Technical Research Personnel
CurrentAlternative Military Service (2023.03.28 - 2026.03.27)- Vol surface construction by using SABR model- Converted delta-tenor fx volatility surface to moneyness-tenor vol surface (MATLAB)
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Junbeom Park is listed as Quantitative Researcher at Korea Asset Pricing & Korea Ratings Co., a company with 17 employees, based in Seoul, South Korea, Korea, Republic Of. AeroLeads shows a matched LinkedIn profile for Junbeom Park.
Junbeom Park previously worked as Technical Research Personnel at Korea Asset Pricing & Korea Ratings Co. and Quantitative Research Intern at Worldquant. Junbeom Park holds Master Of Engineering, Management Engineering from Kaist College Of Business.
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Junbeom Park is a Quantitative Researcher at Korea Asset Pricing & Korea Ratings Co..
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대한민국 서울
Alternative Military Service (2023.03.28 - 2026.03.27)- Vol surface construction by using SABR model- Converted delta-tenor fx volatility surface to moneyness-tenor vol surface (MATLAB)
대한민국 서울
- Found statistical arbitrage strategies (Alpha research) by exploiting the fundamental and price-volume data.- Designed new score function evaluating a performance of strategies to find signals low-correlated with existing strategies- Developed operation that converts a position of equities to position of ETFs by using optimization at C++.- By analyzing.
대한민국 서울
Real estate Investment Theory (2022 Fall, 2023 Fall)Mortgage Backed Securities & Other Structured securities (2023 Fall)Futures and Options (2023 Fall)
Activities and Societies: Yonsei Forum of Risk Management (2020.03 ~ 2020.12)
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Junbeom Park works for Korea Asset Pricing & Korea Ratings Co..
Junbeom Park is listed as Quantitative Researcher at Korea Asset Pricing & Korea Ratings Co..
Junbeom Park is based in Seoul, South Korea, Korea, Republic Of while working with Korea Asset Pricing & Korea Ratings Co..
Junbeom Park has worked for Korea Asset Pricing & Korea Ratings Co., Worldquant, and Kaist College Of Business.
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Junbeom Park holds Master Of Engineering, Management Engineering from Kaist College Of Business.
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