Seonghun Jeon Email and Phone Number

ELS(Equity Linked Securities) Hedge Trading Department Quant / TraderSpecialized in Stepdown Autocallable Hedging5 Indexes underlying(KOSPI200, S&P500, EUROSTOXX50, NIKKEI225, HSCEI)- ELS Pricing Engine Development / Improvement(C++)- In-House Distributed Computing Server Management(Python)- Delta hedging, Vega hedging- FX Position Management in Compliance With Financial Regulations

Quantitative System Development DepartmentMurex System DevOps- Flex API(C++) Handling: Reflection of KB Securities Pricing Engines To Murex- Architecture Design in Murex for New Structured Products(Booking Format, Event, etc)- Murex Market Data Upload/Update Management By Linux Schell Script- Murex System Operations

FICC Derivative Trading DepartmentKRW, USD Equity Linked Securities(ELS) Principal Book / Customer USD Repurchase Agreement Book- Start Of Date / End Of Date Evaluation Batch Management / Development(VBA, SQL)- Reports for Trading Support Development(VBA, SQL)- Korean Mortgage Backed Securities Pricing Engine Development- Company-Wide Foreign Currency Liquidity Management By Very Short-Term FX Swap Trading(OverNight, TomorrowNext)- Short-Term FX Swap Prop Trading Based On KRW vs USD Swap Basis(From 1 Week to 3 Months Tenor)- Customer Currency Exchange Service- OTC Products Booking- Collateral Management

Quantitative Asset Management Team- Asset Allocation Strategy Implementation Implying Portfolio Insurance(Python)