Minsu Yeom, Cfa, Frm Email & Phone Number

Singapore

Seoul, South Korea

• Building a new business model from scratch with engineers, marketers along with UI/UX designers. Uniquely positioned as a professional who has expertise in two distinct areas of finance and machine learning, yielding a.
• Bringing GDPR into a brand-new mobile trading app to provide more personalized private banking services.
• Built a robo-advisor model during a very short period of three weeks in order to timely participate in the official test bed in South Korea by using a variant of MVO where variance is replaced with CDaR to better take.

Seoul, South Korea

Using data science to determine if we should accept or reject an investment hypothesis, which most human portfolio managers just assume to be true without proof, as a versatile portfolio manager experienced in both qualitative and quantitative spaces. Interested in leveraging knowledge graph to find investment insights in supply chains, tradenames.

Greater New York City Area

• Publication: Using Segmentation Masks in the ICCV 2019 Learning to Drive Challenge
• Won 2nd place in the ICCV 2019 Learn to Drive Challenge. Simultaneously predicted the future vehicle speed and steering angle using novel Deep Learning architectures. Encoded multiple inputs in different formats. Fused.
• 55 hour-long videos and 600gb+ dataset. Used NVDIA’s Cityscapes to magnify features and to clean noise of raw driving images.
• Preprint in arXiv.org: https://arxiv.org/pdf/1910.10317.pdf

New York, New York

• Creating recommendation system in the stock market.
• Creating a ranked list of outperforming stocks to choose from, quantifying which factor a portfolio is skewed to, and searching similar stocks for which the same investment idea may apply. Supervised by Kriste.
• Developed a dashboard using Bokeh with consolidating and verifying existing works to predict the GBPUSD rate using sentiment scores and volumes in news articles, and option-implied volatility. Supervised by Eugene.

Yeongdeungpo-gu, Seoul, Korea

Hired as Risk Manager in 2010, performing risk management for hedge fund investments starting in 2012. Solely responsible for designing risk management system. Top-ranked Portfolio Manager overseeing ETFs portfolio.◆ Ranked #1 out of 5 institutional peers. Managed portfolio of ETFs since 2014. Outperformed benchmark by 4% with IR of 2, annualized. Senior.

Yeongdeungpo-gu, Seoul, Korea

• Evaluated portfolio performances. Used SQL for Brinson or factor-based attribution, covering equity funds and hedge funds.
• Analyzed portfolios’ ex-ante market risk through lens of multi-factor models provided by BarraOne and Bloomberg PORT.
• Authored due-diligence report on 9 New York hedge fund managers. Evaluated managers on 5 factors including NAV pricing, operational risk, and fund structures.
• Specified risk management system requirements for hedge fund investments after they were legalized in South Korea in 2012. Wrote and developed risk management modules for Volatility Decomposition, VaR Analysis, and.

Osan, Gyeonggi-do, Korea

• Head of Combat Intelligence team
• Developed web applications using Java, running on Struts framework for Command and Control System.

Osan, Gyeonggi-do, Korea

Team member of Combat Intelligence teamSoftware developer

Master Of Science - Ms, Data Science, Gpa 3.5

Bachelor Of Engineering (Be), Computer Science And Engineering

Exchange Student Program, Computer Science

Activities and Societies: • Selected as top 2 out of 80 Korean students for exchange student program.