Biography
Emily Park is the Market Strategist at BlackPearlBitcoin, focused on crypto derivatives, options-implied positioning, ETF-flow translation into spot dynamics, and macro-correlated regime models for digital-asset portfolios. She has 8 years in crypto trading and quantitative research with deep experience in derivatives microstructure.
Emily holds a Master of Science in Mathematical Finance from NYU Courant Institute (2017) and a Bachelor of Science in Statistics from Seoul National University (2015). She is a Financial Risk Manager (FRM, GARP, 2019) and a Chartered Market Technician (CMT, Level III, 2021).
Before joining BlackPearlBitcoin in 2024, Emily was Head of Crypto Derivatives Research at BitMEX Research (2021–2024), where she built the firm's open-interest and funding-rate dashboards that became reference data for institutional traders. Earlier she was a Senior Trader on the crypto options desk at Deribit (2018–2021), and a Quantitative Analyst at Two Sigma's emerging-markets desk (2017–2018).
Emily's published research covers Bitcoin perpetual-swap funding-rate dynamics (Wilmott Magazine, 2022), options-implied volatility regimes (Risk.net, 2021), and a market-structure primer co-authored with the CFTC's Office of Customer Education and Outreach (2023). She is a regular contributor at Token Terminal's quarterly market reports.
Her editorial coverage spans BTC and ETH options structure, perpetual-swap funding, ETF flow attribution, derivatives basis trades, cross-exchange liquidity, and macro overlays. Emily maintains strict conflicts policy: no positions in tokens covered editorially within a 72-hour window of publication, and no compensation accepted from exchanges, market makers, or fund administrators.