Calvin Lau
Cross Asset Solutions at Societe Generale
- Location
- Hong Kong
- Industry
- Investment Banking
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Calvin Lau's Overview
- Current
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- Cross Asset Solutions, Global Markets at Societe Generale
- Past
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- Asset, Liability & Capital Management at HSBC
- Teaching Assistant in Pure Mathematics at University of Bath
- Education
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- University of Oxford
- University of Bath
- Wymondham College
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Wah Yan College Hong Kong
- Connections
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127 connections
Calvin Lau's Summary
Contact:
ywc.lau@hotmail.com
Skills:
• Statistical inference
• Applied statistical modelling
• Advanced probability theory; Applied probability
• Statistical signal processing
• Algorithms and programming (C++; C; MATLAB; VBA; R)
Calvin Lau's Experience
Cross Asset Solutions, Global Markets
Societe Generale
Public Company; 10,001+ employees; GLE; Banking industry
February 2013 – Present (5 months) Hong Kong
• Answer clients' proposal requests on Structured Product solutions
•.Work closely with Financial Engineering team to produce product back-tests and scenario analysis
•.Write monthly Investment Ideas for institutional clients on Structured Products that are suitable for recent market trend and latest SG Cross-Asset Research outcome.
• Develop VBA tools for product back-test
Asset, Liability & Capital Management
HSBC
Public Company; 10,001+ employees; HBC; Financial Services industry
June 2011 – September 2011 (4 months) Hong Kong
• Monitored the Bank's liquidity position by analysing the Treasury's bonds and derivatives
• Took part in a strategic project to streamline the financial control process by moving some functions offshore to India
• Lead-managed a part of this strategic project by developing relationships with the offshore counterparty in India
Teaching Assistant in Pure Mathematics
University of Bath
Educational Institution; 1001-5000 employees; Higher Education industry
September 2010 – June 2011 (10 months)
Calvin Lau's Education
University of Oxford
MSc, Applied Statistics
2011 – 2012
Financial economics; Financial mathematics; Applied statistical modelling
University of Bath
BSc (Hons), Statistics
2008 – 2011
Financial markets; Empirical finance; Regressions; Probability; Business accoutancy; Programming
Wymondham College
2006 – 2008
Wah Yan College Hong Kong
2001 – 2006
Calvin Lau's Additional Information
- Groups and Associations:
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- Honors and Awards:
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• Father Barrett Memorial Scholarship for Undergraduate Studies
• University of Bath Enterprise Bursary Award
Contact Calvin for:
- career opportunities
- consulting offers
- new ventures
- job inquiries
- expertise requests
- business deals
- reference requests
- getting back in touch
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