Noah Pang
New York,NY
Overview
13
13
years of professional experience
Work History
Quantitative Researcher
Seatgeek
New York, NY
07.2021 - Current
- Research implement and deploy quantitative trading strategies for tickets to live events.
- Help develop strategy on how best to grow our business and how to integrate our department with other departments in Seatgeek.
- Develop models and tools in python to help traders value deals, better monitor our portfolio, identify profitable trades, and buy tickets more efficiently.
- Design flow and use python to automate processes around operations for managing a portfolio of tickets for live events.
Developer (Contractor)
MOCAFI
New York, NY
04.2021 - 06.2021
- Developed wordpress plugin to deploy affordability, rent vs buy, and mortgage calculators for a consumer facing website promoting black homeownership.
- Created interface to update current mortgage rates for use in calculators.
Quant Trader
Mena Energy
New York, NY
09.2019 - 11.2020
- Researched, implemented, and managed a semi-automated portfolio of medium frequency "quantimental" strategies trading liquid commodity futures with a return on capital of >10%.
- Used python and AWS to develop a cloud based semi-automated trading, risk, and research platform including updating and integration of various market and fundamental data sources, signal generation, position and trade reconciliation, and performance, risk, and PnL monitoring.
Quantitative Analyst
Apriori Investments
New York, NY
01.2018 - 05.2019
- Researched mid frequency strategies based on aggregated order book data.
- Researched optimal execution for single and multi-asset strategies.
- Developed prototype cloud system using AWS and python for easy batch parallelization.
- Helped develop and test company's research platform in rigorous unit testing framework with bespoke backend parallelization and browser based frontend.
Senior Associate, Quantitative Strategies
Noble Group
Stamford, CT
09.2013 - 12.2017
- Developed and backtested a trading strategy in python for energy futures with a 2.5 Sharpe ratio over 4 years.
- Evaluated the feasibility of a high frequency power trading algorithm based on quickly processing the release of wholesale power rates.
- Used python to create a statistical framework for discovering and evaluating trade ideas, which was responsible for roughly 1mm in PnL.
- Created a python tool and framework for initial margin optimization across exchanges and clearing entities for global oil business responsible for freeing up tens of millions of dollars in working capital.
- Helped value and manage large scale deals including a long term supply agreement of ULSD and Gasoline to Petroecuador, a long term lease of a refinery in Texas, and the acquisition of North Sea production assets.
- Implemented and calibrated Gabillon and CapT stochastic volatility models in python for the valuation and hedging of exotic physical options.
- Created a python app and implemented a solution for the non-linear optimization of gasoline blending arbitrage.
- Created a python app and framework for tracking global crude arbitrage opportunities.
Co-founder/Developer
TheMortgageApp
Cambridge, MA
06.2012 - 09.2013
- Worked directly with the founder on both overall strategy and product/technology development for a platform for the straight-through processing of loan application data for the qualified mortgage market.
- Developed a prototype platform including functionality to compute optimal loans and buyer affordability.
Researcher/Clinician/Grader
Swarthmore College
Swarthmore, PA
01.2008 - 05.2011
- Graded and tutored other students in: abstract algebra, real analysis, and logic, and did research in applied algebraic topology.
Researcher
University of North Carolina Asheville
Asheville, North Carolina, United States
06.2009 - 08.2009
- Paid to do research on the intersection of graph and group theory.
Education
Masters of Advanced Study - Mathematics (honors/pass)
Cambridge University
2012
Bachelor of Arts - Mathematics (3.7)
Swarthmore College
2011
Skills
systematic futures research and trading
option pricing and hedging
statistical analysis in python
web technologies (AWS/HTML/CSS)
commodities market knowledge
trading system development
object-oriented programming in python
GUI development
business process automation
strategic planning
Interests/Activities
Chess:
- 4 time national chess champion for my age group.
- Represented the United States in international competition.
- Current title of expert
Tennis:
- 4 year high-school varsity, top 50 New England Junior, and ISL all-league honorable mention.
- 2009 NCAA Division III scholar athlete
Timeline
Quantitative Researcher
Seatgeek
07.2021 - Current
Developer (Contractor)
MOCAFI
04.2021 - 06.2021
Quant Trader
Mena Energy
09.2019 - 11.2020
Quantitative Analyst
Apriori Investments
01.2018 - 05.2019
Senior Associate, Quantitative Strategies
Noble Group
09.2013 - 12.2017
Co-founder/Developer
TheMortgageApp
06.2012 - 09.2013
Researcher
University of North Carolina Asheville
06.2009 - 08.2009
Researcher/Clinician/Grader
Swarthmore College
01.2008 - 05.2011
Masters of Advanced Study - Mathematics (honors/pass)
Cambridge University
Bachelor of Arts - Mathematics (3.7)
Swarthmore College