Kevin Jin

Hoboken, NJ 07030

Education

New York University

B.S. Finance & Statistics, Stern School Computer Science, Courant Institute

8/2013–5/2017

New York, NY

GPA: 3.74/4.0
3.95/4.0 in FINC, STAT, CSCI
Electives: Macroeconomics, Financial Accounting, Corporate Finance, Equity Valuation, Debt Instruments, Derivative Securities, Linear Algebra, Natural Language Processing, Machine Learning, Numerical Computing, Stochastic Calculus, Time Series, Statistical Inference and Regression Analysis, Operations Management

Freehold High School

High School Diploma, Computer Science Academy

9/2009–6/2013

Freehold, NJ

GPA: 3.9/4.0
Weighted: 4.82/4.3
Top 2%
SAT: 2300 (770 Reading, 780 Math, 750 Writing)

Work Experience

Goldman, Sachs & Co.

Strats Analyst, Securities Division

7/2017–Present

New York, NY

Equity Derivatives Automation Strats: completely re-engineered the distributed system that backs out implied volatilities, fits arbitrage-minimizing surfaces, and calculates risk sensitivities and interpolated prices of 400,000 listed American-style options; reduced cycle times by 87% to improve marking and risk management quality of listed and OTC options; leveraged Apache Kafka and Avro to record all input for full reproducibility and provenance of poor fits
Equities Flow Volatility Strats: launched a Java‐based algo for the firm's principal trading business that takes the contra side of price improvement auctions initiated with the firm's agency trading business to deliver NBBO-beating two-sided quotes to clients, collect breakup rebates from exchanges, and offset inventory risk positions; minimized garbage collection and thread contention between data feeds and pricing algorithm for sub-millisecond response times
Equities Quantitative Volatility Trading Strats: enabled participation in blind price improvement and routing exposure auctions on BATS EDGX and NYSE AMEX exchanges; increased team's total Request For Quote response count by 2%

Goldman, Sachs & Co.

Strats Summer Analyst, Securities Division

6/2016–8/2016

New York, NY

Equities Electronic Market Making Cash Trading Strats: reproduced the output of two proprietary cross-sectional multi-factor risk models and tested the explanatory power of every factor return series with Python
Formulated systematic strategies from a top-down approach to find momentum and market dislocation alpha signals using equity, VIX, and risk factor returns while on the Equities Electronic Market Making Cash Trading Strats desk
Equities Quantitative Volatility Trading Strats: improved execution performance of high-frequency trading system by deciding which exchange connection in a pool has the lowest latency; picked appropriate lock-free primitives to minimize contention in highly concurrent routine

ZAIS Group, LLC

Summer Intern, Portfolio Management Team

5/2015–8/2015

Red Bank, NJ

Independently did research on time series lead‐lag and network analyses to generate novel models for CDX HY index constituents; implemented and backtested low frequency trading strategies in R
Presented an algorithm that clustered companies into communities coextensive with GICS sectors, using only a set of CDS points upfront time series as input; now adapted to discover unknown relationships in networks
Explained to traders a time series comparison algorithm I found that detects to what extent and how consistently one series leads or lags the other by matching peaks and troughs; now in the process of being applied to housing statistics

Bad Rabbit Consulting

Software Engineer

5/2013–5/2015

Hoboken, NJ

Provided Huron‐Click® Portal tech consulting for the Children's Hospital of Philadelphia in eResearch domains; liaised with medical research experts to resolve 226 enhancement and bug fix tickets in 834 billable hours
Led development and architecting work of a C# web service to automate releases to QA and production systems; liaised with admins to implement the full procedure that saves each client ~10 billable hours per week
Initiated development on a file sync and version control tool that enables developer productivity off‐RDP/VPN

Extracurricular Activities

Quantitative Finance Society

Analyst, Quant Portfolio

3/2015–5/2017

New York, NY

ArgonMS

Project Maintainer

10/2008–5/2013

Marlboro, NJ

Redesigned and optimized Java‐based massively multiplayer online game server emulator; launched a testing server
Achieved 30 days of uptime with 20 concurrent players, sub‐30ms round‐trip latency, and sub‐100mb memory usage

Honors

1^st place University of Chicago Midwest Trading Competition Options market maker case

Chicago, IL

4/2015

2^nd place JPMorgan Chase & Co. Code For Good Challenge NYC 2015, Best technology

New York, NY

10/2015

1^st place American Computer ScienceComp. Sci. League All Star Competition, 5 person Senior Division (international, postseason)

Freehold, NJ

5/2012

1^st place American Computer ScienceComp. Sci. League Northern Division, 5 person Senior Division (regional, regular season) [x2]

Freehold, NJ

5/2013, 5/2012

1^st place New Jersey Institute of Technology High School Programming Contest (regional) [x2]

Newark, NJ

3/2012, 3/2011

Skills and Interests

Skills

Python
Java
C#
SQL