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.…

Wylie Chan

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.…

Available to hire

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.

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Language

English
Fluent
Chinese
Advanced

Work Experience

Director, Quantitative Portfolio Manager at Artificial Autonomy Pte. Ltd.
August 1, 2022 - Present
Researching Factor Model for Returns and Risk Attribution including factor loadings and factor correlations in portfolio optimization. Utilizing platforms such as MSCI, Axioma, GS Marquee. Researching liquidity and volatility in Decentralized Exchanges (DEX) including Uniswap_v2, Sushiswap, Curve, 0x, Balancer_v2. Developing risk-free arbitrage trading strategy in global markets including SGX and NSE. Managing retirement portfolios on Interactive Brokers to maximize Sharpe Ratio. Building Python technology platform for Value-at-Risk calculations and Risk Parity portfolio construction. Migrating Excel VBA libraries to Python across multiple quantitative domains.
Quantitative Risk Manager at Graticule Asset Management Asia (GAMA)
August 31, 2022 - August 4, 2025
Risk managed a 2 billion USD portfolio across all asset classes. Collaborated with portfolio managers to review positions, strategies, and stop-loss mechanisms. Implemented FX Forward Volatility Agreements (FVA) Spreads strategy with FX portfolio manager.
Risk Analyst at The Rohatyn Group
May 31, 2020 - August 4, 2025
Risk managed a 500 million USD portfolio across all asset classes. Worked with Research on Investment Clock Framework. Developed and maintained SGD NEER Model and currency baskets using Bloomberg CIX. Implemented and maintained risk monitoring model for global economic growth based on research paper. Enhanced global performance and risk reporting platform for all managed funds.
Commodities Trading Desk Support at Bank of America Merrill Lynch
November 30, 2013 - August 4, 2025
Supported commodities trading desk with spreadsheets and risk applications. Assisted metals trading desk to implement intraday volatility gamma scalping trading strategy.
Quantitative Research at Munich Re ERGO Asset Management GmbH (MEAG)
April 30, 2009 - August 4, 2025
Supported Portfolio Managers in quantitative research, position, risk, P&L validation, prediction and hedging.
Rates Trading Desk Support at BNP Paribas
September 30, 2007 - August 4, 2025
Provided quantitative risk support for fixed income exotic derivatives desk.
Investments & Capital Markets, Financial Engineering Group at Freddie Mac
August 31, 2005 - August 4, 2025
Documented Black 76 Model using LaTeX and integrated Black 76 Model implied volatility code in C++ to existing libraries.
Combat Officer at Singapore Armed Forces, Brigade Reconnaissance Company
May 31, 2000 - August 4, 2025
Served as Combat Officer and awarded Sword of Merit (Top 10%).
Director, Quantitative Portfolio Manager at Artificial Autonomy Pte. Ltd.
August 1, 2022 - Present
Researched factor models for returns and risk attribution, applying factor loadings and correlations in portfolio optimization. Conducted liquidity and volatility research in decentralized exchanges. Managed retirement portfolios to maximize Sharpe ratio and developed Python technology platforms for Value-at-Risk calculations and Risk Parity portfolio construction. Migrated Excel VBA work libraries to Python and submitted alphas to WorldQuant's BRAIN platform.
Quantitative Risk Manager at Graticule Asset Management Asia (GAMA)
August 31, 2022 - August 4, 2025
Managed risk for a $2 billion portfolio across all asset classes, engaging portfolio managers in position reviews and stop-loss strategies. Collaborated on implementing FX Forward Volatility Agreements spreads strategy with FX portfolio managers.
Risk Analyst at The Rohatyn Group
May 31, 2020 - August 4, 2025
Managed risk for a $500 million portfolio across all asset classes. Developed currency basket models, implemented global economic growth risk monitoring models, and maintained performance and risk reporting platforms. Worked closely with research on an investment clock framework.
Commodities Trading Desk Support at Bank of America Merrill Lynch
November 30, 2013 - August 4, 2025
Supported commodities trading desk with spreadsheets and risk applications. Implemented intraday volatility gamma scalping trading strategy with the metals trading desk.
Quantitative Research at Munich Re ERGO Asset Management GmbH (MEAG)
April 30, 2009 - August 4, 2025
Supported portfolio managers in quantitative research, position and risk validation, P&L prediction, and hedging.
Rates Trading Desk Support at BNP Paribas
September 30, 2007 - August 4, 2025
Provided quantitative risk support for the fixed income exotic derivatives desk.
Investments & Capital Markets, Financial Engineering Group at Freddie Mac
August 31, 2005 - August 4, 2025
Documented and integrated the Black 76 Model using LaTeX and C++ in existing libraries.
Combat Officer at Singapore Armed Forces, Brigade Reconnaissance Company
May 31, 2000 - August 4, 2025
Served as combat officer and awarded Sword of Merit (Top 10%).
Director, Quantitative Portfolio Manager at Artificial Autonomy Pte. Ltd.
