Yigong (Echo) Lu
*** * ***** ****** **, New York, NY 10025 917-***-**** ******@********.***
EDUCATION
Columbia University New York, NY
• M.S. in Actuarial Science (GPA: 3.65/4) February 2014
Beijing Jiaotong University Beijing, China
• M.S. in Electronic & Electrical Engineering (GPA: 3.7/4) March 2012
• B.S. in Automation Engineering June 2009
• Honors: First Class Honor Scholarship, Scholarship for Excellent Student Leaders
CERTIFICATES & SKILL SET
SOA (Actuary) EXAMS: Probability (P); Financial Mathematics (FM); Models for Financial Economics (MFE)
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SAS Certified Base and Advanced Programmer Credentials (SAS Institute)
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Computer: Proficient in Excel (Macros, VBA, Pivot Table), R, SAS (Macros & SQL), C++, Predictive Analytics
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Preparing for CFA Level 1 Exam in December 2014
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EXPERIENCE
Fletcher Allen Center for Health Care Management Burlington, VT
Data Analyst Intern May 2014-August 2014
• Developing statistical models for a program helping patients maintain healthy and enhancing the disease
management system through predictive analytics
• Accessing the data center at Fletcher Allen to identify major diseases in the covering population
• Vetting the diseases by affected population and the overall managing cost, identifying the risk factors
• Screening risk factors for covariates. Sampling 4 million records of transaction and clinical data pulled from FAHC
• Building predictive models for early detection of disease onset and emergency room visits by survival analysis
Columbia University New York, NY
Teaching Assistant (Corporate Valuation) July 2013-August 2013
• Tutored 35 high school students in the fundamentals of stock market and various trading strategies
• Ran simulated stock trading games on Stocktrek to motivate the students to leverage the learning
National Laboratory of Rail Traffic Control and Safety Beijing, China
Research Assistant September 2010-January 2012
• Member of a 15-person team developing a program to optimize energy usage in the railway system. My group of
three responsible for actual operation data for validation of the model. Program funded and directed by Birmingham
(U.K) and Beijing Jiaotong Universities
• Designed EEMS, a simulation system that could slash by 20% the energy consumed by railway systems
• Frist author of paper “An Energy Efficiency Management System for Urban Rail Transit Systems”, CET 2011
COURSEWORK
Columbia University New York, NY
Quantitative Risk Management September 2013-December 2013
Priced options by Binomial Tree, Black-Sholes Model, having simulated the asset price using Monte Carlo method
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Conducted valuation on a portfolio of ETFs and T-securities with simulated interest rate, CPI and S&P 500 index
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Assessed corporate default risk by Merton Model, Migration Matrix and Regression Modeling
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Tuned a predictive model using R, achieving 80% accuracy in extrapolating the salary of Fortune 500 CEOs
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ACTIVITIES
Member, Humorous Toastmasters Club, New York, NY November 2013-present
• Delivered monthly personal speeches before 50 club members. Participated in impromptu table topics
Leader of the Finance/PR Committee, Student Science and Technology Association, Beijing China 2006-2007
• Raised a fund of 10,000 RMB over one semester by soliciting sponsorship from retail stores on campus