MFE (Masters in Financial Engineering) (2002), Haas Business School, U.C. Berkeley, Berkeley, USA
MS (1988) & PhD (1995), Department of Statistics, Stanford University, Stanford, USA
BS (1987), Department of Computer Science and Statistics, Seoul National University, Seoul, Korea
Employment:
2025-present: Teaching Associate Professor at SUNY Korea, Incheon, Korea
2024-2025: Instructor at Information and Statistics Department of Duksung Women’s University, Seoul, Korea
2024-2025: Instructor at Graduate School of Social Welfare of Yonsei University, Seoul, Korea
2024-2025: Consulting director at LG CNS’s D&A (Data and Analytic) Business Division, Seoul, Korea
2022-2024: Managing Director/Head of AI Asset Management Center at Kookmin Bank and KB Securities, Seoul, Korea.
2020-2021: Managing Director/Head of Digital Innovation Division at Shinhan Bank, Seoul, Korea.
2017-2020: Managing Director/Head of Big Data Center at Shinhan Bank, Seoul, Korea.
2016-2017: Professorat KBI (Korean Banking Institute), Seoul, Korea.
2011-2016: VP/Trading Quant, Equity Algorithmic Trading Quants, Global Execution Services, Bank of America Merrill Lynch, New York, USA.
2008-2011: VP/Trading Quant, FX-eSolutions (Market Making), Global FX, Bank of America Merrill Lynch, New York, USA.
2002-2008: VP/Quant, Portfolio and Risk Strategy (PARS), Global FX, Bank of America, New York, USA.
1995-2001: Assistant Professor, Department of Statistics, Ewha Women's University, Seoul, Korea.
My recent lecture and research topics are Data Analysis using Generative AI, Statistical Learning, Machine Learning, Digital/AI Transformation, AI-driven Asset Management, Robo-Advisor, and Structural Equation Model (SEM)