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I am Paul LIEW Pol Yee, a seasoned Head of Liquidity Management and Quantitative Trader with 17+ years of experience in systematic FX/NDF trading, low-latency market making, and quantitative strategy development. I have led cross-functional teams across TA1, Liquidity, Developers, and Sales, built end-to-end trading stacks, modernized institutional platforms with mathematical models, and consistently delivered strong Sharpe ratios via proprietary systems. I have a track record of driving revenue growth, expanding liquidity networks, and delivering robust risk controls through sophisticated pricing, hedging, and automation. I thrive in cross-functional environments and am seeking senior leadership roles in Quant, Trading, or FinTech.…I am Paul LIEW Pol Yee, a seasoned Head of Liquidity Management and Quantitative Trader with 17+ years of experience in systematic FX/NDF trading, low-latency market making, and quantitative strategy development. I have led cross-functional teams across TA1, Liquidity, Developers, and Sales, built end-to-end trading stacks, modernized institutional platforms with mathematical models, and consistently delivered strong Sharpe ratios via proprietary systems. I have a track record of driving revenue growth, expanding liquidity networks, and delivering robust risk controls through sophisticated pricing, hedging, and automation. I thrive in cross-functional environments and am seeking senior leadership roles in Quant, Trading, or FinTech.

Paul LIEW Pol Yee

Data Scientist, Data Analyst, Developer, +2

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I am Paul LIEW Pol Yee, a seasoned Head of Liquidity Management and Quantitative Trader with 17+ years of experience in systematic FX/NDF trading, low-latency market making, and quantitative strategy development. I have led cross-functional teams across TA1, Liquidity, Developers, and Sales, built end-to-end trading stacks, modernized institutional platforms with mathematical models, and consistently delivered strong Sharpe ratios via proprietary systems. I have a track record of driving revenue growth, expanding liquidity networks, and delivering robust risk controls through sophisticated pricing, hedging, and automation. I thrive in cross-functional environments and am seeking senior leadership roles in Quant, Trading, or FinTech.…I am Paul LIEW Pol Yee, a seasoned Head of Liquidity Management and Quantitative Trader with 17+ years of experience in systematic FX/NDF trading, low-latency market making, and quantitative strategy development. I have led cross-functional teams across TA1, Liquidity, Developers, and Sales, built end-to-end trading stacks, modernized institutional platforms with mathematical models, and consistently delivered strong Sharpe ratios via proprietary systems. I have a track record of driving revenue growth, expanding liquidity networks, and delivering robust risk controls through sophisticated pricing, hedging, and automation. I thrive in cross-functional environments and am seeking senior leadership roles in Quant, Trading, or FinTech.

Available to hire

I am Paul LIEW Pol Yee, a seasoned Head of Liquidity Management and Quantitative Trader with 17+ years of experience in systematic FX/NDF trading, low-latency market making, and quantitative strategy development. I have led cross-functional teams across TA1, Liquidity, Developers, and Sales, built end-to-end trading stacks, modernized institutional platforms with mathematical models, and consistently delivered strong Sharpe ratios via proprietary systems.
I have a track record of driving revenue growth, expanding liquidity networks, and delivering robust risk controls through sophisticated pricing, hedging, and automation. I thrive in cross-functional environments and am seeking senior leadership roles in Quant, Trading, or FinTech.

Skills

Experience Level

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Language

English

Fluent

Work Experience

Head of TA1 at ION Group Pte. Ltd

January 1, 2022 - December 31, 2025

Led cross-functional TA1 team (Liquidity, Sales, Development, On-boarding) to ensure seamless trading operations and revenue growth. Grew counter-party volumes by 50% and directed Crypto Product research to aggregate CEXs and DEXs into a seamless client front-end.

Head of Liquidity Management APAC at Tokkyo-FX Pte. Ltd.

September 1, 2020 - August 31, 2021

Oversaw APAC Liquidity Management, generating revenue by deploying 4 advanced market-making models: Back-Back, Last-Look-Risk-Free, Zeroed Internalizer and Covariance Matrix Internalizer. Automated client management lifecycle based on markouts, significantly improving operational efficiency and profitability. Expanded the liquidity ecosystem by onboarding 6 Tier-1 providers (Barclays, Goldman Sachs and Morgan Stanley) and secured 8 new institutional clients (e.g., Hirose, Virtu, Sucden) through improved pricing.

Systematic Trading Consultant at Auyant Holdings Ltd.

August 1, 2018 - August 31, 2020

Introduced Prime Brokerage relationships and connected to ECNs and liquidity providers. Provided a proprietary low-latency FX FIX engine (>1,000,000 quotes/s). Produced a mix of high- and mid-frequency automated strategies.

EFX Quant (Quant Group Team Head) at DBS Bank

October 1, 2016 - August 31, 2018

Led Quant Group efforts to modernize the bank’s EFX platform, gaining executive approval and funding for a new suite of mathematical trading algorithms. Designed and deployed a Predictive Pricing Aggregator using Bayesian Networks to mitigate latency arbitrage attacks, protecting P&L. Developed Alpha-generating mid-term strategies including co-integrated models and proprietary Bayesian models. Implemented Auto Hedging and Unified Blotter capabilities, reducing human intervention by 50% and improving operational risk control.

Prop Hedge Fund at Auyant Holdings Limited

January 1, 2015 - October 31, 2016

Prop Hedge Fund: Achieved 150% return on AUM of 300k within the first year.

Portfolio Manager at Rhicon Ccy. Management Pte. Ltd.

October 1, 2008 - December 31, 2014

Headed Quant Team managing $10m AUM across proprietary systematic strategies; developed 10 systematic strategies with Sharpe ratios >4 (HF strategies) and annual returns up to 20% on NDF and mid-frequency portfolios.

Prop Trader at Morgan Stanley Japan IED

October 1, 2007 - September 30, 2008

Ran stochastic and fuzzy logic models on Equity Markets; arbitrage models on Topix vs ETF.

Quant Analyst at Tribeca Global Management (Asia)

October 1, 2005 - June 30, 2007

Developed and implemented quantitative models for forward curve strategies across Asian NDFs, Index Futures and short-term interest rate products; identified profitable butterfly and spread trades on interest rate swaps using a proprietary time series optimization routine; utilized Kalman filters to model highly correlated indices (e.g., KTB futures vs KOSPI Index, JGB futures vs Nikkei Index) for enhanced relative value strategies; supported portfolio management activities, providing daily VaR reporting.