Data Analyst / Python / SAS / SQL / VBA

Yu Liu

Newark, Delaware +1-302-***-**** *******@****.*** http://rock.aoying.net/yuliu

Skills & Certificates

Software Skills Python (Pandas, Numpy, Matplotlib, scikit-learn, request, BeautifulSoup) / SAS / VBA / SQL (MySQL, Oracle Database) / Tableau / Stata / Bloomberg / JSON / HTML / XML / Git / GitHub / JavaScript Certificate CFA level 2

Language English, Mandarin

Education

Alfred Lerner College of Business & Economics, University of Delaware U.S. Aug. 2017-May. 2019 Master of Science, Finance GPA: 4.0

Reward: Academic Excellence Award in MSF Program (2019) Reward: Profession Excellence Rewards in MSF Program (2018) College of Economics, Jilin University Changchun, PR. China Sept. 2013 - July. 2017 Bachelor of Economics, Finance

Reward: The Third Prize Scholarship (2016 & 2017)

Professional Experience

University of Delaware - Newark, Delaware

Teaching Assistant

Feb.2019 - Present

Graded, documented and summarized the prep-question homework and tests of FINC871 Workshop In Finance: Seminar Course Zhongcheng Technology Co., Ltd. - Dalian, China

Data Analyst

Jan. 2017 - Dec. 2017

Built machine learning model using python (scikit-learn module) to predict customers’ purchase of wealth management product

Monitored model performance on new validation set and provided improvement solutions China Merchants Bank - Dalian, China

Finance Intern

July. 2016 - Aug. 2016

Used SQL statement to collect client information and conducted classification based on their feature

Organized and managed large volumes of source documents and records in the IT department

Assisted the manager to validate trust contracts in the personal financial department Tonghe Investment Co., Ltd. - Dalian, China Jan. 2016 - Feb. 2016 Finance Intern

Collected information from financial statement of 20 listed companies in the equity investment department

Analyzed key financial indicators of companies including operating margin, leverage ratio and ROE

Researched the exaggerated effect of the GDP index published by the Statistical Bureau of China Research & Projects

Empirical Research: “Betting Against Beta” Feb. 2019 – May. 2019

Used SAS and Python to process 3 GB CRSP daily data between January 1926 through March 2012

Calculated rolling expected betas, conducted single and double sort analysis and run time series regression to analyze alpha

Constructed long-short portfolio and conducted Fama and MacBeth regressions to analyze factors affecting excessive return Financial Statement Analysis of Soft Line Industry Aug. 2018 - Nov. 2018

Analyzed business risk and financial risk of Express, Inc.

Predicted future financial statement and implied value per share by using residual income and Monte Carlo simulation Option Analysis Model Jul. 2018 - Aug. 2018

Built BSM models to compute the value of Greek alphabet using VBA program Portfolio Construction Model Feb. 2018 - Apr. 2018

Constructed Markowitz effective frontier and risk-parity model using VBA program

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