Wholesale credit risk regulatory capital modeling

• Created financial risk management class materials including assignments, exams and solutions• Assisted students with class topics and projects in/outside the regular office hours

• Supported market making activities by providing live market updates and searching for low margin ELWs and statistical arbitrage opportunities in the options market for gamma hedging• Developed market P&L estimation tool with Excel VBA which performed statistical analysis on other liquidity providers and their products, and helped traders make real-time market making decisions• Extensively modified and automated market wrap-up and Vega reporting system to perform aftermarket analysis in various aspects using Excel VBA• Performed back-tests on newly issued ELWs to evaluate their performances in the historical market data• Supported marketing to help individual investors to properly manage their risks and minimize misperception on market makers by explaining real-time market driving factors and Greeks of ELWs

• Developed long-term market entry strategy for KMAC’s entry into the ASEAN corporate education market through extensive economic and market research• Conducted extensive research on standardized performance measurement frameworks and integrated financial measurements to develop benchmark business model

• Single-handedly served as the central post for gathering sensitive intelligence from all departments and subordinate units and providing generals of SROKA and US forces with real-time bilingual report of operations situation via PowerPoint during intense US-KOR combined exercises• Reported directly to generals as intelligence representative on multiple task forces including projects related to RSO and information flow enhancement throughout Command and Control Centers• Led and managed 24 soldiers in daily physical and mental trainings as the squad leader

• Performed extensive research on the world memory market and analyzed direct financial influences of US-KOR FTA on the company by utilizing sensitivity analysis on multiple scenarios

• Executed projects optimizing internal information flow and reducing production costs• Analyzed prototypes for cost and production feasibility• Communicated with manufacturers overseas and in the US to monitor project status