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Chang, Woojin

cfkorea88@gmail.com

Work Experience

July, 2017 - Present

Vice President, Research, WorldQuant Research, LLC

- Develop algorithmic alpha strategies on USA, Europe, Japan, Asia, and other regions.

July, 2017 - June, 2019

Senior Quantitative Researcher, WorldQuant Research, LLC

- Develop algorithmic alpha strategies on USA, Europe, Japan, Asia, and other regions.

May, 2016 - June, 2017

Quantitative Researcher, WorldQuant Research, LLC

- Develop algorithmic alpha strategies on USA, Europe, Japan, Asia, and other regions.

Feb, 2012 - April, 2016

Front Desk Quant, Associate, Samsung Securities, Financial Engineering Team

- Developed pricing/hedging engines for exotic equity/commodity and interest rate derivative products. (implemented with Monte-Carlo, Finite Differential and Tree Method)
- Designed 3-dimensional Cubic hedge-tables of ELS using parallel calculations and Thin-Plate-Spline Regression Method: First in Korea
- Researched and Applied local volatility surface model produced by SABR implied volatility for commodity futures (Stochastic Alpha Beta Rho model): First in Korea
- Developed over-hedge scheme in complicated products using LongStaff-Schwartz regression method
- Applied the concept of Asynchronous Correlations and Made related tools which transform raw matrix to Positive-Semi-Definite matrix: First in Korea
- Re-engineered global-bond/FX/commodity traders` books with Quantlib add-in and parallel calculation, providing more sophisticated risk-analysis and management tools such as applying day-count conventions and enabling precise cash-flow analysis

Honors and Awards

July, 2005

Representative of Korea for the 46th International Mathematical Olympiad (IMO) (top 13 students of Korea)

June, 2005

Honor Prize, the 17th Asian Pacific Mathematics Olympiad (APMO) (top 10 students of Korea)

Nov, 2005

Gold Prize, the 19th Korean Mathematical Olympiad (KMO) (top 19 students of Korea)

Skills and Other Information

Language

Native Korean, Fluent in English

Computer Skills

Excellent skills in VBA and C/C++, Knowledge in SQL and Python
Professional skills in Quantlib and Excel/Excel Addins (Automation)

Military Service

25 Infantry Division of Korea Army, Kyunggi, Korea (Mar 2008 - Feb 2010)

Education

2006 - 2012

Seoul National University, Seoul, South Korea

- Major: Mathematics, Double Major: Economics
- Recipient of the 4th Presidential Science Scholarship

2004 - 2006

Korean Minjok Leadership Academy (Early Graduation), 
Gangwon-do, South Korea