Data Scientist

LAIGUJIN WEI

***.***@***.*** 917-***-**** linkedin.com/in/gin-wei

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/26 GPA: 3.78/4

MCGILL UNIVERSITY Montreal, Canada

Bachelor of Arts in Mathematics, minor in Economics 05/24 GPA: 3.92/4

PROGRAMMING / TECHNICAL SKILLS / CERTIFICATIONS

• Skills: Python (NumPy, Pandas, Scikit-learn, PyTorch), Java, R, SQL, LaTeX, MATLAB

• Certifications: Bloomberg Certified.

COURSEWORK HIGHLIGHTS

• Mathematics & Statistics: Option Pricing & Stochastic Calculus / Quantitative Methods in Finance / Stochastic Processes / Probability / Numerical Analysis / Statistics / Applied Regression / Advanced Calculus / ODE / Linear Algebra / Real Analysis.

• Programming: Machine Learning / Intro to Programming (Python) / Intro to Computer Science (Java) / Algorithms and Data Structures (Java) / Statistical Computing (R).

• Finance: Fixed Income Algorithmic Trading / Introduction to Derivative Securities / Risk & Portfolio Management. EXPERIENCE

BANK OF MONTREAL, Toronto, Canada 05/24 - 08/24

Data Scientist Intern, Corporate Audit Department

• Conducted sentiment analysis of risk reports to predict credit risk levels; assisted auditors in identifying anomalies.

• Performed data preprocessing including data cleaning, data transformation and data splitting; utilized AutoTokenizer to automate selection of the best tokenizer at each checkpoint.

• Fine-tuned BERT model to optimum performance for identifying sentiments of risk rationale, conducting hyperparameter tuning and model evaluation, resulted in 99.87% prediction accuracy.

• Incorporated Shapley Additive Explanations Analysis to a sentiment analysis on Twitter dataset to explain the contribution of individual words to model predictions to enhance the model interpretability.

• Presented research findings and recommendations to executive team and stakeholders, highlighting potential future design applications, and received positive feedback.

GUOTAI JUNAN SECURITIES CO., LTD, Chengdu, China 06/23 - 08/23 Quantitative Research Intern, Quantitative Service Department

• Developed a multi-factor model for the CSI 300 Index; constructed factors including moving average price, moving average volume; optimized selection of factors using covariance and linearity analyses.

• Trained linear regression models to predict log returns with 2-year rolling windows; applied backward selection to refine the model performance and executed backtests on the trading strategy.

• Held weekly meetings with team members to update project process and delivered a final presentation. AI ZHAO WO TECHNOLOGY CO., LTD, Chengdu, China 06/21 - 08/21 Business Analyst Intern, Data Analytical Department

• Conducted research and data analysis on wedding order data; identified order patterns and wrote a comprehensive report.

• Implemented consumer survey for company’s application and proposed suggestions, achieving a 99.62% user satisfaction rate. ACADEMIC PROJECTS & FINANCIAL MODELLING

NEW YORK UNIVERSITY, New York, United States 01/25 - 05/25 Machine Learning Project

• Developed a XGBoost model to predict intraday stock volatility for the 2:00–4:00pm session using 5-minute market data.

• Engineered over 20+ features (rolling statistics, volatility trends, direction ratios, market-wide averages) from 636K+ rows of high-frequency data

• Optimized model performance via randomized hyperparameter search, reducing MAPE to 0.23; Ranked Top 5 in the CFM volatility forecasting competition

ZEVNODATA, Toronto, Canada 06/22 - 08/22

Football Competition Dataset Modelling

• Performed Exploratory Data Analysis including distribution and correlation analysis for 1930-2021 football competition dataset.

• Modeled the prediction of match results using the Random Forest Algorithm, achieving an accuracy of 76%. EXTRACURRICULAR ACTIVITIES

• McGill University Mathematics Club, Member, 2023.

• Honors & Awards: Dean's Honor List, Faculty of Arts Merit Award.

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