Youngju Nielsen

Youngju is a professor of GSB(Graduate school of business), Sungkyunkwan University (SKKU) Seoul Korea.

Before her current academic career, she had more than 15 years of experience in systematic/algorithm trading and portfolio management at Wall street’s major firms. Youngju managed more than 6 billion-dollar portfolio under various market environments, including 2008. She was a CIO and partner of quantitative hedge fund, Quantavium capital management. Before Quantavium, she has run global interest rates portfolios at the proprietary trading group of Bear Stearns, J.P. Morgan and Citi in their New York headquarter offices. She built the business, Quantitative Principal Strategy in Fixed Income (QPS FI) from the ground up at Bear Stearns as their managing director and then continued heading the same activity at J.P. Morgan. Before her portfolio manager career, she was a research officer at Barclays Global Investors and head of quantitative research at Allianz Dresdner Asset Management.

Besides her career in asset management and trading, she also taught finance/statistics at few universities including U.C. Berkeley and the University of Gothenburg and spoke at major professional conferences. She also published seven investment books and has been a columnist at the major Korean media (Youngju Nielsen’s reading global economy for Donga, Youngju Nielsen’s Wall Street report for Chosun, Youngju’ Nielsen’s Wall Street trend at CNBC and Hankuk Ilbo). She held advisor positions for Samsung asset management, Bank of Korea, and Public employee pension service of Korea.

Youngju received Ph.D. and M.A. in Statistics (Thesis: Statistical computing, artificial intelligence with the application of stock selection) from University of Pittsburgh, Master in Financial Engineering from University of California, Berkeley and B.A. in economics from Yonsei University, Seoul Korea.

Research Interests

Fixed income, tactical allocation and hedge fund portfolio

Education

• Master of Financial Engineering (2003) WALTER A HAAS SCHOOL OF BUSINESS—UNIVERSITY OF CALIFORNIA, BERKELEY
• Ph.D. in Statistics/Statistical Computing (2001) UNIVERSITY OF PITTSBURGH
• Master of Art in Applied Statistics (1998) UNIVERSITY OF PITTSBURGH
• Bachelor of Art in Economics (1994) YONSEI UNIVERSITY (Seoul, Korea)