Raphael Tang

Raphael is an excellent communicator and experienced in macro-economic, financial time series and quantitative finance models. Having an undergraduate background in Economics and Mathematics, he is well-versed in financial econometrics, panel and cross section econometrics and seeking suitable positions to apply his quantitative aptitude.

Experience

Kenanga Investment Bank Berhad, Malaysia
Intern, Quantitative Research & Algorithmic Trading, Apr. 2023 - Jun. 2023

• Assigned to ‘discovery’: Testing & researching models & strategies not yet used by the department.
• Focused research on Autoregressive models & variations: Produced a report on the AR(1), AR(n) & SETAR model for the use of high frequency algorithmic trading.

Maybank Berhad, Malaysia
Intern, Private Wealth Management, Jun. 2021 - Aug. 2021 & May 2020 - Aug. 2020

• Assigned to structured products, derivatives & equities.
• Produced presentation on the 2020 US presidential election & effects on global financial markets. Distributed for training & education.
• Used time series models to forecast department’s model portfolio. Used VAR to assess portfolio risk, & GARCH for a short term out of sample risk forecast. The VAR showed a significant relationship between economic & portfolio risk, & the GARCH showed a relatively high volatility prediction.

Maybank Berhad, Malaysia
Intern/Private Wealth Management, May 2019 - Aug. 2019 & May 2018 - Aug. 2018

• Assigned to Gaming, Oil & Gas, & Financial Institutions/ Banking.
• Helped run rudimentary excel based financial forecasts for analyst reports.
• Programmed simple back testing strategies based on technical analysis on the Bloomberg terminal.
• Gathered data from Bloomberg terminal & local stock exchange for analyst reports.

Skills

• Technical: Python
• R
• STATA
• Bloomberg
• Terminal
• AXIS

Professional Certificates & Awards

• Peter Sinclair Award - [most technical thesis paper]: 2022
• UofT Datathon: Top 5
• Academic Merit Awards (WLU): 2019
• Academic Entrance Scholarship (WLU): 2018