About

This is David Y. I worked as the “number guy” in several credit-focus fixed income funds since 2007. Harking back to my STEM research background, I always enjoy the quant side of my work. Probably similar to many who work in smaller funds, there are also times I wear another hat and get involved more in the portfolio management – worrying about the market, chasing P&L, sorting out actual risk exposure etc. Both lines of work appeal to me and bring me valuable experience.

My work can be intense and one does not want to talk to close to the actual work (by the way, credit index tranche was my bread-and-butter in recent years) either. Yet I still research or at least keep track on areas (from interest rate product to electronic trading and machine learning) that pique my interest in my free time through the years. My blog tends to see burst of activity every few years. Now I am in one of those phases: retool myself for the next challenge and write about my journey. If you see any opportunity that I should explore, please reach out using the contact form below to connect!

Contact
Looking forward to your feedback and suggestions.



Disclaimer
The information, materials and data provided are for general information purposes and are subject to change without notice.  Any reliance on the material on this website is at your own risk.  The author of onriskandreturn.com provides no guarantee for the adequacy, accuracy and reliability of the content of either this website or any linked third-party data sources, and is not responsible for any direct or consequential financial losses incurred.  Under no circumstances shall the information contained on this website constitute an offer to sell or a solicitation of an offer to buy any investment securities.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s