August 1, 2022 - Present
Researched factor models for returns and risk attribution; applied factor loadings and correlations in portfolio optimization; managed retirement portfolios to maximize Sharpe Ratio; researched digital assets liquidity and volatility on decentralized exchanges; developed risk-free arbitrage trading strategies in global markets; built Python technology platform for Value-at-Risk (VaR) calculations and Risk Parity portfolio construction; migrated Excel VBA personal work libraries to Python; submitted alphas with strong Sharpe ratios on the WorldQuant BRAIN platform.
Quantitative Risk Manager at Graticule Asset Management Asia (GAMA)
August 1, 2022 - August 4, 2025
Risk managed a $2 billion portfolio across all asset classes; engaged portfolio managers to review positions, strategies, and stop-losses; implemented FX Forward Volatility Agreements (FVA) spreads strategy in collaboration with FX portfolio manager.
Risk Analyst at The Rohatyn Group
May 1, 2020 - August 4, 2025
Risk managed $500 million portfolio across asset classes; collaborated with research team on Investment Clock Framework; developed and maintained the SGD NEER Model and currency baskets using Bloomberg CIX; implemented monitoring model for global economic growth risks; maintained and enhanced global risk and performance reporting platform for all funds.
Commodities Trading Desk Support at Bank of America Merrill Lynch
November 1, 2013 - August 4, 2025
Supported commodities trading desk spreadsheets and risk applications; collaborated with metals trading desk to implement intraday volatility gamma scalping trading strategy.
Quantitative Research at Munich Re ERGO Asset Management GmbH (MEAG)
April 1, 2009 - August 4, 2025
Provided quantitative research support to portfolio managers; performed position, risk, P&L validation, prediction, and hedging.
Rates Trading Desk Support at BNP Paribas
September 1, 2007 - August 4, 2025
Quantitative risk support for fixed income exotic derivatives desk.
Investments & Capital Markets, Financial Engineering Group at Freddie Mac
August 1, 2005 - August 4, 2025
Documented Black 76 Model using LaTeX; integrated Black 76 Model implied volatility code in C++ to existing libraries.
Combat Officer, Sword of Merit (Top 10%) at Singapore Armed Forces Brigade Reconnaissance Company
May 1, 2000 - August 23, 2025
Served as a combat officer, awarded the Sword of Merit for top 10% performance.
Founder & Consultant at Artificial Autonomy Pte. Ltd.
August 1, 2022 - November 1, 2025
Founded and run a home consultancy focusing on data analysis for cloud infrastructure, factor-model research for returns and risk attribution, liquidity/volatility research in DeFi (DEX), risk-free arbitrage research across global markets, and retirement portfolio management for friends and family. Built a Python-based platform using Yahoo Finance data for VaR calculations and risk parity, and contributed to WorldQuant BRAIN alpha submissions; migrated personal work libraries from Excel VBA to Python.
Portfolio Manager in Derivatives at AIA Investment Management (AIAIM)
September 1, 2023 - September 1, 2023
Managed an interest-rate hedging program with a notional size of USD 36 billion using OTC US Treasury Bond Forwards; optimized collateral posted with counterparties; executed Internal Security Lending (ISL) between funds to optimize Worst Collateral Coverage Ratio (WCCR).
Quantitative Risk Manager at Graticule Asset Management Asia (GAMA)
August 1, 2022 - August 1, 2022
Risk managed a USD 2B portfolio across all asset classes; collaborated with portfolio managers to review positions, strategies, and stop-loss levels; implemented an FX Forward Volatility Agreement (FVA) spreads strategy.
Risk Analyst at The Rohatyn Group
May 1, 2020 - May 1, 2020
Risk managed a USD 500M portfolio across all asset classes; worked with research and portfolio managers to review positions, strategies, and stop-loss levels; contributed to the Investment Clock framework and maintained currency baskets (SGD NEER) using Bloomberg CIX; maintained and enhanced global performance and risk reporting platform for all funds.
Desk Support at Bank of America Merrill Lynch Commodities Trading Desk
November 1, 2013 - November 1, 2013
Supported commodities trading desk spreadsheets and risk applications; collaborated with metals trading desk to implement intraday volatility gamma scalping trading strategy.
Quantitative Research at Munich Re ERGO Asset Management GmbH (MEAG)
April 1, 2009 - April 1, 2009
Supported portfolio managers in quantitative research, position, risk, P&L validation, prediction, and hedging; contributed to research for risk monitoring and hedging strategies.
Rates Trading Desk Support at BNP Paribas
September 1, 2007 - September 1, 2007
Provided quantitative risk support for fixed income exotic derivatives desk; assisted in desk-wide risk monitoring and analytics.
Quantitative / Financial Engineer at Freddie Mac Investments & Capital Markets, Financial Engineering Group
August 1, 2005 - August 1, 2005
LaTeX: documented Black 76 model; C++: integrated Black 76 model implied volatility code to existing libraries.

