Sangjin Park Email and Phone Number
Investment strategist for Employment Insurance Fund at Korea Investment & Securities. Responsible for Asset-Liability Management(ALM), Strategic Asset Allocation(SAA), and Tactical Asset Allocation(TAA).Hold a Ph.D. in finance and researched return predictability in multi-asset classes.
Korea Investment & Securities Co., Ltd
View- Website:
- truefriend.com
- Employees:
- 418
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Team ManagerKorea Investment & Securities Co., Ltd Jul 2018 - PresentSeoul, KoreaEmployment Insurance Fund Asset Management Department(Fund Source: The Korean Ministry of Employment and Labor, AUM: USD 10 Billion)Investment Strategy Team Lead- Managed Employment Insurance Fund (EIF) as an Outsourced CIO - Utilized MSCI BarraOne, Bloomberg PORT Enterprise, and Ortec GLASS System- Asset-liability management (ALM)- Strategic/tactical asset allocation (SAA/TAA)- Style/factor allocation- Fund/manager selection
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Independent ResearcherSelf-Employed Nov 2017 - Jun 2018Singapore- Researched the managerial skill of fund manager and the portfolio construction methods- Implemented quantitative investment strategies using SQL and Python
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Senior Fund ManagerKaist Student Investment Fund Apr 2015 - Aug 2017Seoul, Korea- Managed quant teams: equity investment, alternative investment, and investment strategy teams - Supervised rule-based quantitative investment (value, momentum, low volatility, dividend, earnings growth, machine learning, SRI), passive index investment, multi-asset ETF strategy, commodity futures (CTA, PCA, pairs trading), asset allocation (MVO, Risk parity, Black-Litterman model)- Conducted weekly strategy meetings for performance and risk monitoring, investment strategy and model approval, backtesting and simulation validation, and portfolio management advice- Advised the process of strategizing and implementing the ideas of the latest academic/practical papers
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Summer InternKorea Asset Pricing & Korea Ratings Co. Jun 2010 - Sep 2010Seoul, Korea- Engaged in Korea Exchange (KRX) project: Margin requirements and risk assessment plan in central counterparty (CCP) clearing houses for Credit Default Swap (CDS) product- Researched the methodologies for risk assessment and margin requirement calculation including CME’s multi-factor portfolio margin model and EUREX’s asymmetric risk margin model - Participated in the weekly seminar on counterparty credit risk and Libor market model
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Fund ManagerKaist Student Investment Fund Jan 2009 - Sep 2009Seoul, Korea- Developed and managed system trading strategies, 6-month realized return: 25.01%- Utilized recursive moving trend (RMT) and directional movement index (DMI) system
Sangjin Park Education Details
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Management Engineering (Field: Finance) -
Management Engineering (Field: Finance)
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Electrical And Electronic Engineering (Image Processing)
Frequently Asked Questions about Sangjin Park
What company does Sangjin Park work for?
Sangjin Park works for Korea Investment & Securities Co., Ltd
What is Sangjin Park's role at the current company?
Sangjin Park's current role is Investment Strategy Team Manager.
What schools did Sangjin Park attend?
Sangjin Park attended Korea Advanced Institute Of Science And Technology, Korea Advanced Institute Of Science And Technology, Yonsei University.
Who are Sangjin Park's colleagues?
Sangjin Park's colleagues are Hyukbin Kwon, 김성호, Changrae Park, (Ph.d.), Junkyu Ryu, 김민수, Dongryang Seo, Hyunwoo Jung, Cfa.
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