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Assistant Developer

Location:
New York, NY
Posted:
March 13, 2013

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Resume:

Alex Junghong

*** *. ***** **., ***. **k*

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.



Contact this candidate