Data Manager
Resume:
JASON(JIAHUI) XU
Stamford, CT ·
*****.*****@*****.***·
linkedin.com/in/jason-xu0409
Work & Professional Experience
Digitas, Publicis Groupe Data Scientist Westport, CT Mar 2020~Current
• Implement statistical modeling and analytic processes for beverage client, building econometric metrics and running logistic regression to analyze ROI performance and visualization time series results using R; Created Tableau dashboards to visualize client’s large-scale data into business insights report.
• Performed deep dive analysis for pharma client, data review and evaluation for historical data, run outboarding analysis for TV campaign strategies by different segments, used machine learning designed platform to generate detailed data reports, evaluated, transformed, and summarized modeling results to driven precise decisions.
• Assisted to build Automatic deck generation tool to help created hundreds report slides, improved the efficiency of business workflow significantly, shorten the report process time by 80%.
• Worked alongside team members and leaders to identify analytical requirements and collect information to meet clients and project demands, Hundreds model running within one month independently.
• Developed codes (R, SAS, SQL) based on project trackers and changing requirements during each business circle, data cleansing, database manipulation, modeling and summarized the results for client presentation. BH Asset Management LLC Internship-Quantitative Risk Analyst Greenwich, CT Mar ~ Jul 2019
• Led 3-person team analyzing past 10-year large-scale trading data; Reconciled financial statement with Manger’s holding portfolio performance data, experienced in using Bloomberg reporting system.
• Developed and maintained working knowledge of risk database to provide data and analytic support to manager in comprehensively evaluating alpha of investment portfolios.
• Designed and implemented automatic classification/calculation model (using R, VBA, SQL) to effectively accomplish data-cleaning & trading schema diversification & data-manipulation, drastically cutting down 80% overall process time.
• Compared company’s portfolio performance with index benchmarks; Designed and developed high-profile visualized reports (using Excel) to distribute to target clients. China Galaxy Securities Co,.Ltd Internship-Fixed Income Analyst Shanghai, China Jul ~ Aug 2017
• Collaborated with VP of Investment analyzing and optimizing diversification of fixed income products; Performed DCF valuation for certain company; Applied CAPM analysis and EBIT margin estimation based on MBS reports.
• Gathered and consolidated company information from various data sources (Windin, Bloomberg, etc); Conducted data analysis and developed financial reports (using Excel) and ensured precise investment assessment. Portfolio Risk Management Project Stock Track Competition Stamford, CT Feb ~ Apr 2019
• Tracked S&P 500 Equities and extracted data from Yahoo Finance (using R); Conducted quantitative analysis/forecast to optimize portfolio performance (using GARCH/VAR Models), ranking top 2 in competition (portfolios’ performance beaten market’s return by 3% within 2 months).
Portfolio Stress Testing Project University Of Connecticut Stamford, CT Sep ~ Dec 2019
• Fetched and calculated historical returns of my portfolio from Bloomberg, picked five fields of historical data in DFAST variables and built a regression model based on the dataset and processed log-returns.
• Applied DFAST stress scenarios to calculate the expected losses, analyzed the composition of the losses, and compared them with regulatory requirements.
Technical Skills
Financial/Analytical Skills: Financial Risk Modeling (Greeks, Credit Risk Modeling, Stress Testing), Ad-Hoc Research, Machine Learning, Model Validation, Automation Development, Logistic Regression. Software Skills: R, SAS, MySQL, Python, MS Office Suite, Tableau. Education
THE UNIVERSITY OF CONNECTICUT December 2019
Master of Science, Financial Risk Management Stamford, CT ZHENGZHOU UNIVERSITY OF LIGHT INDUSTRY Sep 2014- June 2018 Bachelor of Arts, International Economics and Trade Zhengzhou, China Honors: outstanding graduate, excellent student leader, scholarship for advanced grades .
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