MakinaRocks is on a mission to redefine the manufacturing industry by delivering measurable improvements with machine intelligence.

Our team produced short-mid term TV sales forecast by regions and markets, as part of global supply chain optimization and data-driven marketing.I lead predictive model research with deep learning and statistics.

WorldQuant creates and executes market neutral statistical arbitrage strategies in the global equity market.Carried out alpha generation research with various datasets using machine learning and statistical methods.Developed optimized risk models based on historical betas and Barra factors given trading constraints.Wrote back-testing and trading codes Python, C++, and Matlab.

Improved BGM/CEV models (Libor market models) for exotic interest rate derivatives in the following areas:- Improved convergence of Monte Carlo simulations to obtain stable numerical Greeks for callable products.- Wrote documents to obtain approvals to trade rates products with the new model.- Analyzed swap rates correlation to calculate factor loadings and correlation adjustment for BGM/CEV models.

Developed KOSPI 200 index futures/options trading strategies.

Created embedded Linux applications in C to manage connected home appliances even before the concept of IoT existed. Wrote home gateway software that controls appliances through the internet.

Wrote FreeBSD kernel modules for in-kernel intrusion detection systems.