Post doctoral associate Resume

Over 10 years experience of designing and developing computational tools and simulators to solve wide range of problems in engineering. Looking for a quantitative analyst/developer position in finance.

Quantitative Qualifications

10 years of experience in developing complex numerical software with C/C++
2 years of experience of constructing numerical models to explain a data set
Financial readings: John Hull;s "Options, Futures, and Other Derivatives", Steven E. Shreve;s "Stochastic Calculus for Finance 1,2", and Thomas Bjork;s "Arbitrage Theory in Continuous Time"
Familiar with binomial models, Ito;s lemma, Black-Scholes model, Greeks, interest rate derivatives, bond pricing, and volatility estimation
Solid knowledge of mathematics and statistical technique: FDM, Monte Carlo simulation, Linear Regression, Maximum Likelihood Method, Markov chain model, Markov chain Monte Carlo method, Neural Network, Fourier Analysis, Levenberg-Marquardt algorithm, and differential evolution
Proficiency in C/C++ and Matlab. Working knowledge of Java, Python, shell script, and MySQL, experienced in high performance programming with MPI and multi-threading
Bronze Medal at the 18th University Students Contest of Mathematics in 1999, Korean Mathematical Society

Education

Ph.D. Biomedical Engineering M.A. Biomedical Engineering B.S. Electrical Engineering with mathematics minor

Experience

2010 -Present Post doctoral associate in computational electrophysiology lab at Confidential

Developed a model explaining pacing activity of cardiac cell and HEK cell pair
Analyzed potential - current data measured from engineered cells and developed a numerical model of membrane current as a function of membrane potential, time and internal state variables.

2005 - 2010 Research assistant in computational electrophysiology lab at Confidential:

Developed FEM simulator for the cardiac tissue that can handle random shaped cells.
Developed a random tissue generator whose cell;s shapes can be controlled by statistical parameters.

2004 - 2005 Teaching assistant at Confidential: Assisted electrophysiology laboratory classes

2000 - 2003 Research engineer (Lieutenant junior grade) Confidential, Jinhae, S. Korea

Developed various hardware and software that can assist shipyard technicians to maintain navy ships; electrical equipment.
Taught electrical engineering theory to shipyard technicians

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