Management Manager

TAEHYUN KIM (aka TK)

** ******* **** *** ****, Jersey City, NJ 07310

917-***-****, ***********@*****.***

SUMMARY

Diverse front and middle office experience in energy/commodity market with effective leadership and

strong analytical and problem-solving skills. Expertise in risk management, portfolio analysis and

divestiture, structured derivatives management, trading strategy and analytics development. Proven

track record in building/leading risk management teams and implementing risk management programs.

WORK EXPERIENCE

CREDIT SUISSE, New York, NY

Director, Portfolio Management/Commodities 2011 ~ Feb 2014

Selected as a senior member of the core team to manage the board-mandated risk reduction effort

for the Power and Emissions businesses.

Oversaw daily trading operation, stabilizing complex legacy portfolios and reducing risk and capital

requirements with a favorable budget variance, and managed portfolio restructuring and disputes.

Successfully managed several large portfolio sales (trade selection, risk validation, pricing, hedging,

document negotiation, etc) and created innovative structures to reduce credit risks/charges.

Performed analysis of portfolio composition, evaluated optimal divestiture strategy, and developed

analytics for portfolio performance forensics.

Director, Energy Trading and Marketing/Commodities 2006 ~ 2010

After only 6 months, asked by head of Commodity to transfer to become a senior structurer with

additional responsibilities that extended to analysis of the risk profile of the entire business.

Worked closely with structured risk desk to launch several new franchise business endeavors and

managed structured energy derivatives which included unit contingent swaps, exotic wind swaps,

energy service agreement for retail aggregators, etc.

Tasked with oversight of the unruly ERCOT portfolio, which became the highest managerial

priority after departure of then-existing traders, and effectively brought it under control and

optimized through identification of esoteric risk concentration, development of trading/risk

analytics, transaction/booking reviews, and risk decomposition and PnL attribution analysis.

Developed analytics to aggregate interest rate exposures and ran a desk-wide hedging book.

Supported former heads of Commodities on senior risk committee meetings, portfolio analysis,

structured transaction review, risk methodology, and trading oversight, etc.

Performed analysis and evaluation of a broad palette of potential transactions, created trading

strategies and provided market research and quantitative support to develop investor products.

Designed and initiated the development of front office systems to warehouse a full spectrum of

risk data and trade details, which subsequently became the backbone of risk management across

the Commodities businesses.

Director, Head of Energy Risk, Risk Measurement & Management 2005 ~ 2006

Built and led the energy market risk cluster within the firm-wide independent risk oversight group.

Implemented risk management systems, validated pricing models and risk feeds, improved risk

methodologies and developed risk monitoring tools, reports and limit structures.

FORTIS BANK, New York, NY 2005

Vice President, Quantitative Research & Risk, Energy Trading and Marketing

Performed analysis on option trading strategies, reviewed structured transactions and worked with

market risk group to develop a VaR model.

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XL CAPITAL, Stamford, CT 2003 ~ 2005

Vice President, Market Risk Officer

Managed market risk of the XL’s Financial Products & Services segment covering energy, weather

and contingent risks.

Developed/implemented risk management policies and procedures, performed independent risk

analysis on new transactions, and validated pricing/trading models.

Recommended risk limits and monitored/controlled risk-taking activities from proprietary trading

and insurance/derivatives transactions.

AIG TRADING GROUP, Greenwich, CT 2003

Vice President, Head of Energy Risk Management

Implemented risk management systems for energy trading, designed risk reports and limit

structures, and validated analytics for pricing, parameter calibration, etc.

Provided independent risk analysis/control and evaluated portfolio acquisition opportunities and

structured transactions.

AMEREN ENERGY, St. Louis, MO 1998 ~ 2003

Director of Risk Management

Started as risk management associate, promoted to manager in 1999 and director in 2000.

Oversaw daily risk measurement and monitoring activities of a subsidiary of Ameren Corporation,

led quantitative projects, and developed/implemented risk management policies and procedures.

Developed models to manage exotic energy contracts and optimize Ameren’s generation portfolio.

Set up VaR systems, implemented a credit VaR model, and performed risk analysis on various

business initiatives (structured transactions, joint ventures projects, etc).

SAMSUNG ELECTRONICS, Bucheon/Kiheung, South Korea 1991 ~ 1996

R&D Associate, Package Development, Semiconductor Division

Developed Assembly Test Chip (thermal, stress and corrosion) technologies, performed thermal

characterization (technical experiment and computer modeling), advised on thermal design and

performance enhancement, and developed plastic transistor packages.

EDUCATION

University of Missouri, St. Louis, MO 2003

Master of Arts in Mathematics - Emphasis in Applied Mathematics

John M. Olin School of Business, Washington University, St. Louis, MO 1998

MBA - Finance concentration, Member of Beta Gamma Sigma

Hanyang University, Seoul, South Korea 1992

Bachelor of Science in Metallurgical Engineering

PERSONAL

Chartered Financial Analyst (CFA) by AIMR - Charter #: 50648

Financial Risk Manager (FRM) by Global Association of Risk Professionals

Series 7, 24 and 63

Proficient in MatLab, R, VBA, etc.

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