Kelvin D.
Corporate Treasury Quantitative Strat- Executive Director @Goldman Sachs
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WORK HISTORY
Corporate Treasury Quantitative Strat- Executive Director @Goldman Sachs
Cash and Collateral Strats - Repo, Loans, Deposits
EDUCATION
University of Oxford
Mathematical and Computational Finance
Central University of Finance and Economics
Bachelor's degree, International Finance
National University of Singapore
Bachelor's degree, Finance, General
Baruch College
Master's degree, Financial Engineering
National University of Singapore
Master's degree, Quantitative Finance
ABOUT KELVIN D.
With over 6 years of experience in quantitative finance, I contribute to Goldman Sachs as a Corporate Treasury Quantitative Strat - Vice President, specializing in cash and collateral strategies across repo, loans, deposits, bonds, and fixed income. My approach integrates technical expertise in Python and C++ to develop and implement robust quantitative solutions. My professional journey includes prior roles at BNP Paribas CIB, JPMorgan Chase, Nomura, and RBC, where I gained significant experience in credit repo, prime finance, systematic trading, counterparty credit risk models, and equity derivatives strategies. I am committed to leveraging my technical acumen and strategic insights to support innovation and drive value in the financial industry.
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