Duyong Lee
Director at Harvard Management Company
- Role
- Director at Harvard Management Company
- Location
- Cambridge, MA, US
- LinkedIn followers
- 500 followers
General Business & ManagementView LinkedIn profile
Experience
Director
Apr 2015 — Present · Boston, MA
Risk and Asset AllocationQuantitative ResearchPortfolio Management
Education
Questrom School of Business, Boston University
Master's Degree, Mathematical Finance
2013 — 2015
Seoul National University
Bachelor of Science (BS), Industrial Engineering
2005 — 2013
Skills
- Quantitative Analytics
- Time Series Analysis
- Sql
- Data Analysis
- Vba
- Matlab
- Python
- Statistics
- Microsoft Excel
- C++
- Quantitative Finance
- Stochastic Calculus
- Html
- Portfolio Management
- Capital Markets
- R
- Financial Modeling
- Volatility Forecast
- Monte Carlo Simulation
- Bloomberg Terminal
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