Stephen Tse
Senior Quant Developer/Quant Researcher at Morgan Stanley
- Role
- Executive Director at Morgan Stanley
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Stephen Tse
Senior quantitative developer/researcher at Morgan Stanley focusing on optimal trade execution
Experience
Executive Director
Sep 2019 — Present · New York, NY, US
hybrid quant researcher/quant developer with expertise in intraday trade scheduling optimization - innovate multi-period optimization to make best use of impact cost model and intra-day alpha - revamp backtesting framework to enhance algo execution performance and facilitate client customizations- hands-on R&D work on impact cost model, alpha, volume prediction and limit order slicing- global dev lead for single name and portfolio scheduling optimization in equities
Education
Sha Tin Government Secondary School
High School
1998 — 2004
University of Waterloo
Ph.D., Computer Science
2008 — 2012
The Chinese University of Hong Kong
B.Sc., Mathematics
2004 — 2008
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