Yang Su

San Francisco, CA 734-***-**** adhimh@r.postjobfree.com

Education

PhD in Econometrics and Quantitative Economics University of Washington Sep 2012 – Dec 2019 BS in Economics and Pure Math University of Michigan Magna Cum Laude Sep 2010 – Aug 2012 Technical Skills

Programing Languages: Python SQL MATLAB R STATA Framework/Tools: Pandas NumPy Scikit-Learn Matplotlib TensorFlow PySpark SciPy Flask Git Domain Knowledge: Machine Learning Natural Language Processing Mathematical Statistics A/B Testing Causal Inference Asset Pricing

Experience

Fellow, The Data Incubator Jun 2020 – Aug 2020

• Completed projects involving data wrangling with json files, web scraping, predictive modeling using various ML models (time series, tree models, KNN, etc.), sentiment analysis of restaurant reviews, distributed computing using Spark, image classification using TensorFlow/Keras, among others

• Collected financial news through StockNews API and executed sentiment analysis on a dataset of 200,000+ financial news publications using NLP models (Vader, FinBert) for a portfolio of S&P 500 stocks

• Aimed to uncover potential returns by constructing sentiment-focused stock portfolios based on sentiment analysis results

• Designed and developed a web application using Flask and Bootstrap to enable sentiment trend and sentiment- based portfolio performance look-up

Graduate Student Researcher, University of Washington Sep 2013 – Dec 2019 Life-Cycle Patterns of Stock Market Participation Rate and Risky Shares

• Analyzed and categorized a panel dataset comprised of 50,000+ United States household financial portfolios to prepare figures for patterns in stock market participation project

• Determined the relationship between household investment behavior and investee age by utilizing Probit regressions, parametric restrictions, proxy variables, and Heckman's selection model Labor Market Participation and Life-Cycle Asset Allocation

• Engineered and launched data-driven Monte Carlo simulations on a multiperiod asset allocation model to evaluate the effect of job security on high-risk investment decisions

• Accelerated asset allocation model process time by 80% as a result of utilizing Matlab's parallel computing toolbox and AWS EC2 servers

• Presented research progress in departmental brownbag seminars for 50+ attendees Active Learning: A Case Study on Students of Corporate Sustainability

• Partnered with course instructor to design and conduct a three-year study on 400+ students to prove interactive learning activities increase student understanding of corporate sustainability

• Operated logistic regressions and Pearson's chi-squared tests to analyze student survey data

• Presented research results in the University of Washington Teaching and Learning Symposium in both 2017 and 2018 to 300+ attendees per year

Corporate Banking Intern, Agriculture Bank of China. Jun 2011 – Aug 2011

• Reduced the financial risk for 20+ companies by tracking loan paths and daily transactions of assets

• Produced periodic credit reports of corporate clients, analyzing their financial health and identifying potential risks for the bank