Jessie Sun Email & Phone Number

Financial data analytics projects:• Developed a stock selection method based on company’s earning yield forecast using sequence prediction models (sole-authored paper published on arXiv: http://arxiv.org/abs/1905.04842)• Developed a quantitative method for stock portfolio optimization using mean-variance analysis framework• Built a quantitative model for value at risk (VaR) calculation using bootstrap historical simulation approach• Developed a statistical arbitrage strategy using pairs trading method• Built a stock index options pricing model using Monte-Carlo simulationEngineering data analytics projects:• Built a statistical model for asset failure projection using Weibull regression• Developed an optimal asset replacement strategy to minimize long-term risk using Monte-Carlo simulation• Developed a pattern recognition method for partial discharge detection on insulated overhead conductors based on time series decomposition and Support Vector Machine (SVM) (co-authored paper presented at 2019 IEEE Canadian Conference on Electrical and Computer Engineering)

• Utilized SQL Server Management Studio to query and manage a large amount of financial data from S&P Capital IQ Database• Developed Python scripts for complex data manipulation and preprocessing• Built and trained machine learning models to predict company fundamentals

Calgary

• Investigated and analyzed deposit accounts activities for the impacts to clients’ portfolio performance• Analyzed transactions (trades, cashflows, etc.) across portfolio management system to provide issue resolution for clients• Prepared, analyzed and reconciled various deposit accounts reports, supporting various business lines regarding these reports• Analyzed, revised and documented work procedures and processes

Edmonton, Canada Area

• Worked on multiple Oil Sands industry related research projects: Lime Addition in Oil Sands Extraction and Tailings Treatment (in partnership with Graymont Ltd.); Analytical and Environmental Toxicology Study of Toxic Substances in Oil Sands;Pollutant Migration in Groundwater• Collected information, analyzed data, wrote technical reports and presented results

Edmonton, Canada Area

• Planned and supervised lab sessions for undergraduate students majoring in STEM (18-22 students in one class); evaluated their performance and provided feedback• Mentored students having difficulty in understanding concepts and answered their questions• Developed teaching skills from Graduate Teaching and Learning Program in Faculty of Graduate Studies and Research• Won teaching awards every semester and received highest rating from students’ evaluations

Master Of Engineering (M.Eng.), Chemical Engineering, 3.76/4.00

Micromasters, Statistics And Data Science

From probability and statistics to data analysis and machine learning, this MicroMasters Program equipped me with skills needed to solve.

Certificate, Data Science And Big Data Analytics

Today, all industries are facing overwhelming volume of data generated from transactions, customer interactions, processes.