Asher Wang / Interests

$ cat ~/interests.md | simulate --monte-carlo

[3]

Interests

What I think about when I’m not building: mostly where product decisions and risk math meet.

  1. 01

    Portfolio margin and scenario risk Quant

    How one worst-case grid of spot and volatility shocks can replace a stack of per-position rules, and where it breaks: correlated alts, gap moves, thin books.

  2. 02

    Making options legible Product

    Showing payoff, Greeks and margin impact before a trader hits submit, so a volatility surface reads as a decision instead of a wall of numbers.

  3. 03

    Collateral and liquidation design Quant · Product

    Cross-asset haircuts, partial liquidations, and how every risk parameter eventually shows up as something a user feels.

  4. 04

    Market structure Quant

    Orderbooks versus block RFQ for multi-leg trades: who gets filled, at what price, and what the venue learns from the flow.

  5. 05

    Default as tail risk Research

    My student-loan paper is a credit-risk problem in disguise: who defaults, when, and which observable features show up first.

  6. 06

    Verifiable, private computation Technical

    From the confidential computing in Arnor to zero-knowledge proofs settling trades on Ethereum: proving a system did the right thing without exposing the data.