I think you means "주관이 뚜렷한" in Korean. We, Korean, used the expression to explain someone who has his/her own beliefs, styles and values about doing, thinking, deciding, etc.... When you introduce your presonality on your resume or for interviews, you can say "저는 주관이 뚜렷합니다." or "저는 주관이 뚜렷한 성격을 가지고 있습니다." in a good way... If you have too excessively "주관이 뚜렷한" personality, it can be "고집이 센", which means stubborn or obstinate. I hope my description will be helpful for you...

maybe 개성적이다?

about 「주관이 뚜렷한」, in my case I don't use that word for explanation of myself. I do use "주관이 뚜렷한" for other people. For example, I say "게는 주관이 뚜렷한 애야." or "그 선생님은 참 주관이 있으셔" But I don't say "전 주관이 뚜렷해요" or "난 주관이 뚜렷해"

Thank you all (: I didnt know there are so many ways to say it in Korean! By the way, you say "信念のある人" or "マイペースな人" in Japanese.　

That can be 내 길을 가련다. It's best for the meaning and it's more polished than '내 길을 가고 있다.'