Suhan Yoon

Master’s student in Financial Engineering at KAIST and Finance at MSU, specializing in quantitative finance, derivatives pricing, and risk management. Experienced in stochastic calculus, Monte Carlo simulations, and numerical methods for pricing derivatives. Developed statistical arbitrage strategies in cryptocurrency markets, and implemented macroeconomic factor models for bond risk premia. Proficient in Python, MATLAB, and stochastic optimizations.

• KAIST Student Investment Fund, Seoul, Korea, Strategic Asset Allocation Team, March 2024-March 2025

Conducted bond strategies by predicting the term structure of 1-year expected returns using forward rates, conducted in-depth research on the Dynamic Nelson-Siegel (DNS) Model and implemented it in Python using the Kalman filter to predict U.S. Treasury bond yields, implemented a macroeconomic factor model for bond risk premia using Python and Principal Component Analysis (PCA) to summarize 132 macro panel data, following Ludvigson & Ng (2005).

• Master of Financial Engineering, KAIST, Seoul, Korea, Student Representative, February 2024-February 2026

Unified and coordinated community opinions, leading multiple meetings and initiatives, organized fundraising to purchase class jackets, fostering a sense of unity and belonging, led the organization of the semester opening ceremony, ensuring smooth execution and participation, organized and led the Membership Training (MT), coordinating activities and games that strengthened networking.