Junhwi Bae

Asset Allocation Manager (Variable Account) at Samsung Life Insurance
  • Claim this Profile
Contact Information
us****@****om
(386) 825-5501
Location
South Korea, KR
Skills

Topline Score

Bio

Generated by
Topline AI

0

/5.0
/ Based on 0 ratings
  • (0)
  • (0)
  • (0)
  • (0)
  • (0)

Filter reviews by:

No reviews to display There are currently no reviews available.

0

/5.0
/ Based on 0 ratings
  • (0)
  • (0)
  • (0)
  • (0)
  • (0)

Filter reviews by:

No reviews to display There are currently no reviews available.
You need to have a working account to view this content. Click here to join now

Credentials

  • Certified Financial Risk Manager (FRM)
    GARP FRM Program
    Aug, 2019
    - Sep, 2024

Experience

  • Samsung Life Insurance
    • South Korea
    • Insurance
    • 200 - 300 Employee
    • Asset Allocation Manager (Variable Account)
      • Dec 2017 - Present

      ▪ Managed MultiAsset Fund in Variable Account (1.8 billion $) ▪ Managed RuleBased MultiAsset Fund in Variable Account (0.2 billion $) ▪ Developed RuleBased SAA/TAA strategies ▪ Developed Similar Pattern Finder for alpha generation ▪ Developed TargetP/F Copy Strategies with given instruments (Excel-VBA) ▪ Developed Portfolio Monitoring Scheme & Profit/Loss Attribution Logic ▪ Developed Tracking Error / FXhedge Simulation Tool (Excel-VBA) ▪ Developed Fund Screening Tool (Excel-VBA, under Refinitiv source) ▪ Analyzed Commodities & RealAssets Class Research Show less

  • Shinhan Bank
    • South Korea
    • Financial Services
    • 700 & Above Employee
    • Asset Allocation Model Researcher
      • Jul 2016 - Nov 2017

      ▪ Developed Various Asset Allocation Strategies for multiple assets ▪ Developed Various Asset Allocation Strategies for multiple assets

  • Hana Financial, Inc.
    • United States
    • Financial Services
    • 1 - 100 Employee
    • (WRAP) ETF portfolio Manager / Quantitative Analyst
      • May 2014 - Jul 2016

      ▪ Managed ETF related WRAP portfolios ▪ Designed stock screening model based on quantitative data in KOSPI market ▪ Managed ISA ETF portfolio ▪ Managed ETF related WRAP portfolios ▪ Designed stock screening model based on quantitative data in KOSPI market ▪ Managed ISA ETF portfolio

  • Korea Investment & Securities Co., Ltd
    • South Korea
    • Investment Banking
    • 300 - 400 Employee
    • (Quantitative) Research Analyst
      • Jan 2014 - Apr 2014

    • Proprietary Manager
      • Dec 2008 - Dec 2013

      ▪ Analyzed and optimized portfolios of multiple strategies for various object functions▪ Developed and traded systematic pairs trading strategies▪ Developed and traded systematic index future strategies▪ Traded several arbitrage strategies▪ Managed KINDEX China ETF & related index futures ([SGX] FTSE A50, [HKEx] HSCEI)▪ Conducted market liquidity providing for several stock futures in KRX

  • Korea Advanced Institute of Science and Technology (KAIST)
    • Researcher
      • Dec 2007 - Mar 2008

      Conducted demand prediction for newly launching customer service in KOIS Conducted demand prediction for newly launching customer service in KOIS

  • Seoul National University (SNU)
    • Researcher
      • Jan 2006 - Sep 2006

      Simulated spin torque dynamics in magnetic materials Simulated spin torque dynamics in magnetic materials

  • M&S.Com
    • Advertising Services
    • Software Engineer
      • Feb 2002 - May 2005

      Developed war-game simulation logic modules (C) Developed Electromagnetic wave strength calculation model in arbitrary terrain environment Developed war-game simulation logic modules (C) Developed Electromagnetic wave strength calculation model in arbitrary terrain environment

Education

  • 한국과학기술원(KAIST) / Korea Advanced Institute of Science and Technology
    MS, Management Engineering
    2007 - 2008
  • 한국과학기술원(KAIST) / Korea Advanced Institute of Science and Technology
    BS, Physics
    1998 - 2005
  • Taegu Science High School

Community

You need to have a working account to view this content. Click here to join now