Real Estate Professional Experience

Yueyue(Sarah) Deng

917-***-**** ******@********.*** 515West 111St, Apt.5F, New York, NY 10025

Linkedin: www.linkedin.com/in/yueyuedeng

EDUCATION

Columbia University, Graduate School of Arts and Sciences, New York Expected Dec 2017 MA in Statistics; GPA:3.81/4.0; Coursework: Machine Learning, Stochastic Process, Time Series; Nanjing University, Nanjing, China Jun 2016

BE in Hydrology Engineering; GPA:3.60/4.0; Coursework: Calculus, Linear Algebra, Risk Analysis; SKILLS

Programming Skills: R, Python, SAS, Tableau, SQL, MATLAB, VBA, MS Office; Certificates: FRM Level II Candidate; SAS Certified Base Programmer, SAS Certified Advanced Programmer;

PROFESSIONAL EXPERIENCE

Columbia Business School, New York Feb 2017 – Aug 2017 Research Assistant

• Processed data based on 20-year patent information over 1k companies with SAS macro and SQL;

• Built a segmentation algorithm in R based on panel data mixed (fixed and random) effect model; United Nations Headquarters, DESA, New York May 2017 – July 2017 Data Analyst

• Assisted in developing integrated optimization models using Python on the nexus of Climate, Land, Energy and Water; compiling data for model scenarios and running computer simulations;

• Assisted in supporting activities related to technical research and background research; Propcy, New York Oct 2016 – Feb 2017

Portfolio Investment Analyst

• Conducted real estate investment research from both primary and secondary markets including valuation, long-term appreciation and depreciation, cash-flow opportunity and yield management;

• Assisted chief analyst on improving methods and algorithms and wrote quality memos and reports; BOC-Samsung Life Ins. Co. Ltd, China, Chengdu Feb 2016 – May 2016 Risk & Compliance Analyst

• Screened the risk of insurance applications and classified the applications into different risk levels;

• Sorted materials issued by China Insurance Regulatory Commission(CIRC), including implementation of the anti-money laundering; drafted internal reports and liaised with insurance association; China Construction Bank, China, Chongqing Jun 2013 – Aug 2013 Credit Risk Analyst

• Verified loan data and documents for 30 different local real estate enterprises;

• Controlled potential credit risk by analyzing historical financial statements and debt paying ability; PROJECT EXPERIENCES

Multi-Asset Portfolio Construction with Risk Management Apr 2017

• Obtained optimal strategic allocation of 10 assets (equities and bonds) by Black-Litterman approach and beat benchmark return by 2% annually on average over 10 years;

• Tactically adjusted monthly allocation by forecasting short-term risk premia;

• Scaled beta-adjusted exposure of portfolio within predetermined volatility budget and analyzed portfolio risk by various risk management tools (alpha analysis, Greeks, stress test, VaR, etc.); Harvard 2017 Global Case Competition Mar 2017

• Designed a risk perceptual map based on Syntonix Pharmaceuticals evaluation by visualizing the weighted probability on potential positive/negative factors; and researched on the company’s operational and market risks of by analyzing assets liquidity, diluted shares and product variation;

• Conducted quantitative analysis on cash flow by NPV calculation; Advanced Data Analysis in Predicting Credit Default Risk Feb 2017

• Built credit-scoring algorithm models with machine learning approaches (KNN, Random Forest, Logistic Regression, etc) to predict the possibility of default with clients’ historical credit records;

• Recommended the random forest model combining with the GEV regression model to issuing banks;

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