Raphael Tang

Raphael Tang

CV: 
PDF icon TANG-RAPHAEL.pdf
First Name: 
Raphael
Last Name: 
Tang
Title: 
MFI Student
Biography : 

Raphael is an excellent communicator and experienced in macro-economic, financial time series and quantitative finance models. Having an undergraduate background in Economics and Mathematics, he is well-versed in financial econometrics, panel and cross section econometrics and seeking suitable positions to apply his quantitative aptitude.

Experience

Kenanga Investment Bank Berhad, Malaysia
Intern, Quantitative Research & Algorithmic Trading, Apr. 2023 - Jun. 2023

  • Assigned to ‘discovery’: Testing & researching models & strategies not yet used by the department.
  • Focused research on Autoregressive models & variations: Produced a report on the AR(1), AR(n) & SETAR model for the use of high frequency algorithmic trading.

Maybank Berhad, Malaysia
Intern, Private Wealth Management, Jun. 2021 - Aug. 2021 & May 2020 - Aug. 2020

  • Assigned to structured products, derivatives & equities.
  • Produced presentation on the 2020 US presidential election & effects on global financial markets. Distributed for training & education.
  • Used time series models to forecast department’s model portfolio. Used VAR to assess portfolio risk, & GARCH for a short term out of sample risk forecast. The VAR showed a significant relationship between economic & portfolio risk, & the GARCH showed a relatively high volatility prediction.

Maybank Berhad, Malaysia
Intern/Private Wealth Management, May 2019 - Aug. 2019 & May 2018 - Aug. 2018

  • Assigned to Gaming, Oil & Gas, & Financial Institutions/ Banking.
  • Helped run rudimentary excel based financial forecasts for analyst reports.
  • Programmed simple back testing strategies based on technical analysis on the Bloomberg terminal.
  • Gathered data from Bloomberg terminal & local stock exchange for analyst reports.

Skills

  • Technical: Python
  • R
  • STATA
  • Bloomberg
  • Terminal
  • AXIS

Professional Certificates & Awards

  • Peter Sinclair Award - [most technical thesis paper]: 2022
  • UofT Datathon: Top 5
  • Academic Merit Awards (WLU): 2019
  • Academic Entrance Scholarship (WLU): 2018
Education: 
Master of Financial Insurance, University of Toronto, 2023 - 2024
BA (Honours) Economics Wilfred Laurier, University of Waterloo, 2022

People Type:

Areas of Interest: 
  • Participant in church charity events for relief missions
  • Competitive Powerlifting
  • Brazilian Jiu Jitsu

Program:

Campus:

Meta Description: 
Raphael Tang is a MFI student at the U of T Department of Statistical Sciences.