templates to extract yield curve, FX, and index historical data from Bloomberg

Actuarial Intern, Life and Health Reserving at Peak Reinsurance Company (2024-01 – 2024-06)

Internship extended for an additional six months based on performance

• Performed monthly reserving reports under HKRBC Phase 3 and IFRS 17 frameworks
• Developed VBA, Python, and MSSQL scripts for policy data updates and model point creation

Trainee, Delta One Trading at China Merchants Securities (2023-02 – 2023-07)

Contract position

• Covered Onshore Long-Only and Long-Short funds
• Facilitated Stock Borrowing and Lending (SBL) of H-shares from different counterparties
• Deployed PostgreSQL databases, and developed Python/SQL scripts to extract, cleanse, and load daily SBL rates
• Designed and backtested 6 HK and 2 A/H stocks pair trading strategies with Python libraries

MSc in Financial Mathematics and Statistics – The City University of Hong Kong (2023-09 – 2025-06)

BBA in Operations Management – The Hong Kong University of Science and Technology (2017-09 – 2022-06)