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Research Assistant

Location:
Baltimore, Maryland, United States
Posted:
January 17, 2018

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Resume:

Daniel Pak 585-***-**** ac32if@r.postjobfree.com

** ********* **, **** ***, Baltimore, MD, 21209

Education

Johns Hopkins University, Whiting School of Engineering Baltimore, MD Master of Science, Applied and Computational Mathematics 2016-2018

Concentration on Simulation and Modeling

University of Rochester Rochester, NY

Bachelors of Arts, Major in Economics May 17th 2015

Cumulative GPA: 3.40; Major GPA: 3.61

Experience

Goral Trading Company Baltimore, MD

Research Assistant March 2016- Current

Goral Trading is a Baltimore based hedge fund that started operations in March of 2008.

Oversee an automated foreign exchange/equities trading model during London trading hours and US opening hour.

Involve in various research projects including false big moves of stock prices, overnight & intraday PNL change analysis by industry-sector based on risks, and event driven trading strategy.

Develop and maintain R codes that monitor collateral with a prime broker, generate month-end reporting, select stocks for trading and simulations, download data from Bloomberg and etc.

Monitor trading executions, currency market news, forwards and spot moves that might impact algorithmic trading model.

Develop and simulate mathematical ETFs trading model based on statistical analysis and quadratic optimization. Morgan Stanley Baltimore, MD

Security Lending Analyst June 2015- March2016

Monitored, communicated, and agreed all client daily activity in over 30 international markets for multiple Morgan Stanley entities.

Ensured settlement of all trades and proactively chase failing and failed trades via liaising with the securities Lending desk, external clients, and internal operations teams.

Worked with domestic securities lending traders to book, amend, and cancel trades

Served as a key point of contact for external lender population, including Citadel, Susquehanna and other buy side firms.

Republic of Korea Army Incheon, Korea

Drill Sergeant August 2011 – May 2013

Coached, counseled, and mentored three hundred of soldiers to transform them from civilians to combat-ready soldiers.

Supervised 30 trainees for 5 weeks of basic boot camp training.

Served as an instructor of entry level drill sergeant for 10 months. Skills, Interests and Additional Activities

Software Skills: Excel, Word, R, MATLAB, Python, SQL, MySQL, Linux, Bloomberg

Self-taught programmer

Research Assistant, University of Rochester Economics Department (May 2014-October 2014)

International voluntary experience in China(2011), The Gambia (2013)

Member of a National Junior Inline Hockey team of Republic of Korea (2005) Advanced Economics, Mathematics, Statistics, Finance Studies

Optimization in Finance; Monte Carlo Method; Theory of Statistics; Mathematics of Finance; Statistical Method and Data Analysis; Matrix Theory; Economics of Globalization; Econometrics; Game Theory; Contract Theory; Industrial Organization; Economics of Statistics; Linear Algebra; Differential Equation; Multi-Dimension Calculus; Probability Theory.



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