Saxo Markets HK

Saxo Markets is a licensed subsidiary of Saxo Bank A/S and enables individual and institutional clients to trade more than 40,000 financial instruments globally. Institutional clients such as banks, wealth managers and fintechs, can leverage Saxo’s  Business-as-a-service (Baas) digital value chain to provide a comprehensive set of products and services to their clients. Saxo also offers prime brokerage and execution services to hedge funds, family offices, prop traders, and corporate hedgers, etc.

• Focus on go-to-market strategy, launch and business development for Saxo Markets’ digital wealth management business and serve as a key voice in the Greater China region to ensure that Saxo’s Wealth Management solution/offerings see commercial success in the region.

• Identify new business opportunities, design and specify new functionalities in line with corporate strategy and commercial imperatives and communicate the roadmap clearly to the rest of the organization.

• Operate as a key member of the Greater China/Hong Kong Asset and Wealth Management team either leading or supporting Saxo’s regulatory and licensing needs in the region.

Head of Wealth Management Greater China

AQUMON

AQUMON, is a leading Artificial Intelligence (AI)-based Robo Advisor in Hong Kong. Our mission is to revolutionize the financial industry by bringing professional wealth management services to every individual regardless of age or net worth. We utilize an algorithmic, data and machine learning approach along with an intelligent digital wealth management platform so our clients can gain maximum long term return yet with lower cost, lower risk and higher transparency. AQUMON’s intelligent investment offerings is what sets it apart from its competition and our sights are set to become Asia’s #1 Robo Advisor. 

•	Focusing on increasing brand awareness, client engagement and conversion via traditional and digital Marketing strategies for AQUMON.

•	Lead Sales team to strategize how to address investors' financial needs and in turn increase user base on AQUMON's Robo Advisory platform.

Head of Sales and Marketing

•	Coordinated and orginated investment content, financial solutions, engaging speakers and executed live as a presenter for UBS' client and prospecting events in Hong Kong and mainland China. Client and prospect turnout at such events ranged from 50-1000+ in size.  

•	Curated investment content and responsible for the delivery of UBS' investment strategy with actionable solutions in their weekly investment meeting for all Client Advisors in Hong Kong. Client Advisor attendance of the investment meeting was 200+ weekly. 

•	Creatively addressed and solved how to better connect UBS' investment solutions and house views with Client Advisors and more importantly end clients.

Director of Investment Content

HSBC Private Bank

•	Directly marketed Alternative Investment products (Hedge Funds, Private Equity and Real Estate) to HSBC Private Banking clients. Total group Asia sales during employment period approximately US$250M.

•	Developed quantitative sales analysis to understand sales reach and potentially increase sales for team.

•	Set up roadshows and conducted training presentations on Alternative Investment products for clients and Relationship Managers in Asia. 

•	Provided clients and Relationship Managers with thorough after-sales support on all Alternative Investment products.

Alternative Sales Specialist

•	Provided Family Wealth Advisory clients with quantitative analysis on their investments and portfolio breakdown via HSBC Private Bank’s WeathVision Service.

•	Assisted in client advisory on investment opportunities and portfolio allocation.

Family Wealth Advisory Portfolio Analyst

Ramius LLC

•	Reported to Ramius’ head of Risk Management and supervised 2 risk analysts.

•	Responsible for the creation and management of a strategy-based daily P&L reporting system that increased P&L transparency across Ramius’ trading groups and portfolios.

•	Assisted in the development of an in-house risk management system which gave management a clear understanding of their exposure levels and ultimately helped with their hedging decisions. 

•	Took on a project manager role for numerous ad-hoc risk projects that required communication and oversight between trading groups and back-office departments.

Risk Associate

•	Engineered and maintained an Excel-based tool to streamline the payment process for all of Ramius’ credit default swaps. 

•	Helped minimize counterparty risk by obtaining all CDS confirmations and processing all payments in a timely manner.

Derivatives Support Associate

JPMorgan Chase

•	Assisted Global Derivatives Department by confirming, processing and documenting trades. 

•	Liaised with counterparty clients to obtain confirmations for a variety of derivative deals. Deals consist of but not limited to swaps, caps, floors, and swaptions.

