Hi, I’m Wylie Chan. I am a seasoned quantitative risk and portfolio analytics professional with a track record across global asset classes, derivatives, and macro risk frameworks. I enjoy turning data into strategic insights, building scalable risk platforms, and applying factor models to optimize returns and risk attribution. In my current work, I run a home consultancy and build Python-based tools to analyze cloud infrastructure, liquidity in crypto DeFi, and risk measures such as VaR and risk parity. I’m fluent with Python, SQL, Excel VBA, and Bloomberg/IB APIs, and I love collaborating with colleagues to solve complex problems and deliver tangible value.
Currently running Artificial Autonomy Pte. Ltd. as a Singapore-based venture, I focus on data analysis on cloud infrastructure, factor-model research for returns and risk attribution, DeFi liquidity/volatility research, and VaR/risk-parity tooling. I’m actively building a Python platform with Yahoo Finance data, managing retirement portfolios for friends and family, and contributing to alpha research platforms. My approach blends rigorous quantitative methods with practical execution in fast-moving markets, leveraging tools like WorldQuant BRAIN, IB TWS API, and Bloomberg APIs to deliver actionable insights.
