Quant Engineer
Ka-Ming is a Financial Engineer at RocketFin's New York team, bringing over 15 years of experience delivering pricing, risk and analytics solutions across FX, rates and multi-asset derivatives. He is skilled in Python and modern C++, with a strong track record in quantitative modelling, system integration and front-office support.
Since joining RocketFin in 2024, Ka-Ming has reviewed and calibrated FX products in Beacon (vanillas, barriers and exotics), improved pricing-accuracy and risk-attribution processes, and configured and validated a wide range of commodity instruments. Before RocketFin he was on the Quant/Strategist team at Eisler Capital; built Python pricing tools for FX forwards and interest-rate products in FX eTrading at Merrill Lynch; and earlier, debugged C++ CVA models and compiled CCAR reports for Citibank's Multi-Asset Quantitative Research group.
Ka-Ming combines deep technical expertise with a strong understanding of financial markets, and is recognised for building robust pricing tools and improving data integrity inside complex trading platforms.