Curriculum Vitae

Curriculum Vitae (download pdf)

Kyuwon Choi

100-241Bunji, Haengun Dong, Gwanak Gu, Seoul City, Republic of Korea

Phone: +82-2-877-2714

Cell: +82-10-5040-5333

diekun84@snu.ac.kr

Research Interest:

Financial Derivatives Pricing, Asymmetric Dependence between Financial Assets, Market Efficiency, International Asset Allocation, Risk Management, Credit Risk Modeling

Education:

M.S., Industrial Engineering, Seoul National University, Feb 2012

ŸConcentrations: Financial Engineering

ŸThesis: Exchange Rate Risk and International Investment with Regime Switching Mixed Copula

ŸGPA: 4.10/4.30

B.S, Industrial Engineering, Seoul National University, Feb 2010

ŸGPA: 3.80/4.30, Cum Laude

Awards and Honors:

Recipient, 10^th Samsung Scholarship Program, 2012-2017 (awarded)

Graduated Cum Laude, Seoul National University, 2010

Recipient, Korea Student Aid Foundation Scholarship (merit based), 2003-2005 & 2009

Korea Physics Olympiad, Bronze Medal at the Seoul Contest, 2002

Conference Proceedings:

“Exchange Rate Risk and International Investment with Regime Switching Mixed Copula,” (with Hyung-Sik Oh), 2011, Korean Securities Association Conference Proceedings, May 2011.

“Empirical Analysis: Order Imbalance of Each Investor Group and Forecasts of Short Term Equity Returns,” (with Hyung-Sik Oh), 2010, Korean Institute of Industrial Engineers, Fall Conference Proceedings, Nov 2010.

“Asymmetry of volatilities and correlation coefficients, and returns in KOSPI200 stocks,” (with Yeonsik Jang, Sue-Jeong Kwon, Hyung-Sik Oh), 2010, Korean Institute of Industrial Engineers, Fall Conference Proceedings, Nov 2010.

Publications:

“Exchange Rate Risk and International Investment with Regime Switching Mixed Copula,” (with Hyung-Sik Oh), submitted.

Working papers:

“Market inefficiency in the Japanese Swaption market” (with Dong-Hyun Ahn, Ji-Yeong Chung)

Experience:

Computer Programmer, Jan 2006 – Jan 2008, YoungWoo CnI, Seoul, Korea

ŸDeveloped several Computer Aided Design software packages including TexPro, TexKnit, TexWeave

ŸUsed C++, Boland Studio 6.0, Adobe Flex extensively

Computer Programmer, Feb 2008 – Feb 2009, ESTsoft, Seoul, Korea

ŸDuties included Developing multimedia applications including ALSee Moviemaker (link), and a user authentication module, ALtools Package Authentication Module

ŸUsed C++, Visual Studio 2005 & 2008 extensively

Teaching Assistant, Engineering Economy, 2010, Industrial Engineering Department, Seoul National University, Seoul, Korea

Research Assistant, Investment Engineering Lab., 2009 - Present, Industrial Engineering Department, Seoul National University, Seoul, Korea

ŸConducting a research project on international investment

ŸDuties include literature review, designing models, programming experiments, and writing a paper on the results

Proofreader, 2011 - Present, Department of Economics, Seoul National University, Seoul, Korea

ŸAssisting Professor ByoungSeon Choi in writing a textbook on Financial Engineering

ŸExamining the manuscripts to make sure proofs in the book are free of errors

Activities:

Peer Tutoring Program, 2011-Present, Tutor, Teaching English to freshmen, Seoul National University, Seoul, Korea

English Café, 2011-Present, Member, Managing the café and talking with visitors in English, Seoul National University, Seoul, Korea

AIESEC, 2003-2004, Vice President, International Student Internship Program, Recruited companies, matched, delivered and managed foreign students as interns for the companies, Seoul National University, Seoul, Korea

Skills and Qualifications:

Statistical Package:

ŸExtensive knowledge of MATLAB statistical programming

ŸWorking knowledge of SPSS, SAS

Econometrics:

ŸNonlinear Stochastic Optimization

ŸMarkov Regime Switching Model Estimation, Multivariate Copula Estimation

ŸFinancial Time Series

Mathematical Methods:

ŸStochastic Calculus

ŸFinite Differential Methods, Monte Carlo Simulation

Chartered Financial Analyst (CFA) Level III Candidate
Extensive programming ability in C#, C++, VBA and PHP

Native in Korean and Fluent in English (TOEFL iBT 115 (29/29/27/30), GRE 760/800/3.0)