Hyung Jun Kim

Hyung Jun Kim (also rendered Hyong-Jun Kim) is a quantitative researcher and trader currently listed as Vice President, Quant Research & Trading at AlphaGrep, a quantitative trading and market-making firm. His prior roles are in proprietary and relative-value trading: Director of the RV Group at Vector Trading (2019-2022), Fixed Income Trader and, earlier, Relative Value Arbitrage Trader Intern at TransMarket Group (2015 internship; 2016-2019 trader), and a Quant Analyst Intern in the Multi Asset & Alternatives team at Allianz Global Investors (2012-2014). He holds an MSc in Computational Finance from Carnegie Mellon (Tepper) and a BS in Mathematics from KAIST, and represented the Republic of Korea at the 2000 International Mathematical Olympiad, earning a Silver medal.

Notes6

• Quant employment verification: CONFIRMED. The person's identity is supported (LinkedIn hyung-jun-kim-a8449593 matches index person_id 51329844 with the alpha-grep.com domain), and the employment record shows concrete roles/internships, not only student programs: Fixed Income Trader at TransMarket Group (2016-2019), RV Arbitrage Trader Intern at TransMarket (2015), Director of the RV Group at Vector Trading (2019-2022), Quant Analyst Intern at Allianz Global Investors (2012-2014), and VP Quant Research & Trading at AlphaGrep (2023-). Each employer is independently classifiable as quant/prop trading or quant asset management: AlphaGrep self-describes as a quantitative trading and market-making firm; Vector Trading as proprietary algorithmic trading; TransMarket Group as global proprietary trading; AllianzGI as a global asset manager. All role/date claims come from LinkedIn enrichment (index-only); employer classification comes from the companies' own public sites. Current AlphaGrep role is from the index and not independently re-confirmed on AlphaGrep's own site.
• Listed on LinkedIn as 'Hyung Jun Kim', Vice President, Quant Research & Trading at AlphaGrep, based in the New York City Metropolitan Area; headline 'Vice President, Quant Research & Trading at Alphagrep'. (Index-only claim.)
• AlphaGrep describes itself as a quantitative trading and investment firm and a leading market maker trading algorithmic strategies across all asset classes on 30+ exchanges, 250+ staff in 10 offices - a direct-source classification of the employer as quantitative/market-making.
• TransMarket Group, L.L.C. (LinkedIn role: Fixed Income Trader, 2016-2019; Relative Value Arbitrage Trader Intern, summer 2015) is primary-source-classified as a global proprietary trading firm (TransMarket Group site 'Global Proprietary Trading'), and per Wikipedia/FIA a Chicago-based principal trading group - consistent with a quant/prop trading employer.
• Vector Trading (LinkedIn role: Director of the RV Group, 2019-2022, Chicago) is primary-source-classified as a proprietary algorithmic trading firm ('Proprietary Algorithmic Trading', 'We accelerate the future of trading'), confirming a systematic/prop trading employer.
• Education per LinkedIn: Master of Science in Computational Finance (MSCF/MFE), Carnegie Mellon University - Tepper School of Business (2014-2015), and Bachelor of Science in Mathematics, KAIST (Korea Advanced Institute of Science and Technology) (2008-2014). (Index-only claim.)
• Allianz Global Investors (LinkedIn role: Quant Analyst Intern, Multi Asset & Alternatives Team, 2012-2014) is a global asset manager, so the internship sits within quantitative asset management.
• Career timeline reads as one continuous quant-trading path with no non-finance interlude: KAIST undergraduate quantitative research (2012-2013) -> AllianzGI quant internship (2012-2014) -> CMU MSCF (2014-2015) -> TransMarket RV arbitrage intern (summer 2015) -> TransMarket Fixed Income Trader (2016-2019) -> Vector Trading Director of the RV Group (2019-2022) -> AlphaGrep VP Quant Research & Trading (2023-). The summer-2015 internship between the MSCF year and the 2016 full-time start, both at TransMarket, is the standard conversion path from a finance master's into prop trading. (Dates index-only; the conversion reading is inference.)
• Undergraduate Researcher at KAIST (2012-2013) per LinkedIn: research on a trading strategy using a control chart on the KOSPI200 volatility index to generate buy/sell signals, and an efficient-frontier-related project - an early quant-finance research thread predating his finance roles. (Index-only claim.)
• Certifications/interests surfaced by the profile: 'Baruch MFE C++ Certificate', 'Certified in Time Series Analysis', 'Certified in System Trading', and 'Passed Level 1 of the CFA exam' - all consistent with a systematic-trading track rather than discretionary trading. (Index-only claim.)
• Employer mix is concentrated in Chicago prop/relative-value trading (TransMarket, Vector Trading) before a move to AlphaGrep, a global market maker, and the listed base shifts to the New York City Metropolitan Area - a move from a single-city prop shop to a multi-office market-making firm. (Index-only claim.)
• IMO 2000 individual result (Republic of Korea, KOR): rank 89, Silver medal (award 'S'), 22 points.