HYUNTAE ROH

Highly-motivated employee with desire to take on new challenges. Strong worth ethic, adaptability and self-driven learner. Enjoying though-provoking questions that leads to keen insights. Adept at working effectively and quickly mastering new skills.

(2018) Presentation Contest for Monetary Policy, Bank of Korea

• Excellence Award) Analyzed and demonstrated an appropriate monetary policy regarding macro-economy, fiscal prudence, and financial stability

(2018) Economics Paper Contest, KEA

• Excellence Award) Economics Paper Contest, jointly hosted by Korean Economic Association and Hanyang Media Group

(2017) Issue Paper Contest for Social Security, Ministry of Health and Welfare

• Excellence Award) Analyzed the reality of social security for senior citizens in Korea and suggested policy implications.

(02/2020 - 02/2020) Timeseries Analysis on the Bond Spread

• Research on the seasonal pattern of the 30-year and 10-year bond spreads, finding the statistical implication that the spread increases 1.5 bp in February on account of seasonality.

(03/2020 - 04/2020) Principal Component Analysis for Bond Trading Strategy

• Principal component analysis using Python to get rid of useless factors and make bond trading more efficient. More than 12 features were included in the analysis, and I could understand the priorities of the features, which also increased trading efficiency.

(01/2021 - 04/2021) QAG Project

• Bond traders use messengers when they deal bonds in the OTC(Over-The-Counter) market. QAG(Quote At Glance) Project aimed to extract the text data from the messenger using the graphic user interface. Python applied to extract text, parse sentences, and save them on the server.