Wenlan (Doris) Li

ad0hp3@r.postjobfree.com +1-646-***-**** New York, NY, 10021

EDUCATION

Cornell University – Weill Cornell Medicine GPA: 4.1/4.3 New York, NY Master of Science in Economics and Health Policy 09/2022 – 08/2023 Coursework: Biostatistics, Operation Research, Data Analysis for Research, Applied Econometrics The Chinese University of Hong Kong, Shenzhen (CUHK) Shenzhen, CN Bachelor of Business Administration in Financial Engineering 09/2018 – 07/2022 Coursework: Probability and Statistics, Optimization, Mathematical Modeling, Regression Analysis, Time series, Data analytics, Machine learning, Stochastic processes

SKILLS

Technical: Python(numpy, pandas, scikit-learn, matplotlib, tensorflow, statsmodel), R, MATLAB, Stata, SAS, GitHub Database: Excel, MySQL, Tableau, Wind(Bloomberg alike) PROFESSIONAL EXPERIENCE

Four Factor Capital Chicago, IL

Private Equity Analyst Intern 08/2023 – Present

Conducted due diligence and in-depth industry analysis into the healthcare & IT sector aiming to reduce risks, inform decision-making, assess financial viability, and position entities for success in a complex and highly regulated industry

Utilizing DCF and other financial models to evaluate the potential returns and associated risks of investments and performing comparable company analysis to aid in risk management and company valuation Cornell University New York, NY

Data Analyst Intern(Capstone), Computational Biology Lab 11/2022 – 07/2023

Applied machine learning models, including Neural Networks, SVM, LCA, and Random Forests, to develop a predictive model for IPF patient survival times, successfully achieving an 83% accuracy rate

Collaborated with key stakeholders to implement a prognostic tool that integrates gene expression and other diverse datasets, enhancing disease scoring and informing more effective treatment strategies Rongtong Global Investment Limited Shenzhen, CN

Quantitative Financial Analyst Intern 06/2021 – 09/2021

Conducted in-depth analysis of key determinants influencing stock price fluctuations using fundamental analysis & genetic algorithm strategies. Through the optimization of Maximum Drawdown, achieved a 12% increase in portfolio performance

Unitized financial database Wind and MySQL to conduct data analysis by aggregating daily frequency stock data, benefiting latter model with 75% accuracy

Employed Python to develop a stock selection model, executed back testing, visualized performance metrics (Sharpe ratio, drawdown, win rate etc.), and tuned parameters, leading to a 16% annual return Shenzhen Research Institute of Big Data Shenzhen, CN Data Analyst Intern, NLP and Mental Health Lab 02/2021-11/2021

Constructed data pre-processing to ensure data quality and consistency, then transformed the text data into high dimensional vector representations, resulting in the creation of a local data warehouse BeyondBin

Applied Python to perform pre-training task through BERT to classify extensive text data for sentiment analysis, achieved 86.6% accuracy and 86.4% F1-score

Guosen Securities Shenzhen, CN

Financial Analyst Intern, Division of Fixed Income, Currencies andCommodities (FICC) 05/2020 – 08/2020

Conducted four bond market due diligence assessments using financial statements, reduced non-systematic risk by 6%

Gathered and validated judicial data using API, providing crucial support to the team's risk assessments & market analyses

Contributed to the development of valuation models using R studio, enabling issuers and investors to optimize transaction economics and accurately quantify value and risk, leading to an increase in deal success rates PROJECTS

Financial Modelling using E-mini S&P 500 Futures New York, NY

Cleaned and preprocessed E-mini S&P 500 futures data and additional feature data using Python, Calculated higher moments information, such as kurtosis and skewness, for price time series analysis

Classified market regimes using frequentist inference and K-means based on volume and volatility

Generated a long-only signal based on model predictions, performed in-sample and out-of-sample tests, plotted signal returns, compared performances between 9 models configurations