Alex Junghong
New York, NY 10025
Phone: 917-***-****
E-Mail: ******@********.***
Education
**/**** ******** ********** *** York, NY
M.S Financial Engineering
SEOUL NATIONAL UNIVERSITY (SNU) Seoul,
Applications Programming, Financial Markets and Institutions, Stochastic Models and
Methods
,
B.S Statistics
2/2010 ,
B.A Economics
Work History
January 2003 to May 2012
MILLIMAN KOREA ,
Intern Program Developer
January 2003 to April 2010
ING ,
Intern
May 2010 to February 2012
KOREAN AUGMENTATION TO THE UNITED STATES ARMY (K ,
Non Commissioned Officer Assistant Senior KATUSA
Accomplishments
Built C/C++ DLLs and libraries that calculated VaR and that detected arbitrage opportunity.
Synchronized C/C++ programs with VBA and optimization solver CPLEX.
Implemented multi thread programming for calculating dynamic programming.
Courses: Algorithmic Trading, Monte Carlo Simulation, Continuous Time Asset Pricing, Optimization Models.