Kun Soo Park

PhD. Candidate
Department of Industrial Engineering and Operations Research                     
Columbia University in the City of New York
321 S.W. Mudd Building
500 West 120th Street, MC 4704
New York , NY 10027-6699 USA
kp2143@columbia.edu

 

Research Interests

·         Financial Engineering (Stochastic Methods in Finance)

·         Operations Management (Revenue Management / Transfer Pricing)

 

Education

·         Ph.D. Operations Research, Departiment of Industrial Engineering and Operations Research, Columbia University, 2005-Present

·         M.S. Operations Research, Department of Industrial Engineering and Operations Research, Columbia University, 2006

·         M.S. Industrial Engineering, Department of Industrial Engineering, Seoul National University, 2000 (Advisor: Prof. Myun-Woo Lee).

·         B.S. Industrial Engineering, Department of Industrial Engineering, Seoul National University, 1998.

 

Research Papers

l          Emanuel Derman, Kun Soo Park, and Ward Whitt. Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups. Under Review. [Abstract]

l          Emanuel Derman, Kun Soo Park, and Ward Whitt. A Stochastic Model for Hedge Fund Relative Returns. Under Review. [Abstract]

l          Woonghee Tim Huh and Kun Soo Park.  A Sequential Auction-Bargaining Procurement Model.  Under Revision.  [Abstract]

l          Woonghee Tim Huh and Kun Soo Park.  The Effect of Transfer Pricing Rules for Tax Purpose on the Pricing and Ordering Decision of Multidivisionl Firm.  Working Paper.

Experience

Summer Associate, Lehman Brothers, New York. 2008

  • Enterprise valuation group in capital markets division

Teaching Assistance, Columbia University, New York, 2005-Present

Statistical Analyst, Executive Program of Columbia Business School, New York, 2005

  • Archived program evaluation data on MS Access DB and provided statistical hypothesis tests and analysis to study the effectiveness of the program for each demographic group
  • Assisted with research on exploring correlations between demographic groups of executives and their business achievements

Full-Time Lecturer, Management Science department of Korea Naval Academy, Korea, 2001-2004

  • Taught the following undergraduate courses: Operations Research, Experimental Design, Reliability Engineering

Business Analyst and Planner, Somansa Co. Ltd, Seoul, Korea. 2000-2001

  • Prepared a business plan with a market forecast of new network security software and estimated cash flow of the firm
  • Assisted a million dollar valued M&A negotiation with KOSDAQ-listed Company with the proposed business plan

Certificates and Skills

  • Passed CPA exam for the state of Maine.
  • Proficient in Matlab, SAS, C/C++, MS Excel/Access with VBA, SPSS