Tat Sang Fung, PhD
Senior Manager, Product Management
Head of Financial Engineering (FusionCapital), Misys1
Adjunct Assistant Professor, Columbia University
Financial Engineering expert who, as featured in Wilmott magazine2 and quoted in
international media such as innovative investors and institutional investors, has counseled
executives at world’s largest banks on how to improve their risk management methodology
and derivatives mark to model aspects
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1
20+ years of experience in Financial Engineering, Quantitative finance and Risk
Management since 1996
Current responsibility: manage a global team of financial engineers in charge of
pricing, risk management and structured products aspects within solutions
management team for Misys Summit.
International working experience across different cultures3, Management experience
with team members working in different time-zones
Published in RISK4
Frequent speaker in conferences and seminars around the globe on Finance and
Education. Selected recent speeches:
“FVA debate and XVA challenges: Changes in valuation methods and what the
quants are doing now” Nordic Staff meeting in Sweden Sept 2016
“FVA debate and XVA challenges: Changes in valuation methods and what the
quants are doing now” Danish Finance Society’s Risk Network meeting
Copenhagen, May 2016
“Complex Derivatives Pricing with Adjoint algorithmic differentiation AAD”
Misys Breakfast Briefing: London Dec 2015
“Speaker (With Felix Grevy) of “How GPUs & Other Accelerators Are
Changing The Game For The Financial Community”; Chairman of the stream
“Innovations In Computational & Numerical Efficiency” Global Derivatives
conference 2015
"Beyond the Bamboo Ceiling: Insights of Asian-American Business
Professionals." Organized by Confucius Institute at Pace University. One out of
four panelists. Feb 2015
Hong Kong University Mathematics Department Colloquium Speaker of Career
Talk “The role of mathematicians and scientists in quantitative finance” Hong
Kong Oct 2013
Hong Kong University Mathematics Department Colloquium Speaker of
Colloquium “Derivatives valuation under collateralization: its origin, history,
mathematics and what banks are doing with it” Hong Kong Sept 2013
“Why did many financial institutions fail? How to manage Risk in the current
environment” Steria Mummert Capital Day 2010, Sept 2010, Frankfurt
“The role of mathematicians and scientists in quantitative finance”, Hong Kong
University mathematics department colloquium, Nov 2009, Hong Kong
“Are You Ready for IAS 39?”, June 2008, Manila, Philippines
“Accumulators – Financial Black Hole or Product of the Decade?” June 2008,
Shanghai, Beijing, Hong Kong, Seoul
Speaker in the Pre-Conference Workshop, Credit Derivative 2007, Jan New
York City
Misys is a market leader in banking and treasury & capital markets, with over 2,000 customers across 125
countries. Misys employs around 4600+ staff in 50 countries. Website: www.misys.com
2 Wilmott Nov 2006 “Vaulting the Wall”
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Traveled to ten cities in ten countries in 2010
4 "BGM numeraire alignment at will" published in Risk International, 2004
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“Structured Product pricing and risk management with Monte Carlo
simulations” a two-day course that I taught Oct - Nov 2006. It was repeated in
Beijing, Hong Kong, Tokyo, Seoul and Taipei. Organized by Misys.
“Optimizing Optimization” ICBI Global Derivatives & Risk Management event
June 2006 Paris
Summit Seminar “Valuation – Callable structured products” (Hong Kong 2005)
Risk Management seminar (Taipei 2005) organized by Ares
“Callable Everything: Using the Libor Market Model to value hybrid multicallable structures” ICBI Global Derivatives & Risk Management event (Paris
2005)
Book manuscript reviewer for Wiley5
A passion for education and teaching6
Adjunct assistant professor of Columbia University since 2006
How may I help you?
Provide thought leaderships and sharing ideas on Education, and/or latest methodology
in Mathematical Finance and Risk Management
Speaking in your event
Reviewing Book / Manuscripts
Contributing articles / columns for your media
Strength
Thought leaderships and idea sharing on Education, and latest methodology in
Mathematical Finance and Risk Management
Multi-cultural and global awareness. International travels
Experience in managing global teams
Multilingual: English, Native Cantonese, some Mandarin
Logical, analytical and mathematical
Passion to share ideas and knowledge
Media Examples
Featured in Wilmott Nov 2006 issue "Vaulting the Wall"
Innovative Investor, Issue 7, Aug 2008:
5 “A Probability Metrics Approach to Financial Risk Measures” by Svetlozar Rachev, Stoyan Stoyanov,
Frank Fabozzi
6 Student Advisor and Couch for S.T.Yau High School Mathematics Awards for the mathematical finance
field in Summer 2008. Led a team of two high school students in the competition. Finished as semi-finalist
winners
Tat Sang Fung holds a Ph.D. in Mathematics from Columbia University in the City of New York.
He can be reached at [email protected]
Email: [email protected]
Linkedin: http://www.linkedin.com/pub/tat-sang-fung/6/367/192
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