Mark Zhao, Cfa, Caia Email & Phone Number

California, United States

Costa Mesa, Ca, Us

San