Curriculum Vitae

Personal Info.

  • Name: Taeil Hur
  • Birth: 1978
  • Photo: 2008

Contacts

  • Address: OTC Derivatives Team, Hanwha Securities, Seoul, Korea
  • E-mail: \small  t a e i l     hur@g   m a il  _\cdot co m
  • Homepage : http://taeil.org
  • Mobile: +82-10-2290-8192

Objectives

Qualifications

  • Solid background in mathematics and physics.
  • Expert programming skills on various languages.
  • Strong basic knowledge on financial engineering and algorithmic trading.

Experience

Education

Mar. 2003 - Jan. 2009 Ph.D. in Physics, KAIST, Korea :-P
Mar. 2001 - Feb. 2003 M.S. in Physics, KAIST, Korea
Mar. 1996 - Feb. 2001 B.S. in Physics, KAIST, Korea ( Minored in Electrical Engineering )
Mar. 1994 - Feb. 1996 Gyeongnam Science High School, Korea

Awards

Mathematics

Physics

Programming

with C language

Computer Science Skills

  • Good knowledge of hardware and software
    • Experience in setting-up Linux cluster and converting plain C codes for numerical simulation to their parallel version ( using MPI library ) in a part-time research project at KAIST nano photonics lab. ( yr 1999 )
    • A system administrator of mail and calculation servers in KAIST high energy physics group for 2 years of my graduate study ( yr 2002~2003 )
    • B.A. Minor in Electrical Engineering
    • Certification for Information Processing Engineer ( 정보처리기사 , yr 2000 )
  • Solid experience with C,C++, Mathematica, and FORTRAN languages
    • A couple of prizes in programming competitions using C language during high school
    • Most of my Ph.D. research topics involve hard numerical and symbolic calculations using above languages :
      Dark matter relic density and one-loop Feynman diagram calculation
  • Extensive familiarity with MATLAB and VBA
  • Experience in Monte-Carlo simulation of Equity-Linked-Security using VBA/C++

Knowledge in Finance

I learned many different aspects of the Finance Engineering in the last several months, mainly from reading, but also from interactions with other people who work in financial firms. Books I studied include:

  • on Finance Engineering and Derivatives
    • Options, Futures, and Other Derivatives by John Hull
    • Mathematics for Finance by Capinski and Zastawniak
  • on Risk Management
    • 2008 FRM SCHWESER Study Manul
  • on Stochastic Calculus
    • Elementary Stochastic Calculus ( with Finance in View ) by Thomas Mikosch

Also I passed 2008 GARP FRM exam. :-P ( I scored in the 1st Quartile — the top 25% — in every category. )

Language Skills

  • Korean : Mother language
  • English: Good, TOEIC 935 out of 990 ( Dec. 2007, Expired)

Publications

Common gauge origin of discrete symmetries in observable sector and hidden sector
Taeil Hur, Hye-Sung Lee, Christoph Luhn
Accepted in JHEP
e-Print: arXiv:0811.0812 [hep-ph]

Neutral scalar Higgs bosons in the USSM at the LHC
S.W. Ham, Taeil Hur, P. Ko, S.K. Oh
Accepted to Journal of Physics G
e-Print: arXiv:0801.2361 [hep-ph]

A Supersymmetric U(1)-prime model with multiple dark matters
Taeil Hur, Hye-Sung Lee, Salah Nasri
Published in Phys.Rev.D77:015008,2008
e-Print: arXiv:0710.2653 [hep-ph]

Electroweak symmetry breaking and cold dark matter from hidden sector technicolor interaction
Taeil Hur, Dong-Won Jung, P. Ko, Jae Yong Lee
e-Print: [arXiv:0709.1218 [hep-ph]

Antisymmetric rank--2 tensor unparticle physics
Taeil Hur, P. Ko, Xiao-Hong Wu
Published in Phys.Rev.D76:096008,2007
e-Print: arXiv:0709.0629 [hep-ph]

Presentations

  • The 4th Workshop on Physics at Hadron Colliders
    May 13, 2006, KIAS in Seoul, Korea
  • Workshop on “Challenges and Opportunities at the LHC”
    Jan 9 - 11, 2008, NTHU in Hsinchu, Taiwan
  • The 16th International Conference on Supersymmetry and the Unification of Fundamental Interactions
    June 16 - 21, 2008, Seoul, Korea
/web/home/tail/html/wiki/data/pages/public/cv.txt · Last modified: 2010/07/16 17:00 by tailor
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