Hyunwoo Lee, FRM

Product Manager

Seocho District, Seoul, South Korea7 yrs 6 mos experience

Highly Stable

Key Highlights

Expert in statistical arbitrage and risk management.
Proficient in Python for quantitative analysis.
Experience across US, EU, and crypto markets.

Stackforce AI infers this person is a Fintech Quantitative Researcher with expertise in statistical modeling and risk management.

Contact

Skills

Core Skills

Statistical Arbitrage ModellingRisk ManagementData Analysis

Other Skills

Asset AllocationData EngineeringDeveloping Visualization toolDiscrepancy ResearchEconometricsExecution ModellingExecution ResearchPortfolio ManagementPricing ModellingPythonQuantitative analysisRStataStatistical Arbitrage Model ResearchStock Pricing

About

1. Quant Researcher, Trader covering - US, EU stock markets - US, EU, KR futures markets - Crypto markets in Binance, Huobi, OKex 2. Python Developer 3. Statistical Arbitrage Modelling, Beta Modelling 4. Model Turnover ranges from 10% ~ 200% 5. Risk Management 6. Factor Research 7. Trading Volume Estimation Research

Experience

Alphagrep

Portfolio Manager

Feb 2025 – Present · 1 yr 1 mo · 싱가포르 · Hybrid

Delvega team in Singapore
Quant Research, Developer, Trader

(주)슈페릭스

2 roles

Research Team Lead

Nov 2023 – Dec 2024 · 1 yr 1 mo · Hybrid

Portfolio Manager

Nov 2022 – Dec 2024 · 2 yrs 1 mo · Hybrid

1. Statstical Arbitrage Modelling
2. Portfolio Management
Risk Management
Execution Modelling

Unhedged

Portfolio Manager

Feb 2021 – Nov 2022 · 1 yr 9 mos · 대한민국 서울

Prop Trading
1. Statistical Arbitrage Model Research
(Target assets : Equities, Futures, Crypto Currencies)
Predicting the asset movements with large amounts of volume using statistical analyzing skills.
2. Execution Research
Research on the trade timing based on tick and minute-bar data.
Optimizing trading strategy as well as minimizing the trading impacts on prices.
3. Risk Management
Setting different levels of risk thresholds for various assets.
Apply neutralization methods for hedging risks.
4. Developing Visualzation tool
Developing lots of own customized visualization tools.
Plotting asset PNLs and looking directly into possible errors for prevention.
Revision of metrics which would represent risk as precisely as possible.

Statistical Arbitrage Model ResearchExecution ResearchRisk ManagementDeveloping Visualization toolStatistical Arbitrage Modelling

Haafor

2 roles

Associate Vice President

Promoted

Mar 2020 – Feb 2021 · 11 mos

1. Trading Model Research
Developing Trading models operating real book.
Minimizing sim-actual discrepancy.
Selection of candidate models
2. Factor Research
Capturing recently rising unknown factors by statistical tools.
3. Develop visualization tools for checking daily performance of models
Make it easy to analyze the profit and loss in each stocks and sector.
Shorten daily model analyzing time much more efficiently.
4. Mentor of Interns

Associate Quant Researcher

Jul 2018 – Mar 2020 · 1 yr 8 mos

1. Equity Price Prediction model Research
Using all available big data like equity price, volume, minute-bar, text, etc.
Analyzing the pattern of equity price movement by using statistical analyzing skills.
2. Prediction of equity auciton volume and intraday volume
Prediction of daily volume with big data by statistical inferences.
Handling exceptional cases for volume peaks.
Made possible for more precise approach in ordering equity.
3. Data Modelling
Automate all procedures from downloading the data from the vendor to daily production used for building models.
Error handling and daily monitoring for possible errors.
Multiprocessing if possible for building big data models.