Jun Gao

Jun Gao Email and Phone Number

Machine Learning Engineer @ Facebook
Jun Gao's Location
Stanford, California, United States, United States
Jun Gao's Contact Details

Jun Gao personal email

n/a
About Jun Gao

Build mathematical modeling for infrastructure now: saving > 400M $ per year, by building innovative algorithm and production code using: 1/ statistical learning2/ deep learning3/ control theory4/ differential privacy5/ differential equations6/ probability and stochastic processGithub: https://github.com/Papa-PandaGoogle scholar: https://scholar.google.com/citations?user=7_d1b38AAAAJ&hl=zh-CN

Jun Gao's Current Company Details
Facebook

Facebook

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Machine Learning Engineer
Jun Gao Work Experience Details
  • Facebook
    Machine Learning Engineer
    Facebook Jun 2019 - Present
    I specialize in AI, AI for systems.ML Predictions for Autoscaling & Load TestingSaving >$400 million infra cost Talk at KDD workshop 2022Talk at Meta Forecasting Summit 2022Talk at DABI (Data Application for Better Infra) Summit 2022, 2021Spotlight paper in ICLR 2021
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  • Citi
    Assistant Vice President/Quant
    Citi Aug 2017 - Jun 2019
    New York, New York, Us
    Fixed income, mortgage backed securities, interest rate modeling, data science on loan modelingTerm structure modeling, agency mortgage option adjusted spread calculationPool/loan level data analysis, prepayment/default modelingFast matching algorithm in Freddie Mac loan/pool level data
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  • Goldman Sachs
    Quantitative Analyst
    Goldman Sachs Jun 2016 - Aug 2016
    New York, New York, Us
    • Improve Goldman Sachs FX pegged model, especially for HKD/USD • Solve the vol smile adjustment problem which troubled the team for >1 year• Develop quantitative models for VIX futures and options (stochastic volatility models)• Develop knowledge and experience of option pricing theory, local and stochastic volatility
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Jun Gao Skills

Microsoft Word R Microsoft Office Python Powerpoint Microsoft Excel C++ Customer Service C Mathematics Java Matlab Statistics Machine Learning Research Data Analysis Programming Derivatives

Jun Gao Education Details

  • Stanford University
    Stanford University
    Mathematics
  • Tsinghua University
    Tsinghua University
    Mathematics And Physics

Frequently Asked Questions about Jun Gao

What company does Jun Gao work for?

Jun Gao works for Facebook

What is Jun Gao's role at the current company?

Jun Gao's current role is Machine Learning Engineer.

What is Jun Gao's email address?

Jun Gao's email address is ju****@****ook.com

What schools did Jun Gao attend?

Jun Gao attended Stanford University, Tsinghua University.

What skills is Jun Gao known for?

Jun Gao has skills like Microsoft Word, R, Microsoft Office, Python, Powerpoint, Microsoft Excel, C++, Customer Service, C, Mathematics, Java, Matlab.

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