Jack Kim is a co-founder of Data Capital Management, a systematic, event-driven Hedge Fund based on “Big Data”​ Technologies and novel Data Feeds. He serves as the Chief Risk Officer and portfolio manager for the firm.

Prior to DCM, Jack served as the core mathematical architect in designing the Monte Carlo simulation framework for bank-wide risk capital computations at JPMorgan Chase, covering all default-risky derivative positions.

Jack earned his PhD in Quantitative Finance from Stanford University with a specialty in credit risk modeling, portfolio optimization, and stochastic processes.