Chan-Ho Suh

Education

• BA, Cornell University, cum laude in mathematics, May 2001
• PhD, University of California at Davis, mathematics, Dec 2007
• MS, Rutgers, mathematical finance, Jan 2014

Employment

• Curve DAO
  April 2022 - current, Software Engineer / Researcher

  • Develop Python package for simulating risk-reward scenarios for Curve pools.
  • Advise protocols in managing risk-reward of exposures often in 10-100m USD.
  • Provide analysis and smart contract auditing to risk team as needed.

• APY Finance
  Aug 2020 - Aug 2022, Lead engineer, smart contracts and backend services

  • Created and deployed contracts controlling $80M TVL (Solidity and Ethers/Hardhat).
  • Architected unique system to securely manage and valuate a portfolio of Convex positions.
  • Created and maintained backend calculations and REST services.

• Capital One
  Apr 2019 - Nov 2020, Senior engineer / tech lead

  • As hands-on lead for Python-based data lake access, planned roadmap, created work items, established best practices in coding and testing.
  • Collaborated cross-functionally with data scientists and ML group to craft requirements for diverse environments from laptops to distributed clusters.

• LoanStreet Inc.
  Mar 2018 - Feb 2019, Senior software engineer in financial technology

  • Re-architected loan syndication tech stack using domain-driven design.
  • Managed team of 4, gathered requirements, set best practices for code quality, Git, and CI.
  • Wrote Docker files and Python libraries for event-sourced microservices using RabbitMQ.

• MIO Partners (McKinsey & Co subsidiary)
  Mar 2016 - Feb 2018, Quant developer for trading

  • Created Python-based portfolio management tools used interactively for analysis and as components in report-generation processes deployed in Docker containers.
  • Created and maintained daily trading opportunity charts reviewed by CEO. Data was processed from a variety of sources including emails and databases.

• JP Morgan Chase
  Mar 2015 - Mar 2016, Quant developer for regulatory capital

  • Automated Excel and Access-based manual processes as robust server processes, with event-driven GUI, using proprietary Python-based environment (Athena).
  • Frequent communication and signoffs from business users were required, with careful documentation showing accuracy of results.

• Nomura
  Feb 2014 - Mar 2015, Front office developer for electronic trading

  • 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).
  • Primary maintainer of automated market-maker for USD swaps and swap futures.
  • Created a FIX trade feed from ION trading platform into trade management system.

• University of California, Davis
  2012 Lecturer
  Head instructor for courses in calculus, linear algebra, and probability

• Bard College, BHSEC program
  2009 - 2011, Assistant Professor
  Oversaw the development of accelerated math curriculum for early college program.

• University of Victoria
  2008 - 2009, PIMS Postdoctoral Fellow
  Conducted mathematical research in low-dimensional topology

Personal

• Naturalized U.S. Citizen; moved to the U.S. at age eight.