Michael Yu Email & Phone Number

Detroit, Michigan, Us

• Designed and Implemented Hadoop Based Data Warehouse Non Deployment Related DTC Data (60GB/day) Monitor Integration (GDAP: Galileo Data Analytics Platform, Spark Batch, Hive, Yarn,Python Seaborn and Dash: Dynamic Dashboard)• Leading Airbag Cross Functional Workgroup to enhance monitoring processes• Completed Data Scientist Workbench POC, evaluated Hadoop cluster based Hue solution(GDAP), Jupiter Notebook(Container based), VS SAS Solution(Viya)• Designed and Implemented OnStar Airbag Non Deployment Monitor (SAS, Tableau, PowerBI)• Designed and Implemented Airbag issue Supervised Machine Learning Pilot (Python,NLTK,Hue,Hive)• Designed and Implemented Airbag Hazard Reader Across Monitor (Watson , R, Tableau, Pyspark)• Built and Implemented CDR Data Extraction Tool using Python• Worked with cross-functional POD teams to discover and develop actionable, high-impact data analytics need and opportunity statements in a variety of core business areas.

Riverwoods, Il, Us

• Built automated Time Series model selection process in SAS• Migrated DSL Prepayment model from Eview to SAS and automated model diagnostic process.• Owner of the Pre-Provision Net Revenue (PPNR) forecasting framework and associated sub-models (Balance, Receivables, Reserve and EYM models) for DFS’s Student Loan portfolio.• Successfully completed Discover Student Loan revenue forecasts (Time Series Forecast using Eview) for the Bank Holding Company (BHC) and Federal Stress scenarios under strict deadlines.• Worked closely with the Model Risk Management (MRM) team to address findings on all the revenue models in a time bound fashion. This led to model enhancements and improved model documentation.

New York, Ny, Us

• Designed and implemented automated Defects , Edits, Incurable Weekly Trend report (Oracle PL/SQL,SAS Enterprise Guide, Excel VBA automation)• Redesigned and integrated ODE (Loan Origination, Defects and Edits) reporting system• Developed and implemented Potential Delinquent automated report with share point integration• Developed and produced automated daily, monthly and quarterly key metric reporting using SAS Enterprise Guide, Excel and VBA; automated data extraction utilizing Toad and Oracle PL/SQL • Enhanced problem loan forecasting model SAS• Implemented Palantir Decommission Project and developed across table high dimensional Database to support customizable Ad hoc reports • Performed analytical observations on warehouse and message key observations • Recommended improved controls and performed cross-system reconciliations

Charlotte, Nc, Us

• Enhanced fix income butterfly hedging model (Python) to accommodate unparallel yield curve shift. • Implemented Quarts Bob Jobs code change to leverage parallel computing through grid and cluster.• Rewrote Quarts Job Loader (Python) to isolate and identify the root cause of Job error.

• Experience designing and writing code in Java, Visual Basic, K shell and Pro C.• Gained the working knowledge of SDLC (Software lifecycle model), CMMI, testing and Quality Control & Assurance process.• Created, reviewed and maintain technical documentation • Analyzed processes and data and improved business processes• Proficient in Winrunner , PL/SQL developer, Toad,Cognos ,Citrix, AUTOSYS and Oracle.• Implemented the Oracle DB Data purge Phase 2 code change.• Created Detailed System Design for AUTOSYS Jobs 4.1.• Interviewed Business users, collected Business requirement and created BRD , SRS and ERF.• Gathered and defined business and functional requirements for WSS( Wallstreet System) 4.1 upgrade.• Created and executed test plans and test scripts for functional and system testing• Supported business user during UAT testing• Created/reviewed system deployment plan, support procedures• Reported status and issues to the Project Manager.

Houston, Texas, Us

• Managed electricity supply position in the ERCOT(Texas) Power market• Forecasted and modeled Electricity load • Created tools (VBA, Excel, SQL Server and Access) to manage and report day to day position change and P&L• Worked as port of a cross-functional team to implement solutions within a limited time frame.