Jb Kim Email & Phone Number
@jumptrading.com
2 phones found area 732
LinkedIn matched
Who is Jb Kim? Overview
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Jb Kim is listed as Quant Trader at Jump Trading at nVerses Capital, a with 6 employees, based in New York, United States. AeroLeads shows a work email signal at jumptrading.com, phone signal with area code 732, and a matched LinkedIn profile for Jb Kim.
Jb Kim previously worked as Team Lead at Jump Trading and Quantitative Trader/Researcher, ED at Morgan Stanley. Jb Kim holds Ma, Statistics from Columbia University.
Email format at nVerses Capital
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AeroLeads found 3 current-domain work email signals for Jb Kim. Compare company email patterns before reaching out.
About Jb Kim
Working in the area of: algorithmic trading, quantitative research, statistical arbitrage, market data-driven development, portfolio optimization, computational equity research, trading strategy backtesting, trading engine implementation, trading automation.Proficient in multiple programming languages and possesses in depth knowledge in various technologies and linux-related infrastructure. Striving to expand knowledge and experience in broad range of areas, including but not limited to technology and quantitative finance.Specialties: Inquire within.
Listed skills include Quantitative Finance, Perl, R, Equities, and 26 others.
Jb Kim's current company
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Jb Kim work experience
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Team Lead
statarb
Quantitative Trader/Researcher, Ed
Proprietary statistical arbitrage research, development, and trading. The work involves lots of statistics, exercising intuition, programming, and taking "measured" risk!Implemented multiple futures and equities based strategies, all of which are running live in production for several years. Hand-on involvement and development in factor research, backtesting, portfolio optimization, performance and risk analysis.Recently took on a project that internalizes order flow, adding on new business orthogonal to the existing strategies and contributing to pnl.Current work involves automated parameter searching algorithms, monte carlo simulation, high frequency alpha in facilitation of internal flow.Intimate knowledge of practical large-scale portfolio optimization - both mathematical formulation and implementation of problem construction using MOSEK for Quadratic, Conic, and Nonlinear variants.Main computing tools heavily used are: q, kdb+, perl, python, R, C++
Quantitative Developer, Vp
Joined the algo trading desk as a developer. Primarily focused on the following: * market data related development (perl,C,sybase, kdb+/q) * strategy implementation and automation (R,matlab,perl) * data access API's in various programming languages (kdb+ backend, client API in multiple languages) * backtesting systems and simulation (C,C++,R, q)* trading engine development (C++)Author of embeddedR for q/kdb - popularized and used extensively firm-wide within Morgan Stanley among quantitative groups.Involved with all levels of strategy implementation, and started helping with research projects. The role presented valuable transition from development into research.I can navigate, control, and access resources much more efficiently under linux/unix computing environment (text-based) than windows environment (gui-based). All my development is done with screen and vim on linux terminals.
Unix Infrastructure Programmer, Associate
Maintained large scale linux/solaris environment by creating various automation tools and processes. Possesses in-depth knowledge of network protocols, multitude of system services, middleware, and various storage solutions.Heavy use of statistics in analyzing infrastructure stability and performance analysis. Little did I know some of techniques I used while in this role were being used in statarb trading...Main developer for metrics driven infrastructure monitoring and provisioning tools. Successfully implemented and maintained enterprise-level services and tools to improve stability and maintenance for 15k+ linux/solaris machines. Created systems such as: hardware failure detection monitoring tools, and storage usage trending analysis tools. Lots of perl, sybase, and R.
Unix Engineer, Associate
System monitoring tools development using open source software. Implemented custom Dynamic DNS service with java admin client. Tibco and JMS service monitoring and usage trending tools. Lots of perl, php, and java.
Jb Kim education
Ma, Statistics
Bs, Bs, Mechanical Engineering, Computer Science
Frequently asked questions about Jb Kim
Quick answers generated from the profile data available on this page.
What company does Jb Kim work for?
Jb Kim works for nVerses Capital.
What is Jb Kim's role at nVerses Capital?
Jb Kim is listed as Quant Trader at Jump Trading at nVerses Capital.
What is Jb Kim's email address?
AeroLeads has found 3 work email signals at @jumptrading.com for Jb Kim at nVerses Capital.
What is Jb Kim's phone number?
AeroLeads has found 2 phone signal(s) with area code 732 for Jb Kim at nVerses Capital.
Where is Jb Kim based?
Jb Kim is based in New York, United States while working with nVerses Capital.
What companies has Jb Kim worked for?
Jb Kim has worked for Nverses Capital, Jump Trading, Morgan Stanley, and Deutsche Bank.
How can I contact Jb Kim?
You can use AeroLeads to view verified contact signals for Jb Kim at nVerses Capital, including work email, phone, and LinkedIn data when available.
What schools did Jb Kim attend?
Jb Kim holds Ma, Statistics from Columbia University.
What skills is Jb Kim known for?
Jb Kim is listed with skills including Quantitative Finance, Perl, R, Equities, Python, Unix, Trading Systems, and Trading Strategies.
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