data analyst

YUNQIU(RACHEL) XU

**** ******* ***, **** ****** City, NY 11101 203-***-****

*************@*****.*** https://www.linkedin.com/in/yunqiu-rachel-xu/ SUMMARY

Dynamic and detail-oriented financial mathematics graduate with knowledge in mathematics, risk management, statistics and financial business operations. Adept at performing data analytics using Excel, SQL, Python, VBA and R. Proficient at data extraction, data cleaning and data visualization. An eager learner with Machine Learning experiences. EDUCATION

University of Connecticut, School of Business Stamford, CT Master of Science in Financial Risk Management/Financial Mathematics (GPA:3.8/4.0) September 2017 – May 2019 Relevant Courses: VaR, AML, BS, Logistic Regression, Time Series, Statistics, Data Mining, Machine Learning Jianghan University Hubei, China

Bachelor of Science in Finance (GPA:3.8/4.0; Rank:1/99) September 2013 – June 2017 PROFESSIONAL EXPERIENCE

Tigress Financial Partners LLC. New York City, NY

Risk Data Analyst Intern October 2018 – December 2018

• Ensured compliance policies are adhered to and prepared Compliance Exception Report using advanced MS Excel

• Wrote complex SQL queries for extracting and analyzing useful data for various reports generated by business

• Performed extensive due diligence investigations and KYC procedures on 200 potential international clients Morgan Stanley Capital International (MSCI Inc.) – Risk Management Project New York City, NY Risk Analyst Intern April 2018 – June 2018

• Consolidated public sourced equity market information such as annual reports, investor presentations and press release, analyzed related data in Excel using various functions (VLOOKUP, pivot table) to support MSCI’s products

• Optimized the process of data collection and streamlined data in charts with Matplotlib and Numpy in Python

• Priced derivatives and measured VaR for portfolios with historical method and Monte Carlo Simulation in MATLAB

• Collected data and validated the persistence effect of Chinese mutual fund market and presented the results in Tableau Wuhan Rural Commercial Bank Hubei, China

Assistant Risk Analyst January 2016 – April 2016

• Optimized data integration of small /micro businesses loan supervision and enhanced the data visualization process

• Analyzed Asset Quality with measures including loan portfolio structure, LLP/Loans, LLP/NPLs and portfolio quality for Asset Liability Management, validate PD, LGD, EAD and continuously monitored the non-retail rating model

• Conducted credit assessment for 10 small business with automated keywords catch and improved efficiency by 10% Wuhan Kyushu Creation Co., Ltd (Acquired by Dongfeng Motor Co., Ltd ) Hubei, China Financial Analyst March 2014 – May 2016

• Performed extraction, transformation and loading (ETL) and enhanced efficiency of integrating sales records in SQL

• Participated in the M&A by Donfeng Motor Corporation (Ranked 65th among Global 500) and helped in obtaining

¥500k financing fund by increasing company’s evaluation RESEARCHES AND PROJECTS

Risk Management Project – R, VBA project Stamford, CT Group Leader February 2019 – May 2019

• Cleaned data by eliminating the outlines using transformation methods (Winsorization, Logarithm) in R

• Estimated default probabilities by building logit model, reduced lines of codes to three quarters to improve efficiency

• Built risk measurement and management tools including Logit Credit Risk Modeling, VaR simulations, CDO tranche Risk Analysis and American and European Note values estimations by using Excel VBA Kaggle Competition: Home Credit Default Risk – Machine Learning, Python project Stamford, CT Team Leader February 2019 – April 2019

• Processed and cleaned the data, conducted EDA, predicted credit risk for clients using Logistic Regression

• Placed in top 10% on leaderboard with an AUC-ROC score of 0.788 by analyzing clients’ credit balance record Anti-Money Laundering Project – R Project Stamford, CT Group Leader May 2018 – August 2018

• Translated the Federal guidance into rules and simulated the process of transactions monitoring using plyr library in R

• Performed data screening to get suspicious transactions among 1 million records according to amount and frequency ADDITIONAL INFORMATION

• Technical Skills: SQL, R, Python, VBA, Tableau, Bloomberg terminal, Microsoft Word, Excel and PowerPoint

• CFA Level I Candidate, FRM Level I Candidate

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