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Quantitative Research Analyst and Developer

Location:
Sydney, NSW, Australia
Posted:
November 07, 2018

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Resume:

NICHOLAS JINTAE KIM

Email: ac7mvy@r.postjobfree.com Address: 53a, Sampson Crescent,

C.P: 048*-***-*** Acacia Gardens, NSW, 2763

CAREER SUMMARY

Equity Quantitative Research Analyst and Developer with strong technical background obtained at diverse financial companies in Hong Kong as well as in Australia. Have been working for Quantitative Equity Portfolio Management and for High Frequency Derivative Trading business in Asia markets. Proficient at Python with pandas, SQL, C++ and Java with lots of hands-on experiences on trading automation. Worked on researching new factors and maintaining infrastructure system for Australian Equity Market Neutral Funds. Also involved in volatility normalization for Global Volatility Fund with options. Have decent knowledge on web technologies such as Django, Angular JS, web scraping, and Restful APIs with AWS cloud technology. Australian Permanent Resident Visa holder now. CAREER HISTORY

RF Capital Empirica

Quantitative Analyst and Developer

Sydney, Australia

Jun.2016 – Current

Working on system infrastructure for the multi-factor equity quant model for Australia market

Supported FactSet Data Handling for Data Migration to higher versions, Loading and Refining

Initiated, developed, and maintaining Portfolio Monitor web with Django framework and Angular JS

Implemented Volatility Normalizer for the global volatility funds trading SPX and VIX options

Developed Franking Lot Calculator and corresponding monitor web pages for franking credits

Researched potential alpha signals: Broker Recommendation, Disposition Effect, ESG, and etc.

Implemented Python web scrapers to obtain structured data from public web pages Samsung Asset Management HK

Quantitative Analyst and Developer (Tech. Lead)

Central, Hong Kong

Jun.2014 – Dec.2015

Worked on portfolio management of equity quantitative long short fund investing in Asia-ex-Japan

Researched and implemented a number of quant factors based on pairs trading, and etc.

Performed backtests for Factor Investing strategy investing in global countries PRM Trading (H.Q. in CA, US)

High Frequency Trading System Developer

Wan chai, Hong Kong

Apr.2013 – May.2014

Worked on developing system software for high frequency trading of Nikkei futures and options

Developed server and GUIs of Java master controller for automatic traders Eclipse Options

Auto Trader & Market Connectivity Programmer

Causeway Bay, Hong Kong

Oct. 2010 – Oct.2012

Worked on market connectivity development in the DMA trading environment for Korea Exchange

Implemented combo trading algorithm based on pseudo-combo instruments in Korea Exchange. SK Telecom

Technical Project Manager - Mobile Device Development Team Seoul, Korea

Sep. 2006 - Sep. 2010

Technical Research and Management

Coordinated and managed engineers from solution providers and manufacturing companies to develop and launch mobile services while counteracting requirements from business department

Global Handset Sourcing Project

Led technical negotiation and development project with Nokia and Sony Ericsson to import those handsets into SK Telecom’s network in Korea

LG Electronics

Senior Researcher - LG Electronics Institute of Technology Seoul, Korea

May. 2003 - Sep. 2006

RFID/NFC Adaptation to mobile handsets (C development)

Developed embedded software in mobile handsets containing Qualcomm OS in order to add wireless Personal Area Network technologies such as RFID and NFC. XELINE

System Programmer - Research Center

Seoul, Korea

Feb. 2001 - Apr. 2003

Development of communication protocol software (C development)

Initiated the design and led the development of MAC (Medium Access Control) communication protocol software for modem equipment which connects to Internet through power lines. EDUCATION

SEOUL NATIONAL UNIVERSITY

MS and BS: Electrical Engineering and Computer Science Seoul, Korea

1995 - 2001

MS Thesis: Enhancing performance of real-time data traffic, such as voice and video streaming, in the CDMA wireless network.

Researched wireless network such as Wireless LAN and Bluetooth at computer network lab INTERNATIONAL PRESENTATION EXPERIENCES

Negotiation meeting with Nokia & Sony Ericsson (Sep. ~ Nov. 2007, Finland, Japan and Sweden)

Conducted a technical presentation to persuade Nokia and Sony Ericsson engineers for the agreement of launching the first Nokia and Sony Ericsson handset in Korean market.

MWC (Mobile World Congress) 2010 Seminar (Feb. 2010, Barcelona, Spain)

Conducted presentations about SK Telecom Smart SIM in front of invited VIPs TECHNICAL SKILLS

Python, R, SQL Server, MySQL, C/C++/Java, spring framework, Git, MS VBA

Web Technology like Python Django, Angular JS, JSP, Python Web Scraper, AWS

FactSet, Thomson Reuters QAD Database, Microsoft SQL Server, PostgreSQL, MongoDB

Data Visualization with high-chart, ggplot, matplotlib on Jupyter Notebook HONORS AND AWARDS

Registration of Technology Patents (Research Inventions) Aug. 2007 Registered three intellectual property rights for NFC (Near Field Communication).

Top Rank in Education Program for Senior Promotion at LG Conglomerate Jul. 2005 Received the highest grade in the education curriculum - business strategy, marketing, account and presentation. ADDITIONAL INFORMATION

HKSI (Hong Kong Securities and Investment Institute) License Holder

- Type 4 (Advising on Securities) and Type 9 (Asset Management)

Interests: tennis, travel, hiking, basketball, swimming, choir, piano, guitar, pools

Leadership Experiences

President of thirties men group in Hong Kong Korean catholic church (May. 2013 – Present)

Conductor of the church choir (Aug. 2006 - Jul. 2009)

President of university travel club. (Sep. 1996 - Feb. 1997)

Languages: Native speaker of Korean. Fluent in English (GMAT 680, TOEFL iBT 97, IELTS Band 7.5)

Obtained Australian Permanent Residence Right as Independent Skilled Workers (189 Visa)



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