Data Analyst, Statistician
Resume:
Liang Jing
********@*****.***
**** ******* ***, *** *******, TX 78249
http://georglsm.r-forge.r-project.org/site-projects/
=== OBJECTIVE ===
To build a career as Statistician and Quantitative Analyst, and apply my analytical, statistical and programming skills to solve challenging problems in predictive modeling, data mining, data management and analysis
=== Education ===
= Ph.D. in Applied Statistics, University of Texas at San Antonio (UTSA), 12/2011
= M.S. in Physics, Indiana University at Bloomington (IUB), 2006
= B.S. in Physics, University of Science and Technology of China (USTC), 2004
=== Skills ===
= Quantitative, Analytical and Statistical Skills
>> Statistical modeling and diagnostics: linear and logistic models, GLMs, GLMMs, and hierarchical models
>> Data mining models and algorithms for regression, classification, and clustering
>> Statistical computing, Monte Carlo methods, and numerical analysis methods
>> Time series, risk analysis, and stochastic process
= Programming and Software
>> Proficient programming with R, S-plus, C++ and Matlab
>> Familiar with Weka, SAS, Mathematica, Excel
>> Proficient user of high-performance Unix cluster, Linux and Windows OS
>> Working experiences on parallel computing with R
=== Work Experience ===
= Hierarchical Model Estimation and Checking, Research Assistant, UTSA
08/2009 – Present
>> Analyzed spatial data and financial time series data with hierarchical predictive models
>> Applied up-to-date robust Markov chain Monte Carlo algorithms for posterior sampling
>> Explored a variety of Bayesian model checking and selection methods such as DIC, posterior predictive p-value, probability integral transform
>> Proposed a new model checking method based on transformed residuals
= Texas County Poverty Population Modeling, Research Assistant, UTSA
03/2011 – Present
>> Managed and manipulated data sets from multiple sources and GIS shapefiles
>> Analyzed data with GLMs and GLMMs for county-specific covariates and spatially-correlated latent variables
>> Evaluated model fitting, conducted model comparison, and derived relationship between poverty and demographic factors (county average income, race composition, age, etc.)
= R/C++ Statistical Package for Geostatistical Data, Developer
02/2011 – Present
>> Developed package that performs posterior sampling, parameter estimation and prediction, and model checking for hierarchical models with correlated latent variables
>> Integrated C++ programs into R to handle Markov chain generation and large matrix computation
>> Implemented parallel computing techniques to further speed up the process of estimation and prediction
>> Hosted on R-Forge http://georglsm.r-forge.r-project.org/ and being submitted to CRAN
= Instructor, College of Business, UTSA
01/2010 – 12/2011
>> Taught two undergraduate courses, Business Statistics and Introduction to Statistics and Data Analysis, which cover a wide range of fundamental statistical concepts; class sizes ranged from 30 to 60
>> Mentored students with practical projects in their majors, for example training survey data analysis
= Machine Learning for Automated Trading System Development, Developer, CIFCO
(China International Futures Company)
12/2010 – 02/2011
>> Pre-processed the time series index data: transformation and explanatory analysis
>> Identified the importance of indicators with feature selection techniques as well as random forest algorithm
>> Explored different predictive models, including neural network, classification tree and multivariate adaptive regression splines, and evaluated their performance
>> Generated trading signals and evaluated the system with moving-window testing and Monte Carlo simulations
= Analyst, Statistical Consulting Center, UTSA
09/2009 – 12/2010
>> Assisted local calling center to collect and analyze data for employee evaluation
>> Designed experiments and conducted power analysis of one and two-way ANOVA models for clients
=== HONOR / REWARD ===
= Travel Reward, Bayesian Biostatistics Conference, Houston, Jan, 2009
= Outstanding Student Scholarship, USTC, 2000, 2002, 2003, 2004
= National Second/Third Prize, Chinese Olympic Physics/Math Contest, 1998/1992
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