Management Risk

Sung Kim

Email: *****@*****.*** Mobile: 917-***-****

SUMMARY 10+ years of experience in Market Risk Management. Developed

VAR, Stress Test, Scenario Analytic tools.

Led implementation of risk management systems. International

experience in UK, S. America, Hong Kong, China

Languages: English (native), Mandarin Chinese, French, Spanish,

Korean

EXPERIENCE CHINA Beijing, China

2007-2012 Trained local and foreign staff in financial analyses for

PlanetFinance, a micro finance organization

Studied oral & written Mandarin Chinese

Organized and implemented marketing plans and database management

systems for Chinese companies

Advised and developed strategic development plans for local

entrepreneur organizations

Consulted on Peace Corp Project to start up free market system in

Chechnya

Developed and instituted data flow process for Amnesty International

in Mongolia

2003 - 2006 HARVARD MANAGEMENT COMPANY Boston, MA

Title: Risk Systems Financial Engineer

Function: Analytics

Built multiple market risk management report for EOD, EOW, EOM

analysis of VAR and risk factor exposure

Provided quantitative and qualitative analysis of daily risk reports

(ex. Stress testing, various arb strategies, etc)

Automated daily reporting tasks using VBA macros in MS Excel (VAR,

Macro Exposure, Beta, Correlations)

Assisted in company-wide implementation of external risk management

system (Sungard Panorama)

Developed methodologies to reconcile daily inputs of market and

position data (incl, MBS,ABS, CMOs, Swaptions, etc.)

Created and verified calculations of multiple forward currency

curves to be used for pricing fixed income derivatives

Implemented multiple historical scenario analysis and stress testing

of company's portfolios

In charge of testing of new risk management software (ex. pricing

methodologies, VaR analysis, test cases, etc.)

Established comprehensive regression testing cases for future system

testing

2001 DEUTSCHE BANK N.A. - HEDGE FUND DIVISION New

York, NY

Title: Sr. Vice President

Function: Risk Management & P/L Operations

Responsible for development of Risk Management group

Managed Profit and Loss reporting group for hedge fund division

Initiated development of pricing models for financial derivatives

(ex. Swaps, swaptions, MBS, ABS, caps, floors, etc.)

Developed Visual Basic macros to enhance and expedite daily profit

and loss reporting

Participated in global strategic development of bank's hedge fund

division

1995 - 2001 MIZUHO CAPITAL MARKETS New York, NY

Title: Assistant Treasurer

Function: Risk Management (1997 - 2001)

Developed stress testing models for swap and swaption portfolios

(incl. MBS, ABS, CMOs, etc)

Performed daily historical Value-At Risk (VAR) analyses & scenarios

(incl. worst day, historical events, what-ifs)

Utilized Monte Carlo simulation methodologies to determine daily end

of day risk positions

Created and implemented Excel macros to retrieve data from company-

wide risk database

Monitored and reported trader's intraday activities & end of day

positions

Analyzed and quantified various company risks (theta risk, delta

risk, gamma risk)

Verified traders' data in generating currency forward curves

Assisted traders in correctly quantifying and reporting their

option/treasury positions and hedges

Tested and evaluated new pricing models or enhancements to existing

models

Title: Assistant Treasurer

Function: System Testing (1995 - 1997)

Managed group responsible for global user support of proprietary

software and quality assurance of software

Developed testing cases and test plans for in-house software

Verified pricing methodology of global financial software involving

swaps & swaptions

Coordinated development of software projects with users from concept

to implementation

Maintained integrity and consistency of system data, performance and

functionality at all global sites

Managed releases of UAT (User Acceptance Testing) versions of

software

Supervised transition of software releases at international branches

Provided end-users with training, written user's manuals, help-desk

support and troubleshooting

SKILLS SQL, Excel VBA, SAS. Statistics

EDUCATION Syracuse University

Syracuse, New York

Master of Business Administration (Finance & MIS), May 1994

State University of New York at Oswego

Oswego, New York

Master of Science (Operations Mgmt), May 1994

University at Albany

Albany, New York

Bachelor of Arts (Economics), May 1991

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