Gabriel Tan is a skilled quantitative finance professional with experience spanning various roles in quantitative research and analytics. Currently serving as a Quantitative Associate at Syfe since May 2025, Gabriel focuses on quantitative research and portfolio construction, as well as mid-frequency algorithmic trading. Prior experience includes a role in Quantitative Analytics & Treasury Services at EY, where responsibilities encompassed private equity valuation, derivatives pricing, and cryptocurrency valuation. As a freelance Quantitative Researcher from January 2022 to January 2025, Gabriel developed and backtested quantitative models for S&P500 assets and researched trading seasonality and mean reversion strategies in FX markets. Additional experience includes a Business Analyst Intern position at On-us and an internship at the CPF Board. Gabriel holds a Master of Science in Quantitative Finance and a Bachelor of Business Administration in Quantitative Finance, both from Singapore Management University.
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