Liang Jing

odyf59@r.postjobfree.com

210-***-****

**** ******* ***, *** *******, TX 78249

http://georglsm.r-forge.r-project.org/site-projects/

=== OBJECTIVE ===

To build a career as Statistician and Quantitative Analyst, and apply my analytical, statistical and programming skills to solve challenging problems in predictive modeling, data mining, data management and analysis

=== Education ===

= Ph.D. in Applied Statistics, University of Texas at San Antonio (UTSA), 12/2011

= M.S. in Physics, Indiana University at Bloomington (IUB), 2006

= B.S. in Physics, University of Science and Technology of China (USTC), 2004

=== Skills ===

= Quantitative, Analytical and Statistical Skills

>> Statistical modeling and diagnostics: linear and logistic models, GLMs, GLMMs, and hierarchical models

>> Data mining models and algorithms for regression, classification, and clustering

>> Statistical computing, Monte Carlo methods, and numerical analysis methods

>> Time series, risk analysis, and stochastic process

= Programming and Software

>> Proficient programming with R, S-plus, C++ and Matlab

>> Familiar with Weka, SAS, Mathematica, Excel

>> Proficient user of high-performance Unix cluster, Linux and Windows OS

>> Working experiences on parallel computing with R

=== Work Experience ===

= Hierarchical Model Estimation and Checking, Research Assistant, UTSA

08/2009 – Present

>> Analyzed spatial data and financial time series data with hierarchical predictive models

>> Applied up-to-date robust Markov chain Monte Carlo algorithms for posterior sampling

>> Explored a variety of Bayesian model checking and selection methods such as DIC, posterior predictive p-value, probability integral transform

>> Proposed a new model checking method based on transformed residuals

= Texas County Poverty Population Modeling, Research Assistant, UTSA

03/2011 – Present

>> Managed and manipulated data sets from multiple sources and GIS shapefiles

>> Analyzed data with GLMs and GLMMs for county-specific covariates and spatially-correlated latent variables

>> Evaluated model fitting, conducted model comparison, and derived relationship between poverty and demographic factors (county average income, race composition, age, etc.)

= R/C++ Statistical Package for Geostatistical Data, Developer

02/2011 – Present

>> Developed package that performs posterior sampling, parameter estimation and prediction, and model checking for hierarchical models with correlated latent variables

>> Integrated C++ programs into R to handle Markov chain generation and large matrix computation

>> Implemented parallel computing techniques to further speed up the process of estimation and prediction

>> Hosted on R-Forge http://georglsm.r-forge.r-project.org/ and being submitted to CRAN

= Instructor, College of Business, UTSA

01/2010 – 12/2011

>> Taught two undergraduate courses, Business Statistics and Introduction to Statistics and Data Analysis, which cover a wide range of fundamental statistical concepts; class sizes ranged from 30 to 60

>> Mentored students with practical projects in their majors, for example training survey data analysis

= Machine Learning for Automated Trading System Development, Developer, CIFCO

(China International Futures Company)

12/2010 – 02/2011

>> Pre-processed the time series index data: transformation and explanatory analysis

>> Identified the importance of indicators with feature selection techniques as well as random forest algorithm

>> Explored different predictive models, including neural network, classification tree and multivariate adaptive regression splines, and evaluated their performance

>> Generated trading signals and evaluated the system with moving-window testing and Monte Carlo simulations

= Analyst, Statistical Consulting Center, UTSA

09/2009 – 12/2010

>> Assisted local calling center to collect and analyze data for employee evaluation

>> Designed experiments and conducted power analysis of one and two-way ANOVA models for clients

=== HONOR / REWARD ===

= Travel Reward, Bayesian Biostatistics Conference, Houston, Jan, 2009

= Outstanding Student Scholarship, USTC, 2000, 2002, 2003, 2004

= National Second/Third Prize, Chinese Olympic Physics/Math Contest, 1998/1992

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