Hyung-In Kim

Hyung-In Kim currently serves as a Quantitative Analytics Manager and previously held the position of Model Validation Quantitative Analyst at Santander UK since November 2022, focusing on the validation of market risk and derivatives pricing models. Prior to this, Hyung-In was a Quantitative Analyst in the Advanced Analytics team within Risk Methodology, where responsibilities included developing challenger machine learning models for banking scorecard applications. At MIAC Analytics Ltd, from June to October 2022, Hyung-In completed an internship as a Quantitative Analyst, working on the calibration of LIBOR Market Model forward rate volatilities and correlations, and developing a prototype model for validating the company's interest rate model. Hyung-In holds a Master in Science degree in Mathematics from King's College London.