Jun Kyu Jeong
Quantitative Researcher
Seoul
Summary
Skilled Researcher enthusiastic about supporting advancements in alpha signal generation, enhancement, and convex optimization in ensemble research.
Passionate about increasing knowledge to drive growth and needed improvements.
Ready to apply knowledge and 6 years of experience in research.
Overview
6
6
years of professional experience
6
6
years of post-secondary education
1
1
Certification
Work History
Quantitative Researcher
WorldQuant
02.2019 - Current
- Developed ~2400 predictive models for future stock price movement using diversified datasets including price, volume, fundamentals, analyst reports, and news sentiment in global regions - average OSIS : 0.30 / dollar weight : $67M
- Developed ~600 trading strategies by aggregating and optimizing individual alpha signals through ensemble techniques in global regions - average OSIS : 1.15 / dollar weight : $230M
- Developed 9 trading ensemble strategies by combining self-developed alpha signals - average OSIR : 0.158 (BC) / 0.09 (AC) in USA/GLOBAL region
- Researched alpha / ensemble signal enhancement by applying statistical and optimization techniques enhance risk-adjusted returns and minimize market impact.
- Managed multiple research projects, ensuring quality control on the trading signals out of the project participants.
- Managed rookie training program to improve centralized training system, by providing advisory guidance, organizing training program and educational sessions.
Education
Bachelor of Science - Mathematics
Pohang University of Science And Technology
Pohang, South Korea 03.2013 - 02.2019
Skills
Communication with English / Korean
Signal Generation and Convex Optimization with C / Python
Certification
Certified Investment Manager
Hobbies
Soccer, Golf, Fitness Training
Timeline
Quantitative Researcher
WorldQuant
02.2019 - Current
Bachelor of Science - Mathematics
Pohang University of Science And Technology
03.2013 - 02.2019
Certified Investment Manager
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