Experience

Ragnar Capital Management

• Financial Services
• 1 - 100 Employee

• Quantitative Researcher

  • Feb 2022 - Present

  Developed overall trading system Developed overall trading system



HAAFOR

• United States
• Construction
• 1 - 100 Employee

• Quantitative Researcher

  • Aug 2019 - Feb 2022

  Quantitative Research - Researched Long/Short Equity Alpha strategy (US / EU Market) - Researched trading execution models for making more market opportunities Data Engineering - Developed data pipeline for financial data - Converted raw data to processed Data Quantitative Research - Researched Long/Short Equity Alpha strategy (US / EU Market) - Researched trading execution models for making more market opportunities Data Engineering - Developed data pipeline for financial data - Converted raw data to processed Data



FnGuide Inc.

• South Korea
• Financial Services
• 1 - 100 Employee

• Financial Engineering / Quantitative Researcher

  • Sep 2018 - Aug 2019

  - Researched and developed NLP(Natural Language Processing) & Machine Learning Model for Financial Services - Designed Theme ETF/ETN Index Methodlogy by NLP

• Research Assistant

  • Mar 2018 - Aug 2018

  Researched and developed Multi Factor Model - Researched and Developed Style Factors - Researched Factor Based Risk decomposition



HYUBIZ LAB

• Quantitative Researcher

  • Nov 2016 - Jun 2017

  Developed Quantitative Investment Strategy - Earnings Surprises Strategy (PEAD) - Autoencoder based Residual Return Strategy (Residual Momentum, Idiosyncratic Volatility) Developed Quantitative Investment Strategy - Earnings Surprises Strategy (PEAD) - Autoencoder based Residual Return Strategy (Residual Momentum, Idiosyncratic Volatility)