Sangjun Lee Email & Phone Number

* Prop Desk for absolute alpha earning by trading Long &Short Korea Treasury Bond(KTB) bond using strategies of Duration, Curve, and arbitrage trading by using the discrepancy between KTB futures and bonds*Trade U.S Treasuries futures in both Long&Short Delta and curve trading (butterfly position using 2Y, 5Y, 10Y, 30Y) and also trade currency futures (Yen, Euro) for additional alpha earning*Uses quantitative analysis of previous pattern occurs during KTB and U.S Treasury… Show more * Prop Desk for absolute alpha earning by trading Long &Short Korea Treasury Bond(KTB) bond using strategies of Duration, Curve, and arbitrage trading by using the discrepancy between KTB futures and bonds*Trade U.S Treasuries futures in both Long&Short Delta and curve trading (butterfly position using 2Y, 5Y, 10Y, 30Y) and also trade currency futures (Yen, Euro) for additional alpha earning*Uses quantitative analysis of previous pattern occurs during KTB and U.S Treasury Auction and Supply&Demand analysis of KTB long-term bond (KTB issuance and insurance companies needs for long-term bond) to possess curve position in 10~30Y maturities Show less

Fixed Income Portfolio Manager ( Market Valued Fund & Money Market Fund) * Main manager for MMF Fund* Sub-manager for Market Valued Fund and assisting the main manager by analyzing duration, relative value of KTBs, credit and curve analysis to outperform BM components* Sub- manager for fund that invest in curve of 2-10 yr U.S treasury futures & 10yr U.S treasury and German Bund futures by having 0 delta risk to the fund (curve play for U.S 2-10 and German Bund futures)* Role as… Show more Fixed Income Portfolio Manager ( Market Valued Fund & Money Market Fund) * Main manager for MMF Fund* Sub-manager for Market Valued Fund and assisting the main manager by analyzing duration, relative value of KTBs, credit and curve analysis to outperform BM components* Sub- manager for fund that invest in curve of 2-10 yr U.S treasury futures & 10yr U.S treasury and German Bund futures by having 0 delta risk to the fund (curve play for U.S 2-10 and German Bund futures)* Role as duration strategist to suggest duration for weekly, and monthly regular team’s strategic meeting Show less

Fixed Income Portfolio Manager * Managing MMF fund * MMF Fund mainly invested Korea Treasury, Korea Monetary Stabilized Bond, Korea Specific Law Bonds and Korea Specific Law CP and CD * Managing fund based on analyzing both supply and demand in short-term bond market and also by analyzing medium-long term yield movement.

* Specialized in trading Korean Treasury and Monetary bond.* Specialized in trading and analyzing Korea Corporate bond and CP.* Able to trade bond in Korean OTC market by effectively negotiating with brokers about the bid/ask and execute order in the best interest.* Able to read bond OTC market flow base on money Supply & Demand and economic situation.* Able to analyze economic conditions, indicators and relate that to the bond market

Economics, Economic

Graduate, High School/Secondary Diplomas And Certificates