About Me
Experience
Finance
WEEX - - Now
职位: Finance | 时间段: 12/2024 - Present | 工作内容: Designed and implemented a risk control mechanism to monitor abnormal trading behaviors of small-cap tokens, identifying potential arbitrage patterns and collaborating with the risk team to investigate and reverse suspicious transactions. Authored weekly campaign analysis reports, evaluating user engagement and promotional performance; optimized data structures by introducing additional analytical fields to improve reporting efficiency. Supported daily operational workflows, including approval and record-keeping for expenses, airdrops, and trial funds. Built an automated Ethereum wallet monitoring bot that reports daily balances and triggers alerts when a significant drop is detected, enhancing treasury risk management.
PM
Vega Labs - - Now
职位: PM | 时间段: 02/2023 – 10/2024 | 工作内容: Designed and led Parity, a cross-CEX price spread and funding-rate arbitrage product from 0 to 1, focusing on spot–perpetual and perpetual–perpetual hedged strategies for high-frequency and professional traders. Owned the core arbitrage logic, including entry/exit spread thresholds, funding-rate monitoring, synchronized dual-leg execution, IOC/FOK fallback handling, and automated single-leg failure recovery with risk controls. Took responsibility for overall product architecture and requirement breakdown, coordinating with external and in-house developers to deliver real-time market data (WebSocket), order execution, logging infrastructure, and parameterized strategy configuration. Conducted in-depth analysis of API trading usability and security constraints, and explored matching-based, semi-automated, and tool-driven execution models to reduce user friction and improve commercial scalability. Iteratively optimized the system through live trading, validating and tuning key factors such as liquidity, fees, slippage, fill probability, and capital efficiency in real market conditions.
PM
Ramp Labs - - Now
职位: PM | 时间段: 11/2021 – 12/2022 | 工作内容: Designed and implemented an LP arbitrage and automated rebalancing system based on Uniswap v3 concentrated liquidity, covering fee capture, range management, and risk hedging. Built quantitative models to analyze LP position NAV and its sensitivity to price changes (Δ / delta and γ / gamma), guiding decisions on dynamic rebalancing and hedge frequency. Implemented dynamic hedging for LP positions using perpetual futures and/or spot short positions, reducing impermanent loss and NAV drift under strong directional markets. Developed multi-range and mixed wide–narrow range strategies, optimizing the trade-off between fee generation and drawdowns across both high-volatility and trending market regimes. Constructed a parameterized strategy and backtesting framework, validating key variables such as range width, rebalance thresholds, slippage, gas costs, and funding rates through both historical and live trading.
