Jongbong An

Welcome! I am currently an Assistant Professor in the School of Mathematics, Statistics and Data Science at Sungshin Women's University. I earned my Ph.D. from Seoul National University under the supervision of Professor Dano Kim.

After earning my Ph.D., I spent four years at Mirae Asset Securities developing quantitative models. I worked on pricing models for equity index derivatives as well as interest rate-based derivatives. In particular, I gained extensive experience in robust product evaluation and programming using library-based development tools such as QuantLib, incorporating various design patterns.

Building on this industry expertise, I then served as a Postdoctorial Researcher at KAIST in the Department of Mathematical Sciences. Working with Professor Donghan Kim, I conducted research on applications of stochastic processes and financial mathematics, bridging the gap between theoretical frameworks and practical financial applications.

Here is my CV.

My research focuses on theoretical and applied analysis of stochastic processes in financial markets. It is supported by the National Research Foundation of Korea (NRF) grant funded by the Ministry of Science and ICT (MSIT) of the Korean government, RS-2026-25475614, for the period 2026-2030.

I am also interested in developing quantitative models using C++ and Python. I have contributed to the QuantLib project and am particularly enthusiastic about modern C++ techniques and best practices.

Contact Info

School of Mathematics, Statistics and Data Science, Sungshin Women's University

2, 34 da-gil, Bomun-ro, Seongbuk-gu, Seoul, 02844, Republic of Korea

• Office: Sujeong-gwan B918, +82-2-920-9148

• Email: ajb8406@sungshin.ac.kr,  jbjblove23@gmail.com