Chan-Ho Suh
- New York, New York
- csuh.web@gmail.com
- chanhosuh.com
- chanhosuh
- chanhosuh
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
Highlights
- Built and maintained production systems handling large amounts of funds
- Worked in multiple jobs with strong testing culture
Employment
Curve DAO
April 2022 - ongoing, Grant recipient, risk team- Identify and assess risks to Curve stakeholders for gauge emissions voting.
- Advise on smart contract security for due diligence on protocols impacting Curve.
APY Finance
Aug 2020 - current, 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.
- Possess in-depth knowledge of Curve and Convex protocols.
- 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 access to data lake, 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 a 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 probabilityBard 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.