Research Team Head (Japan Rate Team Leader) at Traders@HKUST (2026-01 – Present)
Lead a team of 4 conducting macro-driven analysis of Japanese Government Bonds (JGBs), focusing on yield curve dynamics, monetary policy transmission, and rate normalization risks
- Lead a team of 4 conducting macro-driven analysis of Japanese Government Bonds (JGBs), focusing on yield curve dynamics, monetary policy transmission, and rate normalization risks
- Developed trade ideas through integration of fundamental analysis (inflation trends, wage growth, BoJ balance sheet shifts) and yield curve positioning strategies
- Scenario analysis on how rate path changes impact bond yields, credit spreads, carry trades
Research Analyst (FX – USDJPY Team) at Traders@HKUST (2025-09 – 2026-01)
Produced macro commentaries integrating US-Japan rate differentials, geopolitical developments, and central bank signaling into structured trade theses
- Produced 6 weekly macro commentaries integrating US-Japan rate differentials, geopolitical developments, and central bank signaling into structured trade theses
- Synthesized macro data and policy analysis into actionable FX positioning; accurately anticipated BoJ rate hike (19 Dec 2025), ranking 2nd among teams
Business Consulting Intern at Ernst & Young (EY) (2026-01 – 2026-02)
Delivering advisory services for 10+ financial institutions and intermediaries
- HSBC Fund Consolidation & Target Operating Model (TOM) Development, analyzed system alignment across fund structures to enhance operational efficiency within large-scale investment platforms
- Supported pre-IPO internal control review (insurance client), evaluating 10 core operational functions:
- Reviewed SOP documentation and control evidence across 50+ sub-processes to assess governance robustness and institutional maturity for IPO readiness
- Developed structured observations and remediation recommendations to strengthen institutional controls, risk governance, and reporting transparency
Corporate Banking Intern at Bank of China (2025-07 – 2025-08)
Supported buy-side merger and acquisition (M&A) transactions within cross-border advisory mandates through targeted due diligence
- Acquisition analysis (USD 750M+), constructing DCF and IRR models to evaluate enterprise value, return sensitivity, and capital structure implications under varying leverage assumptions
- Assessed debt financing structures and modeled impact of leverage on cash flow sustainability, downside protection, and risk-adjusted return profiles
- Quantified operational and financial synergies (~12% of combined OPEX savings) for a USD 400M target, performing scenario-based stress testing to evaluate durability of value creation across integration outcomes
Participant at Hong Kong Olympiad in Informatics Training Team (2023-01 – 2023-06)
Regional | Only HKOI Awardees are Eligible
- In-depth training comprising technological skill enhancement in C++ or equivalent OOP languages, and advanced theories in Computer Science
