Youngseok Kim

As of Aug 2024, I am a VP quantitative researcher/alpha modeler working for Two Sigma Investments. My day-to-day responsibility is related to machine learning research and alpha modeling, specifically for US and global equity market. 

I joined Two Sigma as a quant research intern in Summer of 2019 and returned back as a full-time after completing my PhD in 2020. Before I joined, I worked at Argonne National Laboratory's Mathematics and Computer Science division as a Given's associate (2018) and a research intern (2017).

I received Ph.D. in statistics at University of Chicago (2015-2020). My Ph.D. advisors are Chao Gao and Matthew Stephens. I was fortunate enough to work also with Mihai Anitescu as well as with both advisors. I am supported by Kwanjeong Educational Fellowship for my Ph.D. study. I was a member of Helios group at UChicago, and was a member of Matthew Stephens lab.

During my PhD, main research interests lie at the intersection of high dimensional statistics, graph theory, Bayesian statistics and optimization. With Chao Gao, I work on statistical models on graphs. With Matthew Stephens, I work on several topics in the fields of Bayesian statistics and human genetics. With Mihai Anitescu, I work on large scale optimization on statistical problems.

Before coming to University of Chicago, I worked in signal processing and neuromarketing at Biosensor Laboratories, Inc. Prior to this, I completed undergraduate studies in mathematics at Seoul National University, supported by President’s Scholarship for Science. I also served in military for two years.

I was IMO finalists (2005, 2006) but I failed to become 6 participants out of 10 finalists. This was one of biggest failures in my life but I thought I was able to learn from this failure.