Python, R, SQL, deep learing

YUN SHENG (SUNNY) CHANG

******@***.*** 646-***-**** www.linkedin.com/in/sunnychang100

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/26 GPA: 3.3/4.0

NATIONAL TSING HUA UNIVERSITY, SCHOOL OF TECHNOLOGY MANAGEMENT Hsinchu, Taiwan Bachelor of Science in Quantitative Finance 05/23

GPA: 4.0/4.3

PROGRAMMING & TECHNICAL SKILLS

• Programming Languages: Python, R, SQL, HTML, CSS, C/C++, Tableau, Excel VBA, LaTeX

• Toolkits: Scikit-learn, TensorFlow, Matplotlib, NumPy, Pandas, Tidyverse, dypler COURSEWORK HIGHLIGHTS

• Mathematics & Statistics: Advanced Calculus, Mathematical Statistics, Time Series, Quantitative Methods in Finance

• Programming: Machine learning (Python), Deep Learning (Python), Text Mining (Python), Computational Statistics (R), Data Structure (C++), Big Data (SQL), Data Visualization EXPERIENCE

FUBON SECURITIES CO., LTD, Hsinchu, Taiwan

Quantitative Analyst Intern, Quantitative Trading Department 08/23 - 04/24

• Developed classification-based ML models to predict optimal TSMC futures strategy: roll over via spread orders or open new contracts directly.

• Automated real-time updates of Taiwan futures market data in Excel dashboards using VBA, enhancing trading efficiency.

• Established and executed test plans for a program trading API system in Python, ensuring future team implementation.

• Conducted in-depth semiconductor and AI chip supply chain dynamics analysis, uncovering industry trends. Quantitative Analyst Intern, Program Trading Department 03/23 - 07/23

• Developed trading strategy materials for Taiwan stock market, increasing client engagement by 20% in program trading services.

• Facilitated client workshops on program trading for 300+ clients, driving adoption and proficiency in advanced trading strategies. TAIPEI DIGITAL ADVERTISING INC, Taipei, Taiwan 07/20 - 09/20 & 07/21 - 09/21 Data Scientist Intern, AI Department

• Designed a Python-powered Excel dashboard to visualize advertising metrics, improving decision-making for the AI team.

• Created a Python-based anomaly detection system for digital ad bidding with Gmail API, boosting team efficiency by 25%. ACADEMIC PROJECTS

NEW YORK UNIVERSITY, Brooklyn, NY

Predictive Neutral Network Modeling of AAPL Stock Return (professor: Ken Perry) 09/24 - 12/24

• Performed data preprocessing to uncover key opportunities, including cleaning, transformation, and exploratory analysis.

• Conducted error analysis and iterative feature engineering to enhance model robustness and out-of-sample performance.

• Optimized neural network models (RNN, LSTM), achieving 54% directional accuracy and mean squared error (MSE) < 1. NATIONAL TSING HUA UNIVERSITY, Hsinchu, Taiwan

Algorithm Day Trading Strategy for Taiwan Futures Market (professor: Hung-Min Sun) 02/23 - 06/23

• Innovated day trading strategies using trend-following and built an automated trading system integrated with brokerage APIs.

• Delivered 20% annual return with 1.9 Sharpe ratio and 3.2 System Quality Number (SQN) in out-of-sample backtesting. Sentiment-Based Music Recommendation Engine (professor: Fu-Ren Lin) 02/23 - 06/23

• Led a team of 3 to execute a Python crawler acquiring 7,000+ lyrics, leveraging tf-idf, K-means clustering, and sentiment analysis for data categorization.

• Engineered an intuitive user interface leveraging RASA, LINE Bot, and OpenAI API to enhance user engagement. Predictive Modeling of GDP with Socioeconomic Data and R Programming (professor: Ching-Fan Chung) 02/22 - 06/22

• Developed ML and regression models in RStudio to forecast GDP, integrating socioeconomic indicators and COVID-19 impact.

• Designed an interactive R Markdown dashboard, enhancing dynamic visualization and accessibility for forecasting outcomes. AWARDS & ACTIVITIES

• Dormitory Student Leader, National Tsing Hua University, 2022

• ATCC 19th Case Competition, 8th place out of 128 teams, 2021

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