Risk Management Data Analyst

Luyang Zhang

Irvine, CA, *****

949-***-**** ******@********.*** https://luz003.github.io

PROFILE SUMMARY

Financial Engineering graduate with strong quantitative and programming background seeking roles in risk management, quantitative analysis, or derivatives trading.

EDUCATION

Columbia University New York, NY

MS in Financial Engineering GPA (3.64/4.0) Aug 2024 Courses: Stochastic Calculus, Monte Carlo Methods, Algo Trading, Optimization, Analysis of Algorithms, Deep Learning, Time Series, NLP

University of California, San Diego San Diego, CA

BS in Joint Mathematics and Economics GPA (3.92/4.0) Jun 2023 Courses: Stochastic Processes, Python, ML, Statistics, Microeconomics, Macroeconomics, Game Theory, Econometrics Graduated with Cum Laude honor

WORK EXPERIENCE

DataAnnotation Remote

AI Annotator Sep 2024 - Present

Develop comprehensive test cases for large language model training and evaluation

Collaborate with AI development teams to enhance model capabilities through structured feedback

Apply critical thinking to evaluate model responses across diverse domains and use cases Ask2ai New York, NY

ML Intern Sep 2023 - Jan 2024

Designing multiple models to predict default risk given debt information in Python

Built a BERT model with 87% accuracy and 0.96 AUC

Developed an LGBM Model using SGT embedding to predict default using credit card information (79% accuracy and 0.75 AUC) as well as a Transformer model

University of California, San Diego, Bioregional Center San Diego, CA Data Analyst Sep 2022 - Jun 2023

Created surveys using LimeSurvey to build a senior gallery for 50 graduating seniors

Collected and Studied over 200 tree data points utilizing LimeSurvey-Suave Integration

Led study of hyper-palatable food identification while facilitating progress of Global Food Initiative under the instruction of Professor Zaslavsky and determined over 30% of all products recorded in 2017 to be Hyper-Palatable University of California, San Diego, Economics Department San Diego, CA Instructional Assistant Sep 2021 - Dec 2021

Held Office Hours every week to help students with key concepts such as game theory, and monopoly to more than 10 students

Received 5-star reviews at end of quarter evaluation from more than 5 students PROJECT

Rolling Window Regime Detection Jun 2024 - Sep 2024

Collaborated with Oracle to detect macroeconomic regimes using over 700 indicators in Python

Built predictive model to flag structural changes in revenue and macro cycles; applicable to volatility modeling and exotic derivatives risk

LSTM Stock Market Prediction Jun 2024 - Jul 2024

Gathering S&P 500 Data with Bloomberg Query Language, Data Processing

Deploy LSTM Model to predict macro level stock price change direction with an accuracy of 80% LANGUAGE AND IT SKILLS

Technical: Python (NumPy, Pandas, Matplotlib, scikit-learn, beautifulsoup), C++ (Intermediate), SQL, Stata, BigQuery, Tableau, Excel, Bloomberg Terminal

Quantitative: Monte Carlo simulation, Stochastic processes, Time series forecasting, Spectral clustering, LSTM modeling Language: Chinese (Native), Japanese (Elementary)

Hobby: Archery (NTS Level 2)

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