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Data Supply Chain

Location:
Long Island City, New York, United States
Posted:
February 06, 2019

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Resume:

Jiun-Ying (Alex) Chen

**-** ******** **., ***.***, Long Island City, New York, 11101

917-***-**** • ac8evm@r.postjobfree.com

LinkedIn: https://www.linkedin.com/in/jiun-ying-alex-chen-066b98b2/ EDUCATION

Columbia University

Master of Arts in Statistics, GPA: 3.60 / 4.00

Sept. 2017 – Feb. 2019 (Expected)

New York, NY, USA

Relevant coursework: Statistical Machine Learning / Applied Machine Learning for Financial Modeling / Hedge Fund Strategy & Risk / Multi-Asset Portfolio Management / Statistical Methods in Finance / Advanced Data Analysis National Chengchi University

Bachelor of Science in Finance, GPA: 3.76 / 4.00

Sept. 2012 – June 2016

Taipei, Taiwan

Relevant coursework: Corporate Finance / Investments / Risk Management / R Computing for Business Data Analytics PROJECT EXPERIENCE

All About Data - Personal R-Shiny App (App link: https://jc4878columbiau.shinyapps.io/alexc/)

• Acquired stock price data by quantmod package in R to visualize and analyze trading strategies, assets allocation, portfolio VaR and CVaR and time series model.

• Simulated option prices using Monte-Carlo method and CDO spreads using copula based approaches.

• Applied logistic-regression, SVM, decision tree and random forest classifier to forecast company credit default with accuracy above 95% and visualized partial dataset using t-SNE in 3D space.

• Deployed keras and tensorflow to apply deep learning models to MNIST dataset and image analysis.

• Implemented rvest package in R to web-scrape IMDb and marketwatch.com to create movie ranking and instant news wordcloud, respectively.

• Utilized rtweet package and Twitter API to gather 1,000 recent tweets, create wordcloud and data-map. July 2018 – To Date

New York, NY, USA

NLP prototype on HappyDB

• Performed multi-gram and bag-of-word from 10,000 interviewees’ comments and deployed multi-logistic and SVM model to predict marital status by R with accuracy 65%.

• Implemented hierarchical clustering on partial dataset and created wordcloud for each cluster. June 2018

New York, NY, USA

Volatility Arbitrage using S&P 500 index ETF (SPY)

• Constructed long / short portfolio of S&P 500 index ETF and its ATM call option with annualized Sharpe ratio of 0.68 in year 2017.

• Generated 93 volatility spread trading signals in year 2017 with 300 in-sample data, dynamically hedged daily portfolio delta and visualized P&L using R.

Feb. 2018 – Apr. 2018

New York, NY, USA

WORK EXPERIENCE

Citibank Taiwan, Sung Chiang Branch Global Consumer Banking Summer Intern July 2015 – Aug. 2015

• Proposed solution for CRM system improvement based on branch operation, credit card and mortgage division to boost branch referrals and increase AUM.

• Analyzed global market information using Bloomberg terminal. Taipei, Taiwan

Cassen Enterprises Co., Ltd. Business Development Intern Mar. 2015 – June 2015

• Performed ratio analysis and cash flow analysis of business partner and competitors.

• Researched into news, supply chain and business trends of semi-conductor industries in Taiwan. Taipei, Taiwan

EXTRACURRICULAR ACTIVITIES

2018 Bloomberg Trading Challenge

• Ranked at top 12% among 450 teams across 205 universities with portfolio return 5.6%.

• Utilized Bloomberg terminal functions for equity research. Feb. 2018 – Apr. 2018

New York, NY, USA

SKILLS AND LANGUAGES

Technologies: R (3 years), Python (scikit-learn, Seaborn, Plotly), Excel, Bloomberg Terminal, SQL, SPSS Language: Mandarin (native), English (fluent)

CERTIFICATES

• FRM level I, Global Association of Risk Professionals

• Bloomberg Market Concept, Bloomberg

• Securities Investment Trust and Consulting Professionals, Securities and Futures Institute, Taiwan

• Senior Securities Specialist, Securities and Futures Institute, Taiwan



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