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statistical analyst

Location:
New York, NY
Salary:
75000
Posted:
February 29, 2016

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Resume:

Wei Yu

*** **** **** ******, ********* ***●actqom@r.postjobfree.com● 518-***-****

EDUCATION

Columbia University, New York, NY May 2015

M.A. in Statistics GPA: 3.6/4.0

Core Courses: Data Mining, Generalized Linear Models, Time Series Analysis, Sample Survey, Statistical Inference

Union College, Schenectady, NY June 2013

B.S. in Mathematics, B.A. in Economics GPA: 3.91/4.00

Core Courses: Set Theory, Game Theory, Real Variable Analysis, Micro and Macro Economics, Global Labor Markets

WORK AND RESEARCH EXPERIENCE

Analyst, China Merchants Bank, NY Sep 2015 – Present

Assisted senior commercial banking analysts on cross boarder investment advisory projects such as EB-5 immigration investment, preliminary due diligence, Lion Industrial trust loan, QFLP and QDII investments.

Compiled the clients data applying Monte Carlo Simulation, bootstrap method for insufficient information; applying hot/cold deck and averaging value method for missing values; analyzing the systematic and non-systematic bias for panel data. Made statistical predictions based on time series and regression models.

Final Project, Columbia University, NY Apr 2015

Collected raw data of U.S. Treasury in the past 50 years; applied PCA, logistic regression and time series tools to analyze the properties of term structure and predicted the future trend.

Applied various R packages, such as ggplot for data visualization; tidyr for corpus tidying; rpart and prcomp for factor analysis; RandomForest for tree regression/classification; glmnet for model regularization.

Group Project, Columbia University, NY Apr 2015

Constructed a portfolio by selecting 15 bonds from Bloomberg; utilized the Excel Solver to optimize the combination given portfolio constrains; compared different methods for calculating duration, convexity of bonds using self-defined functions in R.

Applied interest immunization methodology to reduce the risk due to interest change of the given pension fund.

Analyst Summer Internship, Citibank (China) Co., Ltd, Shanghai, China July 2012

Worked closely with senior analysts and intern team dealing with loan deferment and mortgage forbearance.

Supported in compiling client's data and enhancing the efficiency of partial loan processing program by 15%.

Academic Tutor, Union College, NY Sep 2011 – Dec 2012

Tutored students in the field of Mathematics, including calculus, linear algebra, discrete method and voting theory; in the field of Economics, including theoretical materials and software applications, such as Eviews.

Researcher, Mathematics Honors Independent Project, Union College, NY Sep 2010- Mar 2011

Researched in game theory and analyzed the optimal bidding strategy in the sealed-bid-second-price auction.

Presented research findings on Hudson River Undergraduate Mathematics Conference (HRUMC) and at Steinmetz Symposium, Union College.

Participant of Mathematical Contest in Modeling, Union College, NY Jan 2012

Led a team of three and constructed a model simulating the energy structure of a tree. Coded in R to test the efficiency and robustness of the model.

Received Honorable mention of the paper "What Shapes the Leaf: The Relationship between Leaf’s Profiles and Tree’s Profiles" on MCM. Made a presentation on HRUMC on Apr 2012.

HONORS AND AWARDS Dean's List, Scholar Program Participant, Summa Cum Laude, Union Prize Day, Honors Thesis in Economics, Academic Honor Society Chapter 1 of New York. Union College, NY 2013

LANGUAGES AND PROGRAMMING SKILLS

Languages: Chinese Mandarin, Japanese (with term abroad experience).

Computer & Programming Skills: R (3 years), SPSS, MySQL, C++, Python, Excel, Word, Eviews.

SOA Exam: Financial Mathematics



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