Trade Support Analyst

Over 19-year track record of delivering outsized sales and business development growth from startups to multinational corporations. Extensive US/Hong Kong/China financial markets knowledge and client management experience quickly establishes strong rapport and trust with clients. A dynamic communicator who not only creates excitement and differentiation leading to new business opportunities but also provides inspiring leadership internally. 

If you want to know more, just reach out and ask. Always happy to share and help others.

Ken Shih

NN² Capital

Designing and managing quantitative strategies

Director and Hedge Fund Manager

Harbourfront Technologies

•	Advised CFOs and VPs of finance on valuing complex derivatives
•	Built models for for assessing credit risks embedded in debt offerings
•	Performed Monte-Carlo simulations for pricing performance share units
•	Developed a reverse dispersion volatility strategy for an asset management firm
•	Implemented backtest and stress-test methodologies for hedge funds
•	Built a database for stocks and options. Implemented statistical and volatility arbitrage strategies using the database
•	Implemented models and Matlab programs for advanced modeling of the volatility skew and term structure
•	Developed a 2-factor options pricing model for valuing and hedging commodity portfolios
•	Mentored junior doctorates. Provided advice and guidance for a career in quantitative finance

Quantitative Strategist

PRMIA - Professional Risk Managers'​ International Association

•	Coordinated and organized finance and risk management conferences
•	Assumed responsibility for sponsorship and communication
•	Worked as the editor for PRMIA Toronto newsletter. Readership: 6800 members

Steering Committee Member

•	Performed derivative valuation for clients. Specialized in complex structured products
          -Equities: Asian quanto basket options, variance swaps, total return swaps, convertible bonds, rainbow options, equity-linked note
          -Fixed income: exotic interest rate swaps, commercial mortgage pools, mortgage back securities, convertible bonds, term loans
         -Structured credits: credit default swaps, collateralized debt obligation, credit-linked notes, total return swaps
        -Commodities: commodity swaps, commodity options
        -Foreign exchange: FX forwards and options
        -Other: catastrophe bonds, ABCP, performance share units
•	Advised banks on constructing discount factor curves used to value interest rate derivatives: vanilla curves, cross-currency curves, overnight index swap curves
•	Reviewed hedging strategies for hedge accounting purposes
•	Managed major clients of the firm and generated consistent consulting revenue 
•	Supervised a team of junior and senior analysts. Trained and mentored less experienced members of the group

Quantitative Analyst, Manager

Ernst Young Financial Advisory

•	Developed computer programs based on binomial trees and Monte Carlo simulation to value exotic derivatives such as convertible bonds, executive stock options
•	Performed credit value adjustments (CVA) for OTC derivatives
•	Reviewed and vetted quantitative risk management systems: market, credit, operational, liquidity risks
•	Calculated Value at Risks (credit, operational, market) using analytical and historical simulation methods
•	Developed models for loan loss provisions and Economic Capital of retail credit card and mortgage portfolios
•	Advised banks on retail PD, EAD, LGD models
•	Reviewed a bank’s credit portfolio management and developed score cards for its retail and commercial lending

Senior Quantitative Analyst

Université Laval

-Designed hedging strategies for managing the risks of a portfolio of credit derivatives

Research Assistant

Université de Sherbrooke

-Conducted research in life science using supercomputer clusters (+5000 CPU high performance computing)
-Analyzed large data sets with the help of parallel supercomputers
-Workshops in parallel computing and financial mathematics

Postdoctoral Researcher

We help Asset Managers, Chief Financial Officers deal with complex issues of financial derivatives:

-Modeling and pricing of complex derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation
-Performing Monte Carlo simulation to value executive stock options and real options
-Yield curve construction (LIBOR, overnight index swap, cross currency) in various currencies
-Development of a structural credit model for determining corporate credit spreads and probabilities of default
-Implementation of advanced derivative pricing models
-Independent Price Verification
-General derivative related consulting services


We help portfolio managers, hedgers, traders better manage the risks and extract alpha:

-Risk analytics for derivatives books such as calculation of the Greeks, Value at Risk
-Validation of risk management models such as Economic Capital, IFRS9
-Implementation of advanced options pricing models: stochastic volatility, local volatility
-Development of multi-factor stochastic models for volatility and commodity related products
-Design and implementation of database for financial data and analytics
-Developing trading and hedging strategies for equity and commodity portfolios

Feel free to connect with me on LinkedIN

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The Battle

Ken Shih

Nam Nguyen, Ph.D.

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