Jaehyuk Choi
Mathematics Of Finance (MAFN) Program Director
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolJaehyuk Choi is a quantitative finance leader and academic who blends a decade of industry experience at top banks with deep research and teaching in financial machine learning. Currently director of Columbia University's Mathematics of Finance program, he previously served as an associate professor at Peking University HSBC Business School and held senior quant roles at Goldman Sachs and BNP Paribas on interest rate vol and exotics desks. His MIT PhD in Applied Mathematics and fintech certificate underpin a career that translates advanced stochastic modeling into practical trading and curriculum design. He has moved fluidly between markets and classrooms—designing MFE-level coursework while deploying models used in high-stakes FICC trading. Based in New York, he is known for bridging rigorous theory with implementable solutions and for mentoring the next generation of quants. An underappreciated strength is his track record of turning complex derivatives research into clear educational programs that accelerate practitioner adoption.
10 years of coding experience
19 years of employment as a software developer
Doctor of Philosophy - PhD, Applied Mathematics, Doctor of Philosophy - PhD, Applied Mathematics at Massachusetts Institute of TechnologyCertificate, Financial Technology Option, Certificate, Financial Technology Option at Massachusetts Institute of Technology - Sloan School of ManagementBachelor of Arts - BA, Mathematics, Bachelor of Arts - BA, Mathematics at Korea Advanced Institute of Science and Technology
Korean, English, Chinese
Stackoverflow
151reputation
4kreached
4answers
1question
Github Skills (52)
probability10
financial10
risk-analysis10
spring10
sec10
stochastic10
finance10
cas10
economics10
stochastic-processes10
statsmodels10
quantitative-finance10
risk-management10
pypi10
data-science9
Programming languages (5)
Github contributions (5)
jaehyukchoi/PROJ_Option_Pricing_Matlab
Aug 2019 - Mar 2022
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Contributions:2 commits, 4 PRs, 3 pushes in 2 years 7 months
neumorphismswapeuropeanoption-pricingcrossword
PHBS/StoFin
Oct 2018 - May 2022
Contributions:1 release, 121 commits, 125 pushes in 3 years 6 months
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