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Data Scientist with quantitative research experience. Over five years’ experience in analyzing structured/unstructured big data (financial and text data) and building machine learning models and statistical models to deliver novel insights and solutions. Excellent communication skills with technical/non-technical audiences.
Capital One
View- Website:
- capitalone.com
- Employees:
- 55043
-
Data ScientistCapital One Sep 2022 - PresentToronto, Ontario, Canada -
Research Assistant / Data ScientistSmith School Of Business At Queen'S University May 2016 - Sep 2022Kingston, Ontario, Canadao Developed a Web Scraper Pipeline to collect SEC Filings from EDGAR website. Built an Extract, Transform, and Load (ETL) Pipeline to load structured and unstructured text data into SQL database, improved the efficiency of data sharing and data searching.o Built a text classification model on SEC Filings to detect data breach with Logistic Regression and NLP. Engineered natural language features using NLTK and spaCy. Vectorized text data using TFIDF, and LSI/LSA/SVD with Scikit-learn. The Logistic Regression model achieved AUCROC of 93%.o Built a regression model to predict the timeliness of data breach disclosure with Linear Regression model. Selected relevant corporate governance features and data breach features. Statistically examined causality between timeliness of data breach disclosure and a certain corporate governance feature, Audit Committee Cybersecurity Risk Oversight. The result suggests that Audit Committee expedites data breach disclosure, and provides insights to regulators and companies about the role of Audit Committee in Cybersecurity Risk Oversight. o Managed a team of four data engineers to collect non-GAAP Financial Measures from Earnings Announcements.o Developed a Linear Regression model to predict comparability of non-GAAP Financial Measure using SAS. Identified relevant determinants and provided explanation for each determinants.o Parsed analysts’ names and titles from analyst reports using regular expression. -
Phd Candidate In AccountingQueen'S School Of Business Sep 2015 - Sep 2022Kingston, Ontario, Canada -
Teaching FellowSmith School Of Business At Queen'S University Sep 2018 - Dec 2019Kingston, Ontario, CanadaTaught Financial Accounting, managed a class of 90 students, and held regular office hours. Achieved a teaching evaluation of 4.2/5. -
Data Scientist FellowTechlent Apr 2021 - Oct 2021o Developed an Interactive Pricing Engine for real estate agents. Cleaned and processed 3GB rental house dataset and engineered new features.o Built and optimized rental income prediction models using tree-based models (Random Forest, XGBoost). o Wrapped the model with interactive interface as an API using Flask, allowing clients to adjust the model, and deployed it to Google Cloud Platform (GCP).
Lin Bai Education Details
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Accounting
Frequently Asked Questions about Lin Bai
What company does Lin Bai work for?
Lin Bai works for Capital One
What is Lin Bai's role at the current company?
Lin Bai's current role is Data Scientist | Accounting Ph.D..
What is Lin Bai's email address?
Lin Bai's email address is li****@****ensu.ca
What is Lin Bai's direct phone number?
Lin Bai's direct phone number is +161392*****
What schools did Lin Bai attend?
Lin Bai attended Queen's University.
Who are Lin Bai's colleagues?
Lin Bai's colleagues are Latasha Burgess-Chandler, Shujah Ahmad, Danny Klindtworth, Muhammad M, Hafsa Raza, Zachary Goshen, Michael A. Taylor.
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DONG LIN BAI
Toronto, On -
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