Jason Jisu Park

About Jason Jisu Park

Jason Park is a quantitative strategist with over eight years of experience in portfolio management, systematic investing, and quantitative modeling. As a Director and Senior Quantitative Analyst at Bank of America Merrill Lynch’s Chief Investment Office, he has driven innovation in investment solutions. Notably, he launched the Personal Retirement Strategy in 2021—a new fee-based program that grew from $0 to $84 billion AUM in four years, serving over 200 plan sponsors by delivering personalized 401(k) portfolios. In 2024, Jason introduced the Income-Focused Portfolio—one of the industry\'s first solutions designed to generate reliable income while capturing market upside potential. It reached over $300 million AUM in its first year, strategically targeting clients over 58 who hold around 70% of investable assets and prioritize consistent income streams through the Merrill Guided Investing robo-advisory platform.In addition to his leadership in developing investment solutions, Jason has significantly improved the performance of the Dynamic Asset Allocation portfolio with $1 billion AUM by enhancing forecasting models for government bond portfolios, increasing the information ratio from 0.78 to 0.98. His team earned the 2023 Global Operational Excellence Award, and he personally received the 2022 National Investment Company Service Association (NICSA) Rising Star Award.Currently, Jason is researching artificial intelligence applications in portfolio management, focusing on regime detection and systematic investment strategies. He also explores crypto arbitrage and convolutional neural network-based investment strategies inspired by insights from the Journal of Finance. Jason leads the Wall Street DeFi Seminar and the Columbia Quantitative Finance & Tech Network, collaborating across alternative investment, asset management, and fintech communities to advance investment solutions and foster innovation.

Experience

1. Director Senior Quantitative Analyst

   Merrill Lynch

   Feb 2023 — Present · NY, US

   Senior Quantitative Analyst at Chief Investment Office (CIO) of Merrill Lynch Wealth Management and Bank of America Private BankKey projects:Launched Income-Focused Portfolios, the first income-focused portfolios with upside capture and downside protection, for Merrill Edge Robo-advisory Clients with $320B AUMLaunched Personal Retirement Strategy for Merrill 401(k) Institutional Clients, driving the growth from $0 to $82B within 4 yearsForecasted excess returns of government and high yield bonds for Dynamic Asset Allocation Portfolios with $1B AUM, improving out of sample portfolio performance

Education

• Columbia University

  Master of Science (M.S.), Financial Engineering

  2015 — 2016

• Georgia Institute of Technology

  Bachelor of Science (B.S.), Industrial and Systems Engineering

  2008 — 2014

Skills

• Security Analysis
• Optimization
• Analytics
• Java
• Regression Analysis
• R
• Matlab
• Financial Engineering
• Python
• Financial Modeling
• Statistical Modeling
• Portfolio Management
• Start-Ups
• Monte Carlo Simulation
• Process Simulation
• Quantitative Finance
• Data Mining
• Statistics
• Operations Research
• Research
• Discrete Optimization
• Stochastic Methods
• Public Speaking
• Linear Algebra
• Analysis
• C++
• Data Analysis