Data Management

Yihong Du

** ******** ****, *** *, Columbus, IN, 47201 929-***-**** *****@***.***

Qualifications Summary

Proficient programming skills in data analysis by using Python, Hadoop, MySQL, MATLAB and R

Advanced theoretical knowledge in data science and mathematics

Strong leadership in conducting team research and effective communicate skills in teamwork Work Experience

Senzari, Inc., New York, NY Oct. 2015 - Jan. 2016

Data Analyst Intern

Conducted data analytics on millions of music tracks’ acoustical and lyrical features by using Python and MySQL

Created visualizations of the analysis results by using D3.js and implemented the graphs on the online server Hermes Capital Advisors, LLC, New York, NY June 2015 - Aug. 2015 Quantitative Analyst Intern

Conducted back-testing on different trading strategies by using Python and revised parameters to improve the return

Updated database to clean the prices data and created new prices data table for further test PricewaterhouseCoopers Zhong Tian LLP, Shanghai, China July 2012 - July 2013 Associate, Assurance - Financial Services Practice

Acquired 7 High-Performer Grade in 9 projects’ Performance Feedback, top of first-year associates in Fund Team

Participated in issuing financial statements and testing internal risk controls of fund management companies

Grasped different investment philosophies and trading strategies from staff in investment & trading departments

Became familiarized with overseas investment by analyzing characteristics of QDII funds’ risk-return Educational Background

New York University, New York, NY Sept. 2014 - May. 2016 Master of Science, Major in Data Science, 3.6/4

Core Curriculum: Big Data Analysis, Numerical Methods, Risk Management & Portfolios, etc Yeshiva University, New York, NY Sept. 2013 - Aug. 2014 Master of Economics, Major in Quantitative Economics, 3.7/4

Core Curriculum: Quantitative Macroeconomics, Macroeconomic, Microeconomic, Econometrics, etc

Teaching Assistant in Intermediate Microeconomics Fudan University (FDU), Shanghai, China Sept. 2008 - June 2012 Bachelor of Science, Major in Mathematics and Applied Mathematics, 3.4/4

Core Curriculum: Mathematical Analysis, Advanced Algebra, Mathematical Modeling and Practice, etc

Finished four-year required credits in the first three years and obtained Science Major Scholarship in 2009&2010 Research Experience

Crawling and Processing Stock Data, New York, NY Apr. 2015 - May 2015

Crawled stock transaction data from web sources by using Python, then stored data by building database in MySQL

Connected database and executed queries to process transaction data and conduct back test by using Python Analyzing NYC Taxi Data, New York, NY Mar. 2015 - May 2015

Processed mass data of 2013 NYC taxi transactions by running AWS HadoopStreaming MapReduce using Python

Combined the processed data with NYC census data and calculated the correlation coefficients between median household income and taxi usage as well as tip percentage in different neighborhoods in NYC

Combined the processed data with NYC weather data to evaluate how weather affects taxi usage and tip percentage Cleaning Equity Data and Constructing Portfolios, New York, NY Nov. 2014 - Dec. 2014

Parsed the raw US equity data and built MATLAB data structures, then cleaned the data and calculated statistics

Used the cleaned data to construct covariance matrices and expected returns, then calculated the estimators

Performed mean-variance optimization for long-short and long-only portfolios, then calculated efficient frontiers Developing Program Trading Procedure, Shanghai, China Sept. 2012 - July 2013

Obtained an annualized rate of return above 40% in trading with $10,000 in China’s A-share Market

Used combination of moving averages with different period and different weight to devise indicator for trading

Modified the procedure by changing parameters and proceeded mock trading Research of Selecting Stock Portfolio, Shanghai, China Apr. 2012 - June 2012

Applied the concept of Markov Chain to generating a stock candidate set

Built an Asset Allocation Model to find an optimum solution of selecting stocks from the candidate set

Conducted quantitative analysis to clarify maximum expected yield with respect to number of stocks in a portfolio Extracurricular Activities

Fudan Xinsheng Society, Sichuan, China July 2009 - Aug. 2009 Volunteer Teaching Group Leader

Provided psychological aid for students who survived 2008 Sichuan Earthquake of China

Engaged in designing syllabus and teaching Science, Arithmetic, Physical Education

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