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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
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<meta name="description" content="The Resume of Chan-Ho Suh"/>
<title>Chan-Ho Suh - Resume</title>
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<article class="markdown-body">
<div id="main details">
<h1>Chan-Ho Suh</h1>
<div id="contact details">
<ul>
<li>New York, New York</li>
<li><a href="mailto:csuh.web@gmail.com">csuh.web@gmail.com</a></li>
<li><a href="http://chanhosuh.com">chanhosuh.com</a></li>
<li><i style="font-size:14pt" class="fa"></i> <a href="https://github.com/chanhosuh">chanhosuh</a></li>
<li><i style="font-size:14pt" class="fa"></i> <a href="https://www.linkedin.com/in/chanhosuh">chanhosuh</a></li>
</ul>
</div>
</div>
<h3 id="education">Education</h3>
<ul>
<li><strong>BA</strong>, Cornell University, cum laude in mathematics,
May 2001</li>
<li><strong>PhD</strong>, University of California at Davis,
mathematics, Dec 2007</li>
<li><strong>MS</strong>, Rutgers, mathematical finance, Jan 2014</li>
</ul>
<h3 id="employment">Employment</h3>
<ul>
<li><p><strong>Curve DAO</strong><br />
April 2022 - current, <em>Software Engineer / Researcher</em></p>
<ul>
<li>Develop Python package for simulating risk-reward scenarios for
Curve pools.</li>
<li>Advise protocols in managing risk-reward of exposures often in
10-100m USD.</li>
<li>Provide analysis and smart contract auditing to risk team as
needed.</li>
</ul></li>
<li><p><strong>APY Finance</strong><br />
Aug 2020 - Aug 2022, <em>Lead engineer, smart contracts and backend
services</em></p>
<ul>
<li>Created and deployed contracts controlling $80M TVL (Solidity and
Ethers/Hardhat).</li>
<li>Architected unique system to securely manage and valuate a portfolio
of Convex positions.</li>
<li>Created and maintained backend calculations and REST services.</li>
</ul></li>
<li><p><strong>Capital One</strong><br />
Apr 2019 - Nov 2020, <em>Senior engineer / tech lead</em></p>
<ul>
<li>As hands-on lead for Python-based data lake access, planned roadmap,
created work items, established best practices in coding and
testing.</li>
<li>Collaborated cross-functionally with data scientists and ML group to
craft requirements for diverse environments from laptops to distributed
clusters.</li>
</ul></li>
<li><p><strong>LoanStreet Inc.</strong><br />
Mar 2018 - Feb 2019, <em>Senior software engineer in financial
technology</em></p>
<ul>
<li>Re-architected loan syndication tech stack using domain-driven
design.</li>
<li>Managed team of 4, gathered requirements, set best practices for
code quality, Git, and CI.</li>
<li>Wrote Docker files and Python libraries for event-sourced
microservices using RabbitMQ.</li>
</ul></li>
<li><p><strong>MIO Partners</strong> (McKinsey & Co
subsidiary)<br />
Mar 2016 - Feb 2018, <em>Quant developer for trading</em></p>
<ul>
<li>Created Python-based portfolio management tools used interactively
for analysis and as components in report-generation processes deployed
in Docker containers.</li>
<li>Created and maintained daily trading opportunity charts reviewed by
CEO. Data was processed from a variety of sources including emails and
databases.</li>
</ul></li>
<li><p><strong>JP Morgan Chase</strong><br />
Mar 2015 - Mar 2016, <em>Quant developer for regulatory capital</em></p>
<ul>
<li>Automated Excel and Access-based manual processes as robust server
processes, with event-driven GUI, using proprietary Python-based
environment (Athena).</li>
<li>Frequent communication and signoffs from business users were
required, with careful documentation showing accuracy of results.</li>
</ul></li>
<li><p><strong>Nomura</strong><br />
Feb 2014 - Mar 2015, <em>Front office developer for electronic
trading</em></p>
<ul>
<li>Created low-latency order book generator that used Tibco Rendezvous
to aggregate market-data and pricing and communicate with smart order
router and GUI (Java/Linux).</li>
<li>Primary maintainer of automated market-maker for USD swaps and swap
futures.</li>
<li>Created a FIX trade feed from ION trading platform into trade
management system.</li>
</ul></li>
<li><p><strong>University of California, Davis</strong><br />
2012 Lecturer<br />
<em>Head instructor for courses in calculus, linear algebra, and
probability</em></p></li>
<li><p><strong>Bard College</strong>, BHSEC program<br />
2009 - 2011, Assistant Professor<br />
<em>Oversaw the development of accelerated math curriculum for early
college program.</em></p></li>
<li><p><strong>University of Victoria</strong><br />
2008 - 2009, PIMS Postdoctoral Fellow<br />
<em>Conducted mathematical research in low-dimensional
topology</em></p></li>
</ul>
<h3 id="personal">Personal</h3>
<ul>
<li>Naturalized U.S. Citizen; moved to the U.S. at age eight.</li>
</ul>
</article>
</body>
</html>