Data Analyst

Lu Li

*** **** ******, ** ***#E***A, Atlanta, GA, 30318

404-***-**** **.**.***@*****.***

EDUCATION

Georgia Institute of Technology Atlanta, GA

M.S. in Statistics Dec 2013

GPA: 3.91/ 4.0;

Courses: Time Series, Regression, Advanced Statistical Modeling, Computational Statistics, Financial Data Analysis, etc.

M.S. in Quantitative and Computational Finance May 2013

GPA: 3.75 / 4.0;

Courses: Machine Learning for Trading, Numerical Methods, Stochastic Processes, Derivatives & Fixed Income, C++,

Investment, Econometrics, etc.

Renmin University of China Beijing, China

B.Econ. in Statistics July 2011

GPA: 3.63 / 4.00

WORK EXPERIENCE

Union Bank San Francisco, CA

May 2013 – Aug 2013

Credit Risk Management Intern

Collected, manipulated and processed data of obligors and external ratings using SAS Macro and SQL

Analyzed internal and external credit ratings using graphical and statistical techniques to support decision making

Created effective data analysis template using VBA and Excel Macro

Documented the data manipulation and analysis process

Prepared effective and user-friendly presentation for financial executives

Taobao Marketplace Beijing, China

Nov 2010 – Jan 2011

Data Analyst Intern

Conducted statistical analysis of test and interview performance data to improve employee hiring process

Assisted in experimental designs and analyzed test results in SAS to support product evaluation

Analyzed the data of a major search engine and identified trends and reconcile data anomalies

Helped the product development team to analyze their information needs and generate deta iled data requirement documents

Beijing Municipal Bureau of Statistics Beijing, China

Data Analyst Intern Feb 2010 - Mar 2010

Administered reporting processes for companies to ensure accuracy and optimize turnaround times

Audited historical energy data to help construct the new energy data platform efficiently

ADDITIONAL EXPERIENCE

Financial & Statistical Modeling Projects - Georgia Institute of Technology Atlanta, GA

Derivative Pricing (Coded with C++)

Implemented numerical and Monte Carlo simulation pricing algorithms for Barrier and Basket options

Predicted early exercise scenarios of American Put Options with different dividend streams using finite difference methods

Constructed volatility surface with different volatility functions and calibrated geometric Brownian motion model

Priced options on baskets of underlyings through different matrix decomposition and dimension reduction methods

Machine Learning (Coded with Python & MATLAB)

Predicted stock return using Random Forest, KNN and Linear Regression algorithm based on technical indicators

Predicted covenant violations using classification methods such as support vector machines, decision tree and logistic regression

Financial Modeling (Coded with MATLAB & R)

Estimated parameters of short-rate models including Vasicek and CIR model using MLE to predict the yield curve

Constructed interest rate tree using the Black-Derman-Toy model and applied the lattice to price interest rate derivatives

SKILLS, ACTIVITIES & INTERESTS

Languages: English, Chinese-Mandarin, Chinese-Cantonese

Technical Skills: SAS, SQL, C++, Python, MATLAB, R, Stata, VBA, SPSS, Advanced Excel, Bloomberg

Certifications & Training: Passed CFA Level I and FRM Level I Exam, Bloomberg Essentials Certification

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