Summary
Junbeom Lee is a quantitative trader based in Seoul with nine years of experience specializing in bond, FX, and derivatives markets. With a Ph.D. in Mathematics from the National University of Singapore, he combines rigorous academic training and hands-on trading experience across FICC, autocallable hedging, and market-making roles. He has built trading systems and pricing tools in C++ and now focuses on low-latency programming in Rust to push execution performance. Currently at Hanwha Investment & Securities, he runs trading system development while acting as a stock option market maker. His background as a research fellow and early work on derivative pricing reflect a blend of research-driven modeling and production-grade engineering.
9 years of coding experience
Master’s Degree, Mathematics, Master’s Degree, Mathematics at Sungkyunkwan University
Ph.D., Mathematics, Ph.D., Mathematics at National University of Singapore
Korean, English