Lu Ye Email & Phone Number

Hangzhou, Zhejiang, China

Lead Tongdun's big data team and product team to produce 2B end-to-end SaaS data services. Responsible for half-billion income credit risk services in fragmented markets, such as banking, consumer finance, insurance, O2O, and automobile. With abundant use of data and AI technique (featuring engineering, modeling, and other machine learning algorithms), we successfully provide a whole package of SAS products and professional industrial solutions for thousands of To B customers.

Familiar with Anti Money Laundering (AML) laws and regulation in China and USA. To effectively guarantee Ant financial AML meeting the requirements, implement vendor model validation from ACTIMIZE and in-house model/rule validation of complex domestic suspicious transactions.

MRM - Model Risk Management In charge of Machine Learning(CNN, DNN and NLP Related algorithm) as well as GBDT/LR model risk management of Ant Financial, to prevent adverse consequences from decisions based on incorrect or misused model outputs and reports. In general, a thorough model validation process including,1. Evaluation of conceptual & methodology soundness, variable selection and necessary quantitative test2. Effective challenge, including data quality check, statistical test and benchmark model building3. Model performance monitoring, process verification and outcomes analysis

Profound experience in Consumer and SME （MYbank）risk portfolio analytics.Specialized in e-commerce customer behavior analysis and prediction using supervised and unsupervised model.

Shanghai

Gained domain knowledge in credit card risk management by consulting for one of the biggest credit card network company in the world;Familiar with the credit card businiess in Consumer Finance & Risk (CF&R) department, including the whole credit card life cycle, such as card application, line assignment, bust-out, 3rd party fraud, underwriting, collection and so forth.Responsible big data mining, including the data ETL, data preprocessing, signal creation, signal sellection and model building. Break down a problem into hypotheses to be tested, structure the testing approaches, model and interpret the data; While working abroad, assist in developing client recommendations and work collaboratively with client team to implement changes;Effectively communicating in both Chinese and English and writing standard document and paper for future reference and knowledge sharing.

Raleigh-Durham, North Carolina Area

Comprehensive data cleaning and data analysis for consulting project using Excel, Stata, Matlab or other software if required by the clients. Presented results and recommendation based on statistical inference in a understandable way to the clients, e.g. graphs, tables, drop down boxes.

Concentrated on learning theoritical knowledge in statistics, economics, finance and industry organization. Worked with professor in businiss school to do data profining, data mining and model testing.

Analyzed client feedbacks and wrote business specs to improve a FOREX/Commodity trading softwareSoftware instructor to new usersQuantitative analysis of FOREX trading based on forecasted return, risk, and holding time, etc

Team leader of a proposal regarding online gaming insurance about virtual asset protection, and its marketing strategies among different players. Won the Best Presenter and Second Prize awards among 10 different proposalsLearned how to incorporate key global news and their developments into investment decision-making process.Experience of trading based on simulations

Conduct a survey with eight hundred participants regarding their investment behaviors toward fund allocations; Analyzed the survey data using statistical tool SPSS.

Master, Economics

Specialized Fields: Game theory Statistics/Econometrics

Bachelor'S Degree, Econometrics And Quantitative Economics

Activities and Societies: Student Research Training Program (SRTP) in Mathematical CollegeGraduated from Chu Kochen Honors College.