Quantitative Analyst

Shengkun Wang

********@***.*** +1-202-***-**** https://github.com/hao1zhao/case-study

Coming from an economic mathematics background, Shengkun found his real passion in data science and computer engineering, to solve real problems in technology or economics. He is a data enthusiast, a thinker, and a team player.

Programming: SQL, Python, EViews

Math/Statistics: machine learning, statistics, probabilities, calculus, algebra, econometrics, A/B testing

Certificates: Coursera data analytics, Kaggle Python & Machine learning, HackerRank Python & Advanced SQL Education

Johns Hopkin University, Washington, DC: M.S- Applied Economics 2020.08 - 2022.08

Core Coursework: Macroeconometrics (Time-Series Analysis), Machine Learning, Statistics Monash University Australia, Melbourne: B.B - Accounting 2016.01 - 2018.12 Zhengzhou University, China, Zhengzhou: B.B - Finance 2014.09 - 2015.12 Select Projects

A/B Testing for “Free trail” Screener on Website 2022.06 - 2022.07

Drew a user journey and selected 2 success metrics and 1 guardrail metric from a dozen unique cookies

Calculated the sample size per metric and estimated 3 weeks experiment duration by website daily traffic

Conducted the sanity check for success and guardrail metrics by examining effect size and sign tests

launched a decision by interpreting the result and made recommendations for 2 follow-up experiments Video game outcomes prediction based on 10 minutes data in league of legends 2022.03 - 2022.05

Feature Engineering, Used Embedding to deal with categorical features and avoided high-dimensional sparse One-Hot Encoding, utilized to extract features from user tags, and applied Target Encoding without introducing data leakage.

Improved 3% validation set accuracy by creating 2 more ratio features and treating outliers for 3 original features

Applied and Compared 8 models (Logistic Regression performs best) to predict the game win rate and analyze the possible factors to improve model interpretability. Bank clients open deposit accounts 2022.04- 2022.05

Fixed incomplete data with a median value and performed Exploratory Data Analysis (EDA) with visualization and feature selection on bank database with 100k+ data points

Fine-tuned GBM model achieving 0.84 AUC, which beat all the other baseline models, including KNN, Logistic Regression, SVM, Random Forest

Constructed feature importance plot to draw the conclusion on which feature of the potential client banker should pay more attention to

Work Experience

Central China securities Quantitative Analyst Intern Shanghai, China 2020.05 – 2020.08

Augmented intraday trades with automated daily reports on portfolio performance and derivatives products for Global Allocation Fund reported directly to portfolio managers and traders, using Bloomberg, Wind, and Tableau.

Generated insights on risk and return measures of 10 selected stocks in paper and model portfolios through 5 interactive Tableau dashboards refreshed weekly

Provided qualitative and quantitative research support for monthly stock sectors & industries technical analysis

Formulated Excel spreadsheets to collect and automate mobile app and WeChat official account data monthly Industrial and Commercial Bank of China Investment banking intern Zhengzhou, China 2019.06 –2020.03

Provided strategic advisory to clients across the technology sector with a focus on enterprise software. Experience includes transactions across debt and equity.

Assisted with creating financial statements, prospectus, and pitch books for the sell-side deal. China Road & Bridge Corporation Accountant Kyrgyzstan & Georgia 2018.12 –2019.04

• Transformed five years of decentralized annual reports with interactive dashboards integrated into a company-wide platform

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