Project Manager Data Analysis

Education

DPhil. Theoretical Physics, University of Sussex, Oct.

**** - ***. ****

(Thesis: Braneworld Inspired Cosmology)

- Award - Overseas Research Students Award, ORSAS, U.K. (Sep. 2001)

M.Sc. Physics, Sungkyunkwan University, Mar. 1996 -

Feb. 1998

(Thesis: The Production of Monopole Black Hole through First Order Phase

Transition)

- The representative of the Master course in Physics

B.Sc. Physics, Sungkyunkwan University, Mar. 1990 -

Feb. 1996

- The representative of the 3rd year in Physics

- Intermission due to the military service (1992 - 1993)

Work and Research Experience

Brighton Futures Trading Ltd Quantitative

Trader/Analyst

Brighton, United Kingdom Jan.

2012 - Nov. 2014

Main duty: Research, Development and Implementation of Algorithmic

trading system for Futures markets[1]

Achievement: 1. Building over 50 successful algorithmic trading

systems (Jan. 2012 - Nov. 2014)

- Large tick data collection, Building Back-testing

application, Live trading application using C++/C# language

with CQG API

- Data Analysis and Strategy research with various statistical

and mathematical methods using MATLAB, R, Python and Excel VBA

- Back-testing /Forward-testing using Large tick data and

Level -1 data

2. Development of in-house IT infra-structure (Jan. 2012 -

Nov. 2014)

- Market-scan squawk, Spread ratio chart, Correlation chart

using RTD and Excel VBA

- Bespoke custom studies development for traders

3. Support training trader programme (May. 2012 - Dec. 2012)

- Mentoring for Trainee and Risk management for junior traders

- Teaching Technical Analysis and CQG to traders, and managing

seminar for all traders

UCapital World Ltd Quantitative

Analyst

Brighton, United Kingdom

Dec.2010 - Dec. 2011

Main duty: 1. Research, Development and Implementation of Algorithmic

trading system for FX spot and

Futures markets

2. Daily market technical analysis and fundamental analysis for

FX spot and Futures markets

Achievement: 1. Building many successful algorithmic trading system

(Dec. 2010 - Dec. 2011)

- Live trading application using MQL4 and EasyLanguage

- Data Analysis and Strategy research using MATLAB, R, Python

and Excel VBA

- Back-testing /Forward-testing using Large tick data

- Bespoke custom studies development for traders

2. Daily market analysis (Dec. 2010 - Dec. 2011)

- Providing daily support and resistance level, and macro

calendar schedule

Liger UK Ltd Quantitative

Analyst

London, United Kingdom Jun.

2009 - Feb. 2010

Main duty: Research and Development of High Frequency Algorithmic

trading strategies for Futures markets

Achievement: 1. Building HFT trading strategies and risk management

strategies (Jun. 2009 - Feb. 2010)

- Statistical data analysis of Level-1 futures market data for

Regression (logistic, linear, quantile), clustering (k-means,

fuzzy), Time-Series analysis (GARCH, ARMA), etc using MATLAB

2. Development in-house IT infra-structure (Sep. 2009 - Feb.

2010)

University of Sussex Science

Associate

Brighton, United Kingdom Sep.

2006 - Feb. 2009

Main duty: Post Doctoral Research of theoretical physics and cosmology

Achievement: 1. Research collaboration with world renowned research

institutions (Sep. 2006 - Feb. 2009)

- Several published, and non-published research papers

- Numerical solution using C++ and Mathematica/Maple in

Linux/Unix environment

2. Teaching assistant (Sep. 2006 - Aug. 2008)

- Managing workshop and seminar class and marking

Project Management

Korea Scientists U.K. network Project

Manager

London, United Kingdom Jul.

2006 - Jan. 2007

- Working as the project manager of Interdisciplinary working project

with other Korean scientists at the Korean Embassy in the U.K. supported

by the Ministry of Science and Technology in the Republic of Korea

Knowledge Area

Analytics /Numerics

Theoretical Physics and Mathematics - String Theory, Quantum Field

Theory, PDEs, Group Theory, Differential Geometry, Topology,

Statistics, etc

Quantitative and Numerical Methods - Monte-Carlo, Finite Difference,

Runge-Kutta, Kalman Filter, Wavelets, Time-Series (ARMA, GARCH), etc

Finance Knowledge

Derivatives - Forward, Futures, Options, Swaps, Fixed Income

Quantitative Analytics - Black-Scholes, Binomial Analytics, Monte-

Carlo, Volatility (IV, RV), etc

Algorithmic Trading Analytics - Market microstructure, Transaction

Cost Analytics, Optimal Trading Strategies, etc

Technical Analytics - Technical indicators, Stochastic analysis, etc

Risk Management - Market Risk(VaR, Stress testing), Credit Risk,

Operational Risk

Spread Trading - Gasoil Crack, Brent-WTI, FX, DAX-FTSE, DAX-CAC,

Various calendars

IT

- Language - C++ /C# with STL, Python, VBA, Visual Basic, SQL, KDB+/Q

- Math/Stat Package - MATLAB, R

- Trading API/Language - CQG API, TT XTAPI, MQL4, Easy Language, IB

TWS API

- OS environment - MS-Windows, Linux/UNIX

- Office tools - MS-Office, OpenOffice, TeX/LaTeX

Additional Information

Services

- Representative of Korean Student Society in the University of

Sussex, Sep. 2001 - Dec. 2003

- Military Service in South Korea as a soldier,

Feb. 1992 - Aug. 1993

Nationality/Language

- Korean (South) - Entitled to work in the U.K. as Indefinite Leave

to Remain (ILR) holder

- Language

- Korean - Mother tongue

- English - Fluent

Experienced Futures Market List

CME NYMEX CL (CLE)[2] - Light Sweet Crude Oil (WTI)

NG (NGE) - Natural Gas (Henry Hub)

HO (HOE) - Heating Oil (NY Harbor ULSD)

CME CBOT YM (YM) - E-mini Dow

CME Equity Index ES (EP) - E-mini S&P500

NQ (ENQ) - E-mini NASDAQ-100

NKD (NKD) - Nikkei225 dollar

CME COMEX GC (GCE) - Gold

SI (SIE) - Silver

HG (CPE) - Copper (High Grade)

CME FX 6E (EU6) - EUR/USD Euro FX

6B (BP6) - GBP/USD British Pound

6S (SF6) - CHF/USD Swiss Franc

6J (JY6) - JPY/USD Japanese Yen

6C (CA6) - CAD/USD Canadian Dollar

6A (DA6) - AUD/USD Australian Dollar

6N (NE6) - NZD/USD New Zealand Dollar

ICE Europe B (QO) - Brent Crude

G (QP) - Gas Oil

EUREX FDAX (DD) - DAX

FSTX (DSX) - STOXX Euro50

FSMI (SW) - SMI

FGBL (DB) - Euro-Bund

FGBM (DL) - Euro-Bobl

FGBX (FGBX) - Euro-Buxl

FBTP (FBTP) - Long-Term Euro-BTP

LIFFE FTI (FTI) - AEX

FCE (PIL) - CAC40

Z (QFA) - FTSE100

R (QGA) - Long Gilt

[1] Experienced Futures Market List is at the end of the CV.

[2] Symbols in brackets are CQG symbols

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