Summary
Jin Jung is a seasoned quantitative trader and portfolio manager with over a decade of experience trading equity long/short across the US, Europe, and Asia. He holds a Ph.D. in Computer Science from the University of Maryland and specializes in autonomous trading strategies and portfolio optimization, currently leading quantitative research and portfolio management at Presto Labs in Singapore. He has built and run simulation frameworks in Python, MATLAB, and C++ to stress-test and deploy strategies, including intra-day trend-following and stat-arb approaches. Earlier in his career, he initiated autonomous algorithmic trading for exotic options at Korea Investment & Securities and published research on a SVM-based autonomous investment strategy with strong annual gains after costs. He has advised and mentored junior PMs and researchers across regions, reflecting a leadership style that blends rigorous research with practical trading execution. He is based in Singapore, bringing cross-border experience and a track record of turning complex quantitative models into tradable, scalable systems.
10 years of coding experience
16 years of employment as a software developer
B.Eng, Computer Engineering, B.Eng, Computer Engineering at Seoul National University
The University of Maryland, College Park
English