Joe Lu

Joe Lu Email and Phone Number

Data Scientist | Financial Engineer | ex-Bridgewater | ex-Fidelity | Using AI/ML to solve business challenges in the financial industry | @ S3 Partners
Joe Lu's Location
New York City Metropolitan Area, United States, United States
About Joe Lu

I am a data scientist with 4 years of end-to-end modeling experience, and 7+ years of financial industry experience.I have a passion for leveraging the power of machine learning to generate insights from data and solve business challenges effectively. Additionally, I find joy in continuously staying updated on cutting-edge machine learning techniques and sharing my learnings with colleagues to elevate the team’s productivity.• Data Science Tools: Python (pandas, scikit-learn, matplotlib), SQL, Scala, Jupyter notebook, Tableau• Cloud Platforms & Big Data: Snowflake, Amazon Web Services (AWS), Spark• Software Engineering Tools: Version Control (Git), Linux (bash, cron jobs), Docker containersAs an investment engineer at Bridgewater:• Wrangled equities time series dataset of 200 million rows (crucial to CIO-sponsored modeling initiative). Ensured data integrity and alignment with business needs by correcting 1+ million rows, and transformed & engineered features.As a data scientist at Fidelity:• Upgraded, documented, deployed, and monitored 2 machine learning models, which received a strong endorsement from the Model Risk Team, helped traders to price thousands of bonds daily, and reduced costs by outperforming third-party price vendors.At RBC Capital Markets:• Improved trading revenues by 10% by better understanding drivers of yields, via Lasso regression.• Lowered hedging costs by 25% by reducing portfolio dimensionality and redundant trades, via PCA.My strong foundation in data science began with STEM degrees from Cornell and Carnegie Mellon as well as a portfolio of end-to-end projects from the NYC Data Science Academy.I explored the world during 2018-2019, volunteered as an English teacher, and became fluent in Spanish from zero. I am currently studying Italian and Portuguese in my free time. I also love meditation, weight lifting, and reading about anthropology, history, and psychology.Please contact me at Joe.Zhou.Lu@gmail.com

Joe Lu's Current Company Details
S3 Partners

S3 Partners

View
Data Scientist | Financial Engineer | ex-Bridgewater | ex-Fidelity | Using AI/ML to solve business challenges in the financial industry |
Joe Lu Work Experience Details
  • S3 Partners
    Data Scientist
    S3 Partners May 2024 - Present
    New York, Ny, Us
    Machine learning modeling & data analytics for short-selling & prime brokerage space
  • Bridgewater Associates
    Investment Engineer
    Bridgewater Associates Jul 2022 - Jul 2023
    Westport, Connecticut, Us
    Upgraded foreign exchange model by utilizing higher-quality dataset and rebuilding legacy SQL logic with new proprietary Scala library. Parallelized calculations, enhanced decomposition of aggregates, and boosted output accuracy by 4%, enrichening FX team’s insight into capital flows. Wrangled equities time series dataset of 200 million rows (crucial to CIO-sponsored modeling initiative). Ensured data integrity and alignment with business needs by correcting 1+ million rows, and transformed & engineered features. Guided data vendors to implement the necessary changes. Developed portfolio-allocation algorithm to satisfy regulatory, liquidity & Sharpe ratio constraints.Led weekly discussions of Bridgewater’s market insights for group of new engineers.Researched, predicted, and profited from the Bank of Japan’s Dec 2022 change in monetary policy.
  • Fidelity Investments
    Data Scientist
    Fidelity Investments Jan 2021 - Jun 2022
    Boston, Ma, Us
    Upgraded, documented, deployed, and monitored 2 machine learning models in Python. Received strong endorsement from Model Risk Team, helped traders to price thousands of bonds daily, provided foundation for auto-bidding CDs, and reduced costs of using 3rd-party price vendors.o Random forest model for municipal bonds outperformed 3rd-party price vendor (lower RMSE).o Reduced run-time of regression model for CDsCoordinated data science, product, and trading teams to create platform with 14% ROA, to increase profits directly and indirectly (assist traders with identifying further opportunities). Presented design to business leaders, and received decisive approval to launch.Designed daily automated reports & dashboards for 10 traders
  • Rbc Capital Markets
    Fixed Income Derivatives Trader
    Rbc Capital Markets Jan 2010 - Jun 2017
    Toronto, Ontario, Ca
    Provided liquidity for institutional clients (corporations, asset managers, pension funds, etc.) as market-maker in interest rate products. Managed market, liquidity, credit, and operational risks.Founded “short-end” product franchise by creating pricing models for new products and partnering with sales to deepen client relations. Doubled “short-end” client trading volumes in 6 months.Improved trading revenues by better understanding drivers of yields, via Lasso regression.Lowered hedging costs by reducing portfolio dimensionality and redundant trades, via PCA.

Joe Lu Skills

Quantitative Analytics Equities Financial Analysis Financial Modeling Trading Economics Investments

Joe Lu Education Details

  • Nyc Data Science Academy
    Nyc Data Science Academy
    Data Science
  • Carnegie Mellon University - Tepper School Of Business
    Carnegie Mellon University - Tepper School Of Business
    Computational Finance
  • Cornell University
    Cornell University
    Mathematics And Economics

Frequently Asked Questions about Joe Lu

What company does Joe Lu work for?

Joe Lu works for S3 Partners

What is Joe Lu's role at the current company?

Joe Lu's current role is Data Scientist | Financial Engineer | ex-Bridgewater | ex-Fidelity | Using AI/ML to solve business challenges in the financial industry |.

What is Joe Lu's email address?

Joe Lu's email address is jo****@****ccm.com

What is Joe Lu's direct phone number?

Joe Lu's direct phone number is +120174*****

What schools did Joe Lu attend?

Joe Lu attended Nyc Data Science Academy, Carnegie Mellon University - Tepper School Of Business, Cornell University.

What are some of Joe Lu's interests?

Joe Lu has interest in Cooking, Competitive Rubiks Cube Solving, Swimming (Former Lifeguard), Martial Arts, Muay Thai Kickboxing, Weight Lifting, Swimming.

What skills is Joe Lu known for?

Joe Lu has skills like Quantitative Analytics, Equities, Financial Analysis, Financial Modeling, Trading, Economics, Investments.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.