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SUNGMIN’S BLOG

About Me
Sungmin Ryu

SUNGMIN RYU (류 성 민)

Software Engineer at KB Securities

Interests

  • AI Programming

  • Market Making, Arbitrage Trading, HFT

  • DMA (OMS + FEP)

  • Skills

  • C++/Boost C++, Python

  • Linux, Mac, WSL, Docker

  • Redis, Kafka

  • MySQL, PostgreSQL, Altibase

  • Onload, TCPDirect

Contact

Education

  • M.S. in Electrical & Electronic Engineering
    Yonsei University, Seoul, Republic of Korea

    Mar. 2020 - Feb. 2022

  • B.S. in Electrical & Electronic Engineering
    Yonsei University, Seoul, Republic of Korea

    Mar. 2017 - Feb. 2020
    • Transferred from Sogang University

  • Whimoon High School, Seoul, Republic of Korea

    Mar. 2009 - Feb. 2012

Work Experiences

  • Software Engineer
    Passive Tech Team · KB Securities
    Seoul, Republic of Korea

    Apr. 2026 - Present
    • Supporting ETF/ETN/ELW Liquidity Provider (LP) and Derivatives Market Making (MM)
    • Managing the installation of Horizon OMS at HKEX (Hong Kong Exchange) colocation

  • Quantitative Developer
    Quant Dealing Part · Kyobo Securities
    Seoul, Republic of Korea

    Feb. 2023 - Apr. 2026
    • Developed and improved automated market making (MM) systems in KRX securities and derivatives markets
    • Developed HFT-based arbitrage platform through DMA systems
    • Developed an order management system (OMS) from scratch
    • C++17/Boost C++, MySQL, Redis, Onload, and TCPDirect

  • Software Engineer
    IT Team · NH Futures (Derivatives Brokerage House)
    Seoul, Republic of Korea

    Aug. 2022 - Jan. 2023
    • Linux system programming (e.g., IPC, thread, socket, etc.)
    • Developed and operated front-end processor (FEP) systems
    • Reorganized and developed HTS/MTS server systems to respond to the next-generation system of the Korea Exchange (KRX)
    • Operated direct market access (DMA) order management systems

  • Intern
    Electronics and Telecommunications Research Institute (ETRI)
    SW-SoC R&D Center, Gyeonggi-do, Republic of Korea

    Jul. 2019 - Aug. 2019
    • Internship program sponsored by the national government
    • Developed a framework for lightweight DNNs (i.e., quantization) using PyTorch

  • Intern
    Chain Partners (Blockchain Start-up)
    Seoul, Republic of Korea

    May. 2018 - Sep. 2018
    • Research on blockchain systems
    • UI/UX design for blockchain applications

Activities

  • Capstone Design in School of Electrical & Electronic Engineering
    Yonsei University, Seoul, Republic of Korea

    Dec. 2018 - Jun. 2019
    • Topic: Improving GPU performance in deep neural network on GPU simulator

  • Vice President of International Yonsei Community
    Yonsei University, Seoul, Republic of Korea

    Sep. 2018 - Dec. 2018

  • Yonsei Blockchain LAB
    Yonsei University, Seoul, Republic of Korea

    May. 2018 - Sep. 2018
    • Developed smart contracts in C++
    • Lecturer for EOSIO software system

  • ESL Course in Intensive English Institute
    University of Illinois at Urbana-Champaign (UIUC), Illinois, USA

    Jan. 2018 - May. 2018

  • Military Service (Auxiliary police)
    Yeongdeungpo Police Station, Seoul, Republic of Korea

    Jun. 2014 - Mar. 2016

Publications

  • C. Park, B. Kim, S. Ryu, and W. Song, “NeuroSpector: Systematic Optimization of Dataflow Scheduling in DNN Accelerators,” IEEE Transactions on Parallel and Distributed Systems (TPDS), vol. 34, no. 8, Aug. 2023, pp. 2279-2294 [Paper] [Github]

  • S. Ryu, “Optimization of Reconfigurable Deep Neural Network Accelerators Using Bottom-up Mapping and Energy Prediction,” Master’s Thesis, Yonsei University, Dec. 2021. [Paper] [Summary]

Patents

  • W. Song, C. Park, B. Kim, and S. Ryu, “Neural Network Computing Device and Control Method,” US17/883010, Aug. 2022.

Certifications

  • Certified Derivatives Investment Advisor (파생상품투자권유자문인력), Korea Financial Investment Association

    Nov. 2022

Awards and Honors

  • Graduate Admission Scholarship, Yonsei University

    Jan. 2020

  • High Honors Student Award, Yonsei University

    Jan. 2019