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

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

  • As hands-on lead for Python-based access to data lake, plan roadmap, create work items, maintain best practices in coding and testing.
  • Collaborate cross-functionally with data scientists and machine learning group to gather requirements for environments ranging 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 to faciliate interaction with the business and ensure closer adherence to business rules.
  • Managed work items for a team of 4. Collaborated with stakeholders on functional testing.
  • As hands-on lead, wrote core Python libraries for event-sourced microservices communicating through RabbitMQ & REST, created Docker configurations, and set standards from code quality to Git workflow and CI.

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

  • Created Python-based portfolio management tools which are used interactively for analysis and as components in report-generation processes deployed in Docker containers.
  • Created and maintained daily trading opportunity charts reviewed by the CEO. Data was processed from a variety of sources including emails and databases.
  • As project manager, gathered requirements for a web app (React JS and Python), coded back-end computations, and managed two front-end developers.

• 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.

• Nomura
  2013, Intern for equities connectivity team

• 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

Skills & Abilities

• Programming languages: Python (4.5 years), Java (1.5 years)
• Work experience in a Linux server environment, using Unix tools (grep, awk, sed, vi(m), etc.)
• Experienced on backend (Linux, Postgres, etc.) with facility on frontend (Django, React)

Fellowships

• Pacific Institute for the Mathematical Sciences Postdoctoral Fellowship
• National Science Foundation VIGRE Fellowship (4 years)

Personal

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