MR. SHAN HUI

929-***-**** ad3mu1@r.postjobfree.com New York City, NY www.linkedin.com/in/shanhui04 EDUCATION

COLUMBIA UNIVERSITY New York, NY

Master of Science in Data Science Expected in December 2024 GPA: 3.84/4.33

NEW YORK UNIVERSITY Brooklyn, NY

Master of Science in Financial Engineering May 2021 GPA: 3.9/4.0

JIANGSU UNIVERSITY Zhenjiang, China

Bachelor of Science in Mathematics and Applied Mathematics June 2019 GPA: 3.9/4.0

Awards: Outstanding Graduates Award (2019), The Second Prize Scholarship (2016-2018) PROGRAMMING & TECHNICAL SKILLS

Programming Languages: Python, SQL (DBeaver), C++, R, VBA, Java

Skills: Machine Learning(Pandas, Scikit-learn, Tensorflow, PyTorch), Financial Modeling, Feature Engineering, Exploratory Data Analysis (Matplotlib, Seaborn, ggplot2), Excel

Certificate: CFA Level I Passed

WORK EXPERIENCE

ICECREDIT CO., LTD Shanghai, China

Data Scientist, Department of Model Development July 2021 – June 2023

Established credit default risk models for banks and micro-credit companies by leveraging algorithms such as Logistic Regression, XGBoost and LightGBM, maintaining an average AUC and KS of 0.77 and 0.36 respectively.

Developed and updated internal tool library IceKredit-tool including features helpful for building models, such as automatic generation of model reports, increasing work efficiency of several departments by 50%.

Managed library on Gitlab, improved algorithms for faster execution and implemented new features proposed by colleagues, contributing over 4k lines of code.

Completed data analysis reports about the information value, correlation and preliminary modeling effect, selecting best source data and features from over 15 providers.

Designed and deployed a model with GRU for data from People’s Bank of China, resulting in AUC of 0.65 and KS of 0.23. SINOLINK SECURITIES Shanghai, China

Summer Analyst Intern, Risk Management Department July 2020 - September 2020

Modified calculation of credit risk for OTC derivatives based on Basel III; calibrated parameters, making it applicable to securities firms.

Implemented a data pipeline to clean 15K+ records of trading data and detect indicators exceeding prescribed limits with VBA and Python, leading to a reduction in time cost of routines by 20%.

Designed and executed quarterly risk stress testing and reverse stress testing based on data from several departments, ensuring regulatory compliance and improving risk management procedures. GUOLIAN SECURITIES Wuxi, China

Summer Analyst Intern, Research Institute July 2018 - August 2018

Conducted industry research on target company and analyzed financial statements, ensuring investment feasibility and authenticity of numbers.

Developed a market approach valuation model for company, resulting in a fair market value estimate used for research report.

ACADEMIC PROJECTS

NEW YORK UNIVERSITY Brooklyn, NY

Impact of Earnings Per Share (C++) March 2020 - May 2020

Categorized S&P 500 component stocks according to spread between estimated and actual Earnings Per Share (EPS), and calculated accumulated abnormal average returns (CAAR) of each group.

Analyzed impact of the EPS and plotted results with Gnuplot, concluding that earning reports have a significant impact on stock prices.

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