David WONG Chun Ko (黃振高)

Email: wyc4219@gmail.com 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: React.js, 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, React.js, 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: Node.js, 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)