Kiho Park

Kiho Park is a quantitative researcher at IMC Trading in Chicago and an Australian representative at the 2010 International Mathematical Olympiad, where he won a silver medal. He holds a PhD in Mathematics from the University of Chicago (2021), where his dissertation 'Subadditive Thermodynamic Formalism for Fiber-Bunched Cocycles' was advised by Amie Wilkinson, and a bachelor's degree in Mathematics and Statistics from UC Berkeley. His doctoral research was in ergodic theory and dynamical systems, centred on thermodynamic formalism for cocycles and equilibrium states. He has since moved into quantitative finance, joining IMC Trading in 2022.

Details

LocationChicago, Illinois, United States

Company siteimc.com

UniversityUniversity of Chicago

MathematicsStatisticsQuantitative researchDynamical systemsErgodic theoryThermodynamic formalismQuantitative finance

Experience

Quantitative Researcher at IMC Trading

Chicago, Illinois, United States

Postdoctoral Research Fellow at Korea Institute for Advanced Study (KIAS)

Seoul, Republic of Korea

Doctoral Student at University of Chicago

Chicago, Illinois, United States

• Explored new approaches to extend the theory of subadditive thermodynamic formalism. Established multiple properties on subadditive equilibrium states by generalizing known metho

Research Internship at State Street

San Francisco, California, United States

Implemented the Expectation Maximization algorithm for factor analysis modeling asset returns. Analyzed the convergence rate of the parameters in the model with respect to various

Education

University of Chicago

Doctor of Philosophy - PhD, Mathematics

University of California, Berkeley

Bachelor's Degree, Double Major in Mathematics and Statistics

AchievementsSilver medal, International Mathematical Olympiad 2010, representing Australia · PhD in Mathematics, University of Chicago (2021)

Articles

arxiv.org/abs/2004.13087