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Danny Wong, AIAA

Capital Market Trader - Financial Risk Management, Capital Markets
Sydney, AU

Tel: +612 8090 9100

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Professional Designations

  • Associate, Institute of Actuaries of Australia

Education

  • First Class Honours in Applied Mathematics, University of New South Wales
  • Bachelor of Science, Mathematics and Statistics, University of New South Wales
  • Bachelor of Commerce, Actuarial Studies, University of New South Wales

Current Responsibility

Danny is a capital market trader with Milliman's Financial Risk Management practice in Sydney. He is responsible for the trading activities within the Asia Pacific region as part of the wider Capital Markets and Hedging Group within the practice. This group advises clients in banking, insurance, mortgage servicing and funds management on financial risks, hedging strategies, and trading operations.

Experience

Danny previously worked in Milliman's Financial Risk Management practice in Chicago, where he was involved with the trading activities on several variable annuity and equity-indexed annuity hedging programs, as well as the swaptions dynamic replication program.

Prior to joining Milliman, Danny was a derivatives trader at a proprietary trading firm in Sydney specialising in the Asian equity index futures market as well as the bonds and currency market.

Danny also worked as a quantitative risk analyst at Macquarie Bank, where he was involved in maintaining and developing provisioning and economic capital models for the bank's lending business.

Publications

Operational Risk in Banks, JASSA—The FINSIA Journal of Applied Finance, Issue 2, July 2008 (awarded Merit Prize for 2008 publications by FINSIA)

  • Work at Milliman

    • “I was offered a chance to come in, shake things up, create something."
    Work at Milliman