Jaehyuk Choi

Work Experience

• Associate Professor with Tenure, Peking University HSBC Business School (PHBS), Shenzhen, Feb 2022 - Present
• Assistant Professor, Peking University HSBC Business School (PHBS), Shenzhen, Aug 2016 - Jan 2022
• Quantitative Analyst, Goldman Sachs, Hong Kong, Apr 2013 - July 2016
• Quantitative Analyst, Goldman Sachs, New York, June 2007 - Mar 2013
• Quantitative Analyst, BNP Paribas, New York, July 2005 - May 2007

Education

• Ph.D., Applied Mathematics, Massachusetts Institute of Technology (MIT), June 2005
• Finance Technology Option, Sloan School of Management & EECS, MIT, June 2004
• B.S., Mathematics, Korean Advanced Institute of Science Technology (KAIST), Feb 2000

Research Interests:

• Quantitative finance, Mathematical modelling, Numerical methods, Data science