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Data State University

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Posted:
November 14, 2017

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Liyu Gong

ac3a4k@r.postjobfree.com 614-***-**** *** Glengary Ct, Apt 302, Durham, NC, 27707

EDUCATION

Duke University - Durham, NC September 2016 - May 2018

Master in Statistical Science (GPA: 4.0/4.0)

The Ohio State University - Columbus, OH September 2012 - December 2015

B.S., summa cum laude, Actuarial Science (GPA: 3.96/4) Minor: Mathematics, Economics

PROFESSIONAL TRAINING & SKILLS

■ Probabilistic Machine Learning,Bayesian and Modern Statistical Data Analysis

■ Modern Regression and Predictive Modeling,Advanced Bayesian Inference and Stochastic Modeling

■ Data Mining, Cleaning, Data Visualization, Text Processing

■ Programming for Statistical Science,Data Management

■ Proficient in C++, Java, Python, R,SQL,good write code experience

■ Strong background in statistical programming using GLM, and machine learning algorithms

■ Practical experience working with SAS, Apache Spark,MS Office

COURSE PROJECTS

■ Implemented Bayesian ridge regression to predict the number of college applications using JAGS

■ Performed data cleaning to a 3GB New York Taxi dataset using sparkr for better accuracy and precise visualization

■ Used web Scraping package to collect essential data for testing the hypothesis of the relationship between hotels and restaurants using R

■ Implemented the K-means algorithm to compress images by clustering

■ Used data augmentation techniques to build a continuation ratio probit model for the outcomes of a lung cancer clinical trial

■ Derived and implemented the Gibbs sampler for the binary probit model including random effects

■ Coded Newton methods, conjugate descent algorithms for multivariate optimization in Python

WORK EXPERIENCE

Laboratory Corporation of America - Durham, NC June - August 2017

Data Science Summer Intern

■Clinical testing Data Distributions, Patterns and Trends

■Distribution of laboratory testing in various categories and grouped by a variety of healthcare industry standards

■Distribution of patients in various categories, like age, gender, geography, diagnosis, visit type, payer type, and others

■Distribution of accounts/physicians in various categories, like geography, specialty, order frequency, organization membership

SAS China - Shanghai, China May - July 2016

Summer Intern

■ Built the coupon response predictive model using the logistic regression in SAS

■ Participated in building a logistic regression based credit card anti-fraud model for Industrial and Commercial Bank of China

AIG United Guaranty Corporation - Greensboro, NC June - August 2015

Actuarial Summer Analyst

■ Conducted the loss reserve study using new segmentation method and prepared exhibits for presentation

■ Wrote a bootstrap program in SAS to generate a synthetic portfolio for catastrophic model tests and the VONB calculation

■ Converted the VONB Excel model to SAS model for better scalability

■ Improved the logic and readability of the remedy reserve model in Excel

AIA Life Insurance - Shanghai, China June - August 2013

Actuarial Analyst Intern

■ Calculated the IBNR factor of group health insurance using Excel and Visual FoxPro

■ Conducted an experience study of the mortality and lapse rates using Visual FoxPro and Excel

■ Programmed in Excel VBA to build the model for the premium, cash value, and reserve of a new life product

■ Arranged and checked some facultative reinsurance memos

ACTIVITIES

■ Duke University Teaching Assistant January 2017 – present

■ The Ohio State University MSLC Math Tutor December 2013 – December 2015

PROFESSIONAL EXAMS

Passed SOA Exam Probability, and SOA Exam Financial Mathematics



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