Provided services of quant consulting, statistical modeling and machine learning development for top-tier asset management and investment banking clients. Performed as the key developer for the following selected projects:1. Designed and developed Natural Language Processing (NLP) machine learning models with NLTK and Scikit-Learn in Python on the Spark cluster for a text classification project on 400 million documents. The development includes feature engineering, modeling, performance testing, production implementation design, etc.2. Quantitative research and development to build statistical models forecasting risk on the firm-wide lending portfolio with Python and R. Built Credit Spread, Prepayment and Volume models with varied techniques. The models are adopted in firm’s CCAR reporting. 3. Provided quantitative consulting services to a market making client, migrating the complex interest rate derivatives trading book from client's internal system to Murex, a platform provides full cycle trading solutions. Designed trade migration methodology for 20+ types of exotic interest derivatives. Conducted end-to-end trade replication and price matching for the complex trades.4. Independently validated multiple client's portfolio simulation models in Python, including Monte-Carlo asset allocation model, structured notes simulation model, local volatility model, etc. Built tools for statistical tests; evaluated returns and risks with respect to the different asset allocation and investment horizon.

TA of the Indexing and ETFs course

Improved the VBA analysis tool used by portfolio managers of a multi-billion fund of funds; enhanced the calculation accuracy for fund excess returns. Performed reports on return attribution and risk exposure of different portfolios, including working with 3rd party platforms PARIS, RiskMetrics, etc.

Led a team of student researchers using the Kensho Fintech platform (a scalable analytics and machine intelligence system) analyzing how political risks impact on markets represented by popular indices and portfolios of relevant assets

Responsible for Android embedded secure development with C and C++.• Enhanced security of customized devices for operators, such as AT&T and Orange, by improving encryption algorithm and developed software of Secure Tool Chain in Linux and Windows.• Provided operators with risk and feasibility analysis of new security strategy on cell phone platforms; algorithm research of Hash, symmetric and asymmetric encryption including focusing specific client issues such as hacking. • Coordinated to deploy the new security environment for customization development of Android devices; helped to improve the secure data management.• Led the training of two new software engineers over 6 months period.