Over 19-year track record of delivering outsized sales and business development growth from startups to multinational corporations. Extensive US/Hong Kong/China financial markets knowledge and client management experience quickly establishes strong rapport and trust with clients. A dynamic communicator who not only creates excitement and differentiation leading to new business opportunities but also provides inspiring leadership internally. 

If you want to know more, just reach out and ask. Always happy to share and help others.

Ken Shih

We help Asset Managers, Chief Financial Officers deal with complex issues of financial derivatives:

-Modeling and pricing of complex derivatives such as convertible bonds, mortgage backed securities, variance swaps, credit default swaps, collateral debt obligation
-Performing Monte Carlo simulation to value executive stock options and real options
-Yield curve construction (LIBOR, overnight index swap, cross currency) in various currencies
-Development of a structural credit model for determining corporate credit spreads and probabilities of default
-Implementation of advanced derivative pricing models
-Independent Price Verification
-General derivative related consulting services


We help portfolio managers, hedgers, traders better manage the risks and extract alpha:

-Risk analytics for derivatives books such as calculation of the Greeks, Value at Risk
-Validation of risk management models such as Economic Capital, IFRS9
-Implementation of advanced options pricing models: stochastic volatility, local volatility
-Development of multi-factor stochastic models for volatility and commodity related products
-Design and implementation of database for financial data and analytics
-Developing trading and hedging strategies for equity and commodity portfolios

Feel free to connect with me on LinkedIN

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Ken Shih

Nam Nguyen

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