Education

M.S Computational Finance (MSCF) at Carnegie Mellon University
August 1, 2004 - December 1, 2005
M.Eng. Computer Science at Cornell University
August 1, 2003 - May 1, 2004
B.S. Electrical Engineering at Cornell University
August 1, 2000 - May 1, 2003
Certificate in Quantitative Finance (CQF) with Distinction at Online
January 1, 2012 - October 1, 2012
Deep Learning by Andrew NG at Coursera (Online)
August 1, 2020 - January 1, 2021
M.S. in Computational Finance (MSCF) at Carnegie Mellon University
August 1, 2004 - December 1, 2005
M.Eng. Computer Science at Cornell University
August 1, 2003 - May 1, 2004
B.S. Electrical Engineering at Cornell University
August 1, 2000 - May 1, 2003
Certificate in Quantitative Finance (CQF) with Distinction at Online/CQF
January 1, 2012 - October 1, 2012
Deep Learning Certificate at Coursera (Andrew Ng)
August 1, 2020 - January 1, 2021

Qualifications

Certificate in Quantitative Finance (CQF) with Distinction
January 1, 2012 - October 31, 2012
Deep Learning by Andrew NG (Coursera)
August 1, 2020 - January 31, 2021
RES 5: Rules, Ethics and Skills for Financial Advisory Services
January 1, 2023 - December 31, 2023
MAS Module HI: Health Insurance
November 1, 2023 - November 30, 2023
MAS Module 9, 9A: Life Insurance and Investment-Linked Policies
October 1, 2023 - November 30, 2023
RES 3: Rules, Ethics and Skills for Fund Management
August 1, 2022 - December 31, 2022
Certificate in Quantitative Finance (CQF) with Distinction
January 1, 2012 - October 31, 2012
Deep Learning by Andrew NG (Coursera)
August 1, 2020 - January 31, 2021
RES 5: Rules, Ethics and Skills for Financial Advisory Services
January 1, 2023 - December 31, 2023
MAS Module HI: Health Insurance
November 1, 2023 - November 30, 2023
MAS Module 9, 9A: Life Insurance and Investment-Linked Policies
October 1, 2023 - November 30, 2023
RES 3: Rules, Ethics and Skills for Fund Management
August 1, 2022 - December 31, 2022
MAS Module 9, 9A: Life Insurance and Investment-Linked Policies
October 1, 2023 - November 30, 2023
RES 3: Rules, Ethics and Skills for Fund Management
August 1, 2022 - August 31, 2022
RES 5: Rules, Ethics and Skills for Financial Advisory Services
December 1, 2023 - August 23, 2025
MAS Module HI: Health Insurance
November 1, 2023 - August 23, 2025
MAS Module 9, 9A: Life Insurance and Investment-Linked Policies
October 1, 2023 - November 1, 2023
RES 3: Rules, Ethics and Skills for Fund Management
August 1, 2022 - August 23, 2025
Deep Learning Certificate
August 1, 2020 - January 1, 2021
Certificate in Quantitative Finance (CQF) with Distinction
January 1, 2012 - October 1, 2012

Industry Experience

Financial Services, Software & Internet, Professional Services, Government, Computers & Electronics
    paper Option Pricing & Risk (Greeks) Graphs Generation Tool

    https://www.twine.net/signin

    This Excel spreadsheet contains Visual Basic (VBA) functions that calculate option price and risk (Greeks), namely:
    Delta, Gamma, Speed, Vega, Volga, Vanna, Theta, Rho(=ppmu+ppr), ppmu (Sensitivity to Drift), ppr (Sensitivity to Risk-Free-Rate)
    Black-Scholes Option Pricing Framework
    Underlying Returns Distributions Assumptions: Log-Normal
    Exercise Types: European
    Product Types: Puts, Calls
    Payoff Types: Digital (Binary), Analog (Vanilla)
    The functions are exposed and usable within the spreadsheet cells.
    A sample sheet is provided to demonstrate how the functions are used.