MEILING CHEN (Lindsey)

• Covered flow market making including Poland IRS and Hungary government bonds, developed swap pricer, CB pricing and risk management tools for pricing and hedging
• Managed an active and diversified local EM eurobond portfolio across CEEMEA and LaTAm currencies, involving bonds, FX, NDF, swaps and cross currency swaps, and delivered P&L from a blend of carry trades, FX, swap and bond positions
• Generated trade ideas on each local market and actively pitch to clients to drive primary issuance initiatives and led underwriting and issuance of 1st supra BRL bond in years, opening new distribution channels via retail execution services
• Expanded supra bond secondary market capabilities and tripled trading volumes through actively identifying high-potential bonds for market flows and sourcing inventory
• Developed multiple analytics dashboard for historical analysis from scratch, covered reporting and desk operations and liaised with multiple functions to drive business development

• Performed multiple sales and trading roles via 2 to 3-month rotation cycle in Global Markets with project accomplishments concentrated in quantitative modelling and data analytics

Rotation 1: Asset Managers, Institutional Sales

• Contributed to launch of 1st Saudi ETF in Hong Kong

Rotation 2: AI Markets (Quant Dev)

• Revamped option pricing functionalities with both speed enhancement and code optimization of framework (Python)

Rotation 3: Index Arbitrage & Market Access Trading

• Developed algorithms to map index trading inventory to client swaps positions, generate utilization analytics and calculate impact of recall (Python)

Rotation 4: G10 Rates Trading

• Researched models to predict USD SOFR swap spreads, built tools to calculate hedge ratios, and created report of PCA sensitivities to yield curve liquid tenors (Python)

• Assumed roles in structured product pricing and in automations essential to trading and data analysis
• Engaged in daily pricing of autocallables that required of solving for various product feature on demand
• Built tools to synchronize both listed and OTC market information in real-time for repo/volatility marking (Python)
• Created vanilla option backtest functions for PnL computations and reporting, conducted studies of volatility dispersion trading, and increase standardization of data query and processing for coding projects (Python)

• Completed 7 projects involving desk workflow automations, data analysis, exotic derivatives pricing, automated reporting and FX hedging optimization
• Built set of FX trading limit check tools with web scraping to automate due diligence workflow (VBA)
• Automated indicative pricing reports to provide unwind reference bid/ask for marked-to-market client positions in Corridor Volatility Swaps and Forward Volatility Agreements (Python)
• Built autocallable term sheet generator in combination with encoded templates (Python, Jinja, internal cloud), and reduced average production time from 30 to 5 minutes per transaction (VBA, Python)

• Established data-driven decision-making framework in transactional risk management through data science project and contributed to creation of model for future digital initiatives (Python)
• Applied Object-Oriented Programming to create reusable prediction algorithms, research models and record results for forecasting risks across major equity trading desks
• Diagnosed and resolved data anomalies with presentations delivered throughout data science life cycle

• Provided daily S&T support, worked on Python data analytics projects using trading and market flow data, and identified opportunity for automation using both Python and VBA to optimize workflows
• Built product recommendation tool for sales and traders to select issuance terms based on analysis of Vega flow and gap analysis of competitor products (Python)
• Computed metrics of trading patterns and classified trades and created dashboard to monitor slippages attributable to arbitrage activities
• Optimized CBBC issuance workflow with automated product update and data verification (VBA, Python)