Over 10 years experience of designing and developing computational tools and simulators to solve wide range of problems in engineering. Looking for a quantitative analyst/developer position in finance.
- 10 years of experience in developing complex numerical software with C/C++
- 2 years of experience of constructing numerical models to explain a data set
- Financial readings: John Hull;s "Options, Futures, and Other Derivatives", Steven E. Shreve;s "Stochastic Calculus for Finance 1,2", and Thomas Bjork;s "Arbitrage Theory in Continuous Time"
- Familiar with binomial models, Ito;s lemma, Black-Scholes model, Greeks, interest rate derivatives, bond pricing, and volatility estimation
- Solid knowledge of mathematics and statistical technique: FDM, Monte Carlo simulation, Linear Regression, Maximum Likelihood Method, Markov chain model, Markov chain Monte Carlo method, Neural Network, Fourier Analysis, Levenberg-Marquardt algorithm, and differential evolution
- Proficiency in C/C++ and Matlab. Working knowledge of Java, Python, shell script, and MySQL, experienced in high performance programming with MPI and multi-threading
- Bronze Medal at the 18th University Students Contest of Mathematics in 1999, Korean Mathematical Society
Ph.D. Biomedical Engineering M.A. Biomedical Engineering B.S. Electrical Engineering with mathematics minor
2010 -Present Post doctoral associate in computational electrophysiology lab at Confidential
- Developed a model explaining pacing activity of cardiac cell and HEK cell pair
- Analyzed potential - current data measured from engineered cells and developed a numerical model of membrane current as a function of membrane potential, time and internal state variables.
2005 - 2010 Research assistant in computational electrophysiology lab at Confidential:
- Developed FEM simulator for the cardiac tissue that can handle random shaped cells.
- Developed a random tissue generator whose cell;s shapes can be controlled by statistical parameters.
2004 - 2005 Teaching assistant at Confidential: Assisted electrophysiology laboratory classes
2000 - 2003 Research engineer (Lieutenant junior grade) Confidential, Jinhae, S. Korea
- Developed various hardware and software that can assist shipyard technicians to maintain navy ships; electrical equipment.
- Taught electrical engineering theory to shipyard technicians