Alex Kwon is a quantitative researcher with six years of experience applying data-driven models to high-frequency markets, currently based in Miami and working at Citadel Securities. His career progressed from quantitative trading in New York to research roles spanning Hong Kong and Miami, reflecting a strong track record across global markets and time zones. He blends a Berkeley Computer Science education with hands-on trading experience and earlier leadership as an ROK Army Special Forces squad leader, a background that contributes discipline and operational rigor to research workflows. Alex has interned at top firms including Marshall Wace and Fidelity, and has taught as a lecturer at UC Berkeley, signaling both practical expertise and an ability to communicate complex concepts. Comfortable at the intersection of engineering and quantitative finance, he focuses on translating statistical insight into deployable trading strategies.
6 years of coding experience
2 years of employment as a software developer
Bachelor of Arts - BA Computer Science, Bachelor of Arts - BA Computer Science at University of California, Berkeley
SFQC BAC AIT RASP, SFQC BAC AIT RASP at ROK Special Warfare School
MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Contributions:77 commits in 15 days
pythonmanagersmachine-learningtradinglearning-by
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.