Brian (Ilshin) Kwak
Senior Analyst at Pura Vida Investments- Claim this Profile
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English Native or bilingual proficiency
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Korean Native or bilingual proficiency
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Mandarin - Chinese Elementary proficiency
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Spanish Elementary proficiency
Topline Score
Bio
Experience
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Pura Vida Investments
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United States
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Investment Management
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1 - 100 Employee
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Senior Analyst
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Aug 2022 - Present
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Investment Analyst
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May 2019 - Present
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Investment Analyst
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Sep 2018 - Apr 2019
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Cohen & Steers
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United States
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Financial Services
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300 - 400 Employee
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MBA Summer Associate
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Jun 2018 - Aug 2018
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Pura Vida Investments
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United States
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Investment Management
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1 - 100 Employee
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Investment Analyst
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Mar 2018 - May 2018
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Yulan Capital
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New York, NY
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Investment Analyst Intern
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Sep 2017 - Apr 2018
long/short equity hedge fund with <$100M AUM seeded by Julian Robertson and Tiger Management long/short equity hedge fund with <$100M AUM seeded by Julian Robertson and Tiger Management
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SRS Investment Management, LLC
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United States
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Investment Management
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1 - 100 Employee
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Winter Analyst
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Dec 2017 - Jan 2018
$7B long/short equity hedge fund $7B long/short equity hedge fund
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Pace Global, A Siemens Business
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United States
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Oil and Gas
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1 - 100 Employee
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Senior Consultant - Energy Commodity Risk Management and Market Advisory
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2013 - 2017
• Responsible for managing approximately $1 million in annual revenue from risk clients (municipalities, natural resource companies, utilities, and industrials) yielding 50% project margins.• Deliver insight and recommendation to corporate executives on energy market trends and conditions during frequent calls with over 30 clients ranging from Fortune 30 to small and mid-cap companies, providing advice on risk management program structures and hedging actions.• Manage client portfolios totaling 35 million MMBtus of natural gas, 3.2 million MWhs of electricity, and 83 million gallons of diesel fuel annually, aggregate notional value exceeding $550 million, identifying potential issues arising from basis, credit, and price risks.• Manage a team of 4 analysts based in the United States and Europe, overseeing the development of client presentations and addressing client queries.• Developed a solar PV penetration model to forecast the total reduction in load from solar PV installation in California until 2035. Show less
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Consultant - Energy Commodity Risk Management and Market Advisory
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2013 - 2013
• Designed Excel/VBA based back-testing tool to reduce time required to provide client feedback on historical performance of a structured product. The model can back test performance by producing a risk profile under different option strategies on a variety of term structures.• Improved Pace’s hedge program offering by developing strategies to mitigate spot market risk, which resulted in better up/down capture ratios and outperformance for our clients relative to their benchmarks – an average beat of 14% in 2013.• Conducted Monte Carlo simulation analysis under MATLAB for various energy products and recommended hedge strategies to client companies’ c-suite executives, based on the clients’ risk objectives. • Successfully led an internal, multi-year project among 4 teams to improve data sharing and eliminate repetitive tasks, streamlining processes and reducing time to complete tasks by 25%. A corporate service award was presented for this project during the year end meeting. Show less
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Energy Analyst
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2011 - 2013
• Created Excel/VBA based stress test model, which was used for VAR analysis, tail risk calculation and diversification benefit.• Developed and implemented framework to provide indicative forward price curves for illiquid or non-existent price points in the power and fuel markets to mark hedges.
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Shinyoung Securities Co., LTD.
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South Korea
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Financial Services
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1 - 100 Employee
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Investment Banking Summer Analyst
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Jun 2010 - Aug 2010
• Partnered with the target company’s senior managers to draft the executive compensation and the risk factor sections in the IPO statement. • Performed market research on the toy manufacturing industry and presented findings to analysts and associates. • Partnered with the target company’s senior managers to draft the executive compensation and the risk factor sections in the IPO statement. • Performed market research on the toy manufacturing industry and presented findings to analysts and associates.
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Credit Suisse
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Switzerland
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Banking
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700 & Above Employee
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Fixed Income/Trading Summer Intern
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Jun 2008 - Aug 2008
• Created a bootstrapping model using Excel/VBA to evaluate the yield curve using the provided zero-coupon products. • Conducted qualitative and quantitative analysis on one of South Korea’s largest car manufacturing companies and delivered a report on why the company is a buy. • Created a bootstrapping model using Excel/VBA to evaluate the yield curve using the provided zero-coupon products. • Conducted qualitative and quantitative analysis on one of South Korea’s largest car manufacturing companies and delivered a report on why the company is a buy.
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Kang & Company
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Seoul, Korea
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Winter Intern
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Dec 2007 - Jan 2008
• Supported senior management and reviewed the IPO statement of North Asia Investment Corp (Kang & Company) prior to its listing on AMEX. • Organized a list of potential target clients into excel. • Supported senior management and reviewed the IPO statement of North Asia Investment Corp (Kang & Company) prior to its listing on AMEX. • Organized a list of potential target clients into excel.
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Education
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Columbia Business School
Master of Business Administration - MBA -
University of Notre Dame - Mendoza College of Business
Bachelor of Business Administration (BBA), Mathematics, Finance -
Westminster School
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CFA Institute
Passed CFA Level II