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Manager Data Analyst

San Jose, CA
March 27, 2020

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Jieqing(Letty) Yang

*** ******* **. ***.***, San Jose, CA 95134, 614-***-****, EDUCATION

Master of Science in Management, Finance, Jan 2020 Weatherhead School of Management, Case Western Reserve University, Cleveland, OH

• Financial Big Data Analytics Track

• Teaching Assistant, Corporate Finance, Fall 2019 Bachelor of Arts in Economics, 2017

The Ohio State University, Columbus, OH


FARMERS INSURANCE, Cleveland, OH 07/2019-09/2019

Intern for Pricing Analytics and Product Analytics teams

• Conducted market research to compare territory factors of several states among main competitors

• Used Vlookup, Match, Char, etc. function in Excel to combine research data with Farmers’ database to build several states’ territory tools and multiple zip factors tools

• Created states’ maps of current legacy and residual factors in Tableau and created dashboard to compare factors to show final decisions

• Implemented several possibilities of impact on returns caused by price changes and created dashboards showing the difference between the capped and uncapped impact.

• Analyzed the data obtained above and gave the Product Manager a recommendation for the upcoming rate revision.

• Supported team members with their territory tools to ensure accuracy.

• Used Visual Basic and Vlookup in Excel to build template to check the errors between rate engine and agent system GLOBAL GIFTS LLC, Columbus, OH 09/2017-05/2018

Business Analyst

• Compiled daily, weekly and monthly financial reports based on company’s account and responsible to reconcile, collect and post payments.

• Coordinated with data in Short North DPS and customers account payable and resolved valid or authorized deductions

• Predicted the seasonal sales with previous data, compared and analyzed the actual data with predicted goal

• Placed orders, organized invoices and maintained contact with other fair-trade organizations KEY ACADEMIC PROJECTS

Replicate Active Fund Returns, Cleveland, OH 10/2019-12/2019 Cleveland Clinic Investment Office

• Built factor replication models from Absolute Return, Fixed Income and Public Equity to determine if the returns of a fund can be replicated through passive investing strategies by investing in ETFs.

• Cleaned the dataset and find explanatory variables using the proc freq function in SAS.

• Used SAS to select and combine variables and run single and multi-linear regressions based then chose the scenario with highest adjusted R square as the optimal scenario

• Estimated beta and used step wise selection in SAS to check the solution

• Won the first prize in the 20 groups competition and gave a public lecture in the Cleveland Clinic Investment Office. The investment manager adopted our conclusions.

Compensation for Recession Risk, Cleveland, OH 10/2019-12/2019 Case Western Reserve University

• Designed a hedged strategy based on quality using quality-sorted portfolio data and reported the annualized average return of the strategy

• Estimated the Frama-French model of the previous strategy using Linest function in Excel and compared with no risk adjustment strategy.

• Demonstrated the average return of the hedged strategy is a compensation for recession risk by using Pivot Table to show the difference of sharp ratio between recession and expansion. RELEVANT SKILLS

• Advanced Excel, Visual Basic, STAT, SAS, SQL, ERPLY system, Tableau, Python and Bloomberg Market Concepts Certification

• Language Skills: Mandarin (native), English (fluent)

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