Wang Chak Wong

Quantitative Analyst Intern, Global Markets at Natixis CIB (2026-06 – 2026-08)

• Engineered overnight risk attribution engines for FX & Interest Rate derivatives across 30+ currency pairs; calculated rate hedging ratio sensitivities and cross-gamma exposures to detect daily P&L breaks
• Deconstructed USD/JPY implied volatility surfaces using PCA & Ridge Regression; mapped PC movements to spot rates, rate differentials, and realized volatility to quantify macro drivers of volatility smile dynamics
• Developed a real-time monitoring pipeline parsing 6,000+ multi-venue market feeds; engineered adaptive regime-switching logic for cross-timezone trading hours and applied joint Poisson/Chi-Squared tests, eliminating 90% of false alerts
• Built a derivative pricing profiling library from scratch, benchmarking 30+ complex nonlinear products (Callable Swaps, TARFs); automated product parameter stress testing to identify computational bottlenecks

Trading Intern, Proprietary Trading Shop at Sundawn Capital (2025-09 – 2026-05)

• Developed an order book monitoring tool for cross-exchange statistical arbitrage signal monitoring, supporting 5+ exchanges for signal formulation on crypto spot, RWA and perpetuals
• Researched cross-asset price arbitrage between equity, ETF and perpetuals for overnight lead-lag price discovery, backtesting arbitrage signals to capture pre-market gap momentum feasibility
• Automated event-driven market-making infrastructure for new token listings across 3+ exchanges; monitored & modelled rolling volatility and top-of-book depth to optimize asset allocation

Quantitative Analyst Intern (Virtual Program) at Oakcean Capital (2025-08 – 2025-09)

• Researched equity statistical arbitrage mean-reversion strategies across 300+ A-Share and Nasdaq equities; validated signal cointegration across 30 target pairs using Python backtesting frameworks

BSc in Computational Finance & Computer Science – City University of Hong Kong (2028-06)