Wylie CHAN

I am Wylie Chan, a quantitative finance and data science professional with nearly 20 years of experience at top global institutions including Bank of America Merrill Lynch, BNP Paribas, and Graticule Asset Management. I hold an M.S. in Computational Finance from Carnegie Mellon, M.Eng. in Computer Science from Cornell, and am currently pursuing an M.S. in Applied Data Science at NUS. My expertise spans algorithmic trading, derivatives risk management, machine learning, and data analytics. I have managed a USD 36 billion interest-rate hedging program and built quant models for hedge funds across Asia and globally. As an instructor, I bring real-world industry experience into the classroom, helping students bridge the gap between theory and practice in data analytics, quantitative finance, and AI.