Soohan Kim

Experience

• 

  Self-employed

  Apr 2009 - Jun 2021

  Individual Trader

  - Grew account size of $300 to $10,000+- Traded South Korean & U.S. Equities + Cryptocurrency Spot & Futures- 2009 ~ 2017: Mid ~ Long-term Holding Strategies (3mo ~ 5yr frequency) | Fundamental, Event-driven, Trend-following- 2017 ~ 2021: Intraday & Swing Strategies (~ 2mo frequency) | Scalping, Order Flow, Short-term Momentum, Sentiment Analysis

• 

  US Army

  Nov 2018 - Apr 2020

  Public Affairs Specialist

  - Served as a KATUSA (Korean Augmentation to the U.S. Army) soldier for completion of mandatory military service- Awarded the Army Achievement Medal for excellent performance in interpretation duties for a strategic conference between US and South Korean Army officers

• 

  성균관대학교

  Feb 2022 - Jun 2023

  - Proposed and developed the physics-informed convolutional transformer network for predicting volatility surfaces of European call/put options- Developed an AI agent for portfolio management by utilizing fractional differentiation, graph neural networks, adversarial inverse reinforcement learning, and mean-variance optimization- Researched enhancing the generation speed of diffusion models by applying physics-informed neural networks to reverse probability flow ODEs- Conducted literature review of deep hedging and investigated ideas for performance improvement Show less

  • Undergraduate Researcher in Applied Mathematics

    Jul 2021 - Jun 2023

  • SK Computer and Communications, KB Securities (Co-op Project)

    Feb 2022 - Oct 2022
• 

  Hermes Capital Advisors, LLC

  Mar 2024 - May 2024

  Quantitative Research Intern

  - Developed scripts for processing high-frequency limit order book price & size data and aggregating time-series of order updates and market trades- Trained and tested various customized combinations of cutting-edge deep learning models for capturing spatial and temporal order book dynamics- Achieved 70%+ model-generated orders that avoid immediate market-order execution and successfully fill within a short predefined trading horizon

• 

  IMC Trading

  Apr 2024 - Apr 2024

  IMC Prosperity 2 Trader

  - Developed Python programs for executing algorithmic trading strategies for the IMC Prosperity competition of 2024- Ranked top 4.1% of all participants

• 

  Brooklyn Investment Group

  Jun 2024 - Aug 2024

  Quantitative Research Intern

  - Barra factor models research- Equities data management & quality control- Backtest reporting process automation

• 

  Society of Quantitative Analysts (SQA)

  Sept 2024 - Sept 2024

  SQA Alphathon 2024 Finalist

  - Finalist for Question 2: Using Large Language Models (LLMs) in Investment, by AllianceBernstein (AB)- Participant for Question 1: A Real-Time Streaming Application, by Point72/Cubist