Lizzy Huang, Ph.D. Email and Phone Number
Lizzy Huang, Ph.D. work email
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Lizzy Huang, Ph.D. personal email
I develop and implement prepayment, distressed asset models that manage risks and support the hedging and trading mortgage-backed securities and non-performing loan transactions. Conduct model performance error tracking and sensitivity analysis for mortgage servicing right model which supports mortgage servicing right financing. I am responsible for writing in-house model packages in Python and R based on cutting edge machine learning algorithms for model estimation, experienced in implementation in Apache Spark parallel computing framework. I automate documentation template and model performance monitoring using R Markdown.
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Quantitative Analytics Senior ManagerFreddie Mac Aug 2022 - PresentMclean, Va, Us
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Quantitative Analytics ManagerFreddie Mac Mar 2020 - Aug 2022Mclean, Va, Us
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Quantitative Analytics SeniorFreddie Mac Dec 2017 - Mar 2020Mclean, Va, Us- Develop models that predict prepayment and default risks of mortgage backed securities using machine learning algorithms. Models are used to support hedging of Freddie Mac’s over $200 billion retained portfolios and over $1 trillion securitized portfolio, and Freddie Mac’s non-performing loan transactions.- Implement algorithms that automate prepayment model updating based on new mortgage and economic data. Utilize Apache Spark parallel computing to speed up code execution time on large data sets.- Conduct model performance tracking, sensitivity and scenario analysis, documentation of mortgage servicing right model which supports Freddie Mac’s mortgage servicing right financing program.- Regularly present and interpret information on model performance and enhancements to model users. Conduct statistical analyses on trends of housing market and interest rate and to address public policy issues.
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Research AssociateDuke University Department Of Statistical Science Sep 2017 - Mar 2018- Developed Duke Coursera online course Bayesian Statistics, wrote course R coding assignments, quiz questions and supplementary reading materials for intuitive and detailed subject explanations- Co-authored course textbook An Introduction to Bayesian Thinking- Engaged with over 1000 learners on Coursera platform to answer questions and clarify video contents
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Graduate Student ResearcherDuke University Aug 2011 - Aug 2017Durham, North Carolina, Us- Modeled dynamical system in physics and mathematics, optimized physical metrics using mathematical analysis, transformed systems to nonlinear partial differential equations using gradient decent method- Developed 3 new analytic techniques to quantify structures of solutions to resulting nonlinear partial differential equations. Techniques can be generalized to solve other optimization problems- Directed research projects independently and presented results in various conferences, received outstanding graduate presentation award -
Data+ Project ManagerDuke University May 2017 - Jul 2017Durham, North Carolina, Us- Implemented cover tree and other spatial algorithms to classify geographical clusters in North Carolina based on over 3 million birth data with labels in marital status and race. Demonstrated changes of clusters over time. - Performed statistical analysis and regressions to analyze associations between resulting clusters and socioeconomic indicators obtained from census data sets, showed that births in clusters with larger married populations have more socioeconomic advantages than births in clusters with larger white populations- Facilitated a team of undergraduate and master students, explained complex machine learning concepts and provided technical support to team members, reported results to faculty lead
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Graduate InstructorDuke University Aug 2011 - May 2017Durham, North Carolina, Us- Lectured complicated mathematics subjects including calculus, probability, statistics, linear algebra and differential equations, received excellent teaching evaluation scores (4.8/5). Sections always outperformed in block final exams.- Adjusted lecture examples, tests and assignments according to student performance. Communicated with multiple stakeholders including teaching assistants and graders, reported teaching results to course supervisors effectively
Lizzy Huang, Ph.D. Skills
Lizzy Huang, Ph.D. Education Details
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Stanford UniversityArtificial Intelligence Professional Certificate -
University Of VirginiaAccounting Certificate
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Duke UniversityMathematics
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Peking UniversityEconomics
Frequently Asked Questions about Lizzy Huang, Ph.D.
What company does Lizzy Huang, Ph.D. work for?
Lizzy Huang, Ph.D. works for Freddie Mac
What is Lizzy Huang, Ph.D.'s role at the current company?
Lizzy Huang, Ph.D.'s current role is Data Scientist | I solve financial problems with data and ML.
What is Lizzy Huang, Ph.D.'s email address?
Lizzy Huang, Ph.D.'s email address is li****@****uke.edu
What schools did Lizzy Huang, Ph.D. attend?
Lizzy Huang, Ph.D. attended Stanford University, University Of Virginia, Duke University, Peking University.
What skills is Lizzy Huang, Ph.D. known for?
Lizzy Huang, Ph.D. has skills like Programming, Microsoft Office, Matlab, Community Outreach, Presentations, Organizational Leadership, Acrylic Painting, Choral Singing, Latex, Microsoft Excel, Research, Statistics.
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