Data Analyst

DIAN YUAN

*** ********* ***. *** **, New York, NY 10025 617-***-**** ************@*****.***

EDUCATION

COLUMBIA BUSINESS SCHOOL, COLUMBIA UNIVERSITY

MS, Financial Economics

New York, NY

Sep. 2018 – May 2020

Related Coursework: Econometrics, Value Investing, Capital Markets, Asset Management Membership: Columbia Student Investment Management Association, Greater China Society DREXEL UNIVERSITY

BS, Computer Engineering GPA: 3.95, summa cum laude Philadelphia, PA

Sep. 2013 – July 2017

Awards: Dean’s List (all semesters), A.J. Drexel Scholarship, Paul Peck Scholar (10/400) Leadership: VP of Delta Epsilon Iota Academic Honor Society, Peer Advisor EXPERIENCE

MOON CAPITAL MANAGEMENT LP

Quantitative Investment Analyst

New York, NY

Sep. 2019 – Present

• Improved the internal scenario-based forecast of 600+ emerging market stocks: measured prediction accuracy of the Base, Bull, and Bear price targets using Mean Absolute Errors and Pearson’s r between forecasted and historical prices; evaluated risk-return dynamics of the forecast by constructing Skew and Implied Volatility

• Optimized the existing web-based application to capture portfolio manager’s forecasts which provides real time tracking and alert to ensure reasonable price targets and adherence to the strategies

• Created an analytical tool to help portfolio managers with portfolio construction, monitoring, optimization, and risk management based on their 3-month and 12-month price targets using Python and Power BI BARCLAYS

Macro Research Associate (Rotated through Foreign Exchange and Rates Team) New York, NY

June – Aug. 2019

• Performed topic modeling and sentiment analysis on Bank of Mexico’s minutes using Latent Dirichlet Allocation

(LDA) in Python; analyzed its effects on market volatility using linear regression and presented findings to members of the Macro group and senior management

• Predicted business cycles of 17 major economies daily to provide additional insights into the global economy: generated an internal economic indicator using Principal Component Analysis (PCA), built Linear Support Vector Regression (SVR) model on stock returns to approximate the above-mentioned indicator THE WHARTON SCHOOL, UNIVERSITY OF PENNSYLVANIA

Research Assistant

Philadelphia, PA

Apr. 2017 – Aug. 2018

• Assisted with the research paper “Customer Capital, Talents and Stock Returns”: collected, cleaned and investigated a database that covers over 10,000 U.S. brands belonging to 3,000+ companies to track brand ownership changes from 1975 to 2010

• Examined the relationship between firms’ customer capital and key talent turnovers by building a U.S. inter-firm patent transaction database and running panel regressions in Stata and MATLAB THOMSON REUTERS

Software Engineer Co-op

Philadelphia, PA

Mar. – Sep. 2016

• Maintained and enhanced front-end layer of Web of Science (top scientific citation indexing service worldwide):

• delivered Simplified solutions integration to 20+ tool reported to deploy defects all Java-and based programed applications new functions into testing in WoS environments to feed large by one datasets click via coding ADDITIONAL INFORMATION

Programming Skills: Python (NumPy, Pandas, SciPy, Scikit-Learn), R, MATLAB, Excel VBA, Stata, SQL, Java, C Software: Microsoft Office, Bloomberg, Power BI, Git, Tableau Databases: Xignite, Mongo DB, Quandl, Wind, Compustat, CRSP, USPTO, NBER patent, BoardEx Language: Mandarin (Native), English (Proficient)

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