Data Analyst Python

LEI XU

(***) – *** **** adj0wj@r.postjobfree.com New York, NY 10031

http://www.linkedin.com/in/lei-alex-xu

EDUCATION

Columbia University New York

M.A. of Mathematics of Finance, GPA:3.76 Sep 2019 – Dec 2020

• Courses: Equity Derivatives, Risk Management, Multi-asset Portfolio Management, Numerical Methods, Quant Methods in Investment Management, Modeling and Trading Derivative, Fixed Income Portfolio Management, Time Series Central University of Finance and Economics (CUFE)_Study in English Beijing B.S. in Finance, Minor in Law, GPA: 3.85; Department Ranking: 3/61 July 2019

• Courses: Fixed Income, Derivatives, Accounting, Macroeconomics, Statistics, Econometrics

• Scholarships: 2018 Comprehensive Development Scholarship (5%), 2018 Scholarship for Academic Research and Innovation (5%), 2017 Scholarship for Academic Excellence (5%), 2017 Outstanding Undergrad Scholarship EMPLOYMENT HISTORY

AIG New York

Business Intelligence Summer Intern June 2020 – Aug 2020

• Extracted data (Oracle SQL); executed data manipulations like data imputation, roll-ups, etc.

• Summarized descriptive statistics of important factors to put them in the appropriate models (R)

• Built and optimized Random Forest model to significantly improve model performance (recall by 41%, precision by 24%)

• Presented project results to leaders on both the Business team and Data Science team DiDi (Uber-like Company in China) Beijing

Data Analyst International Business Department Sep 2018 – Jan 2019

• Extracted data and constructed operational indicators for monitoring (Hadoop SQL)

• Visualized and analyzed customers’ elasticity and the active level of drivers (Tableau)

• Built a Decision Tree model to determine primary indicators that cause customer leakage (Rapid Miner) China Securities Beijing

Security Research Analyst Securities R&D Division Jun 2018 – Aug 2018

• Built valuation models and pitched a value stock to an investor

• Drafted reports on Live Streaming & Gaming industries independently (Bloomberg)

• Interviewed company CEOs to garner useful information & data PROJECTS

Fixed Income Portfolio Management Course Project New York Columbia University Sep 2020 – Nov 2020

• Allocated $500M to a pool of self-selected tickers and tracked their p&l; rebalanced the portfolio weekly

• Hedged the interest rate using swaps, futures and Eurodollars; applied various strategies like steepener and butterfly

• Achieved Sharpe ratio of 2.4 over the span of 3 months Quantitative Investment Strategy Course Project New York Columbia University Nov 2019 – Dec 2019

• Constructed a hybrid quantitative trading strategy that combined pairs-trading and technical indicators (Python)

• Performed K-means clustering and ADF test to narrow down stock pools to 10 stocks per period

• Tuned model parameters; Carried out Performance Analysis

• Presented the result to professor and over 70 students CFA Investment Contest (North China Region)-Best Performance Award Beijing Leader Oct 2017 – Mar 2018

• Predicted future revenues of a dairy company in 5 years using target market growth rates, segmentation, pricing trends, etc.

• For valuation, employed DCF, DDM, Comparative method; Utilized Monte Carlo to simulate risks (Excel)

• Quantified public information in models; Performed Scenario Analysis

• Pitched the stock to over 30 industry experts and hundreds of students (PPT) SKILLS & ACTIVITIES

• IT: Python, R, SQL, Java (Certificated, 88.3%), Bloomberg, Stata (A statistical software), Excel VBA, Power Point

• Member of Columbia Quant Group, Columbia Data Science Society, Colloquia; regular Campus Conversation Facilitator

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