Dr. Hyun Jin Jang is an assistant professor in the School of Management Engineering and Graduate School of Interdisciplinary Management (GSIM) at Ulsan National Institute of Science and Technology (UNIST), Korea. She has served as a lecturer for the Energy Commodity Trading and Financial Engineering program at GSIM, UNIST, since 2014. Her research domain is in financial engineering, with a particular emphasis on risk management, derivatives pricing, and mathematical modelling in finance. After completing her Ph.D. in Mathematics at the Korea Advanced Institute of Science and Technology, she worked at Samsung Securities, the largest investment bank in Korea, as a quantitative analyst in the department of risk management from 2009 to 2014. As a quant, she was mainly responsible for the development of a valuation and risk management system, focusing on exotic and structured derivatives. Based on her industrial experiences, her recent research topic has primarily focused on quantifying contagion and systemic risk in financial, energy, and commodity markets. She has published papers in highly ranked journals including Quantitative Finance, Insurance Mathematics and Economics, and the Journal of Informetrics. She is working on several ongoing papers related to the analysis of energy futures prices. In addition, she has contributed to several public committees as a risk counsel, including on Investment and Risk Management at the Korea National Oil Corporation (KNOC) and on the Creative Economy initiative in Ulsan Metropolitan City since 2014. She was awarded the best paper award in Derivatives by the Korea Exchange (KRX).
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