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Masters in Financial Engineering

Location:
Los Angeles, CA
Posted:
October 16, 2018

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Resume:

Daniel Kim

*** *. ** ******* **** Pl. APT#*** Los Angeles, CA 90057

213-***-****

ac7el6@r.postjobfree.com

EDUCATION _

University of Southern California Los Angeles, CA

Master of Science in Financial Engineering May 2017 Relevant Coursework: Stochastic Processes, Statistics for Engineers, Probability for Electrical and Computer Engineers, Mathematics and Tools for Financial Engineering, Management of Financial Risk, Investment Analysis and Portfolio Management, Financial Analysis and Valuation University of South Florida Tampa, FL

Bachelor of Science in Industrial Engineering May 2008 EXTRA CURRICULAR ACTIVITIES Directed Research May 2017

• Constructed the hypothetical equity portfolio worth $1M based on Carhart four-factor model (Market, Size, Value, and Momentum) using optimization to maximize the Sharpe Ratio. STATISTICS Project May 2017

• Collected and analyzed a large set of data, and built the model to estimate the probability of people wearing earphones in both ears while operating a bicycle using stepwise logistic regression on SPSS. HOME DEPOT Valuation Project Dec 2016

• Performed DCF & Market multiple analysis to estimate the intrinsic value of Home Depot, and compared with the market value to decide whether to buy or sell the shares of Home Depot. RJR NAISCO Case Study May 2016

• Performed a comparison of a set of option pricing models (such as Put-Call parity, Binomial, and Black- Scholes) and real market data, and created an arbitrage strategy. WORK & LEADERSHIP EXPERIENCE PONDER

Business Development Manager Jan 2018 - Present

• Identify potential investors in Korea’s crypto industry and research on the prospective investor’s needs & backgrounds, and develop relationship with prospective investors.

• Attend blockchain forums and give presentation on company’s business model to launch an ICO.

• Develop relationships with blockchain medias and marketing companies to promote products. PRIME METALS USA, INC.

Commodity Trader/Operations Manager Mar 2009 - Apr 2015

• Identified and captured merchandising and arbitrage opportunities in the physical Ferrous & Non- ferrous scrap metals markets on both buy and sell side, increased the profit by 60% in 8 months.

• Researched and performed market/industry analysis to forecast the trends in Ferrous & Non-ferrous scrap metals market price. Presented analysis and recommendations to the board of directors.

• Collected a market behavior data and applied statistical technique (Logistic Regression) to find variables that are significantly associated with future price trends.

• Monitored the market to measure the risk exposure in current positions and report potential risk to the board of directors.

• Established sales/purchase prices on real-time basis and negotiate sales/purchasing contracts.

• Built and maintained critical working relationships with current and potential suppliers and buyers.

• Negotiated with sellers, as intermediary for buyers, to resolve problems and arrive at mutual agreements.

SKILLS AND OTHER INFORMATION

• Computer Skills: Excel/VBA, MATLAB, JAVA, PYTHON, SPSS, and BLOOMBERG



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