Python Data

Ying Sun

** *********** ******** **., ***. **** Jersey City, NJ 07302 ******@********.*** 612-***-**** EDUCATION

COLUMBIA UNIVERSITY NEW YORK, NY

Master of Science, Operations Research Oct 2017

Coursework: Stochastic Models, Monte Carlo Simulation, Optimization, Pricing Model, Python Data Analytics, Statistical Computing UNIVERSITY OF MINNESOTA (UMN) –TWIN CITIES MINNEAPOLIS, MN Bachelor of Science, Mathematics - Actuarial Science May 2015 Honors: Dean’s List, Golden Academic All-Star, Dr. Albert’s MCAE GPA 4.0 Club Member Coursework: Probability& Statistics, Theory of Interest, Econometrics, Actuarial Math, Corporate Finance, Math Finance PROFESSIONAL EXPERIENCE

UBS JERSEY CITY, NJ

Associate Nov 2018 – Present

• Performed Investment Banking and Asset Management model validations for CCAR-PPNR stress testing

• Challenged modeling process and explored alternative model methodologies by building benchmark models

• Assessed model risk rating by model replication, statistical testing, sensitivity analysis and back testing

• Liaised with model developers, model sponsors to ensure models are satisfied with Fed requirements

• Built internal code template for model implementations and statistical analysis GLOBAL RISK MANAGEMENT ADVISORS NEW YORK, NY

Quantitative Risk Intern Jun 2018 – Nov 2018

• Calculate risk metrics on client portfolios to create quarterly risk reports using data from Reuters Eikon Terminal

• Conduct market research to help clients understand drivers of returns and risks for asset classes and investment vehicles CRISIL GLOBAL RESEARCH & ANALYTICS (A S&P GLOBAL COMPANY) NEW YORK, NY Quantitative Analyst (contract) Jan 2018 –Apr 2018

• Validated a PPNR model of Wealth Management Division at a leading European Bank

• Performed model replication and statistical/sensitivity/scenario analysis in R, Python and Excel

• Completed model testing plan to ensure compliance with model guidance (assumption, input data, limitation, etc) AGRICULTURAL BANK OF CHINA WEIFANG, CHINA

Credit Risk Management Intern Jul 2016 – Aug 2016

• Evaluated clients creditworthiness by sorting and analyzing clients loan data via SQL, Access and Excel

• Reviewed and monitored clients credit ratings, loan terms and risk classifications by internal banking system

• Analyzed non-performing loans by financial statements, cash flow and debt structure and made presentations WELLS FARGO ST. LOUIS PARK, MN

Loan Servicing Specialist Aug 2015 – Dec 2015

• Analyzed corporate advance and escrow expenses after loans have gone through disposition event

• Calculated the eligibility of reimbursement of expenses based upon criteria outlined by investor Fannie Mae

• Filed claims to Fannie Mae for reimbursement utilizing systems such as CoreLogic CMAX, LoanSphere ACADEMIC PROJECTS

DATABASE COURSE, COLUMBIA UNIVERSITY May 2017 – July 2017

• Built Oscar Winning Movies relational database and designed SQL schema to realize relations between various entities

• Achieved table creation, data insertion, selection, deletion, and update by using PostgreSQL queries STATISTICAL COMPUTING IN SAS COURSE, COLUMBIA UNIVERSITY May 2016 – July 2016

• Developed SQL queries to clean the dataset and applied regression models to explore the influential factors on stock prices

• Interpreted the results through data visualization (such as histogram, line charts, correlation plots) and statistic reports in SAS PYTHON-BASED DATA ANALYTICS COURSE, COLUMBIA UNIVERSITY Jan 2016 — May 2016

• Collected customer reviews for each Amazon Kindle versions by Web Crawling (Beautifulsoup)

• Obtained customer main concerns through keywords exposure frequency analysis (NLTK, Networkx, Matplotlib, Numpy) TECHNICAL SKILLS

• Computer: Python, SQL, SAS, VBA, C/C++, MATLAB, Stata, R, Excel, Access

• Certificate: SAS Certified Base Programmer for SAS 9 Credential

• SOA: P-Probability Exam; FM-Financial Mathematics Exam

• Fulfilled VEE requirements in Economics, Corporate Finance and Applied Statistical Methods

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