Justin Kong is a seasoned quantitative professional with extensive experience in market making, systematic trading, and machine learning. Currently serving as a Quantitative Portfolio Manager at SCRYPT since August 2021, Justin has a strong background in algorithmic and high-frequency trading from previous roles at DataSpartan Technologies, Credit Suisse, and as a Graduate Researcher at UCL. Justin's academic credentials include a Master’s in Financial Mathematics and a Bachelor’s in Actuarial Science from The London School of Economics and Political Science (LSE). Additional internships at Nomura Securities and Maybank further enriched Justin's expertise in equity research and investment banking operations.
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