Macro, Rates & FX Research · Quant Finance · Python
Global Business student at Sungkyunkwan University (SKKU) · Exchange @ Indiana University Kelley School of Business
Building a research portfolio at the intersection of macro markets, fixed income, FX, and quantitative modeling.
- Macro, rates, and FX market research
- Treasury yield forecasting using macro and market variables
- Weekly Rates & Macro Note covering labor data, inflation, Fed policy, Treasury yields, and USD/KRW implications
- Quantitative finance projects using Python, statistical modeling, and backtesting
| Project | Focus | Methods |
|---|---|---|
| Treasury Yield Forecasting | U.S. Treasury yields · macro/rates modeling | Time-series analysis, macro variables, forecasting models, Python |
| Weekly Rates & Macro Note | Macro events · Treasury yields · FX reaction | Event analysis, 2Y/10Y yields, curve signals, DXY, USD/KRW |
| WorldQuant / IQC Alpha Research | Systematic signals · quant research | Alpha ideation, factor testing, portfolio constraints |
| Project | Focus | Methods |
|---|---|---|
| Factor Investing Model | US equities · alpha generation | Momentum ensemble, min-variance optimisation, walk-forward backtesting |
| Corporate Valuation & Bankruptcy Risk | Korean market · downside risk | Altman Z-Score, Random Forest, DART OpenAPI, Streamlit |
| SG-REITs Analysis | Singapore REITs · income & valuation | DCF, CAPM WACC, Monte Carlo simulation, strategy backtesting |
Programming: Python, SQL
Data & ML: pandas, numpy, scipy, scikit-learn, statsmodels, time-series analysis, model evaluation
Finance: Macro research, fixed income, FX, factor models, portfolio optimisation, valuation, risk analysis
Tools: GitHub Actions, DART OpenAPI, pytest, Jupyter, Streamlit
- Sungkyunkwan University (SKKU) — B.B.A. Global Business, expected 2027
- Indiana University Kelley School of Business — Exchange student, I-Core programme
- BDA Big Data Analytics Society — Python & data analysis
- WorldQuant University — Applied Data Science Lab, completed
- ADsP — Certified
- Weekly Rates & Macro Note series
- Treasury Yield Forecasting project
- SQLD certification
- MIT OCW Linear Algebra, Probability & Statistics
Open to opportunities in macro research, rates/FX strategy, fixed income, quantitative research, and global markets.