Jinhyoung Kim, ASA, FRM
Edgewater, NJ 07020
Stevens Institute of Technology. Hoboken, NJ expected Dec. 2016 Ph. D. candidate in Financial Engineering GPA 3.8
The University of Texas at Austin, McCombs School of Business Aug. 2008 M. S. in Information, Risk and Operation management (Actuarial Science Concentration) GPA 3.5
Cornell University, Ithaca, NY Dec. 2005
M. Eng. in Operation Research and Industrial Engineering (Financial Engineering Concentration) GPA 3.7
Kon-Kuk University, Seoul, Korea Feb. 2002
B. S. in Mathematics, Graduate with Second highest GPA 3.9 WORK
KG ZeroIn Co. Seoul, Korea Jan. 2009 ~ July. 2011 and Jan. 2012~Jan. 2013 Manager in Financial Research Dept. of financial service company (mutual fund rating agency in Korea)
Research on mutual fund rating methodology with respect to risk and performance.
Consulting service to a leading financial institution in Korea Selected consulting service: Asset re-classification project of Korean National Pension Services, the 3rd largest pension in the world.
Solution for asset allocation and financial market analysis tools, ZAAT ™ Pricing module of financial derivatives such as ELS, exotic options with C++ PriceWaterHouseCoopers, Seoul, Korea Aug. 2011 ~ Dec. 2011 Consultant
5 month contractor in risk management system development project of the leading investment bank in Korea. Specialized in the market and credit risk measurement such as VaR and credit VaR and Stress testing in investment bank. Republic of Korea Army Jan. 1997~Mar. 1999
CERTIFICATIONS & EXAMS
Associate of Society of Actuaries
Certified Financial Risk Manager (FRM) granted by Global Association of Risk Professional (GARP ID #87879)
Certified Financial Analyst(CFA) Level 2 exam candidate
Chartered Property Casualty Underwriter 540 Exam on Finance and Accounting for insurance professionals PUBLICATIONS
Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties IEEE Computational Intelligence in Financial Engineering and Economics Conference, 2015, Cape Town, S. Africa
Stevens Institute of Technology. Hoboken, NJ
Twitter: Effect of the social media “Twitter” on the stock market and its application to forecast stock market. Construct data base
(Mongodb) for Twitter data which was retrieved with Python in real time from Twitter API. And statistical analysis for Twitterer’s sentiment behavior and financial market.
Bitcoin: Network analysis in Bitcoin transaction. Quantitative analysis in Bitcoin trading and forecasting Bitcoin price with Bitcoin network variables. Strong experience in python coding and 3rd party library like pyalgotrade, pandas, numpy, scipy, and statsmodels
Asset Allocation: Estimation error’s effect on asset allocation under consideration of higher moments of Asset return. Very familiar with R package for analyzing stock market data and asset allocations. SKILLS
Program Languages: Python, C++, and VBA
Statistics and mathematics program: Matlab, R, and SAS
DBMS: Oracle, MySQL, MS Access, Mongodb(Non-SQL Database) HONORS &
Innovation & Entrepreneurship Doctoral Fellowship from Stevens Institute of Technology, School of System and Enterprises.
McCombs School of Business Dean’s fellowship at The university of Texas at Austin during academic years of 2006 and 2007
Academic Dean’s List and Scholarship Award at Kon-Kuk University during academic years of 1999, 2000, and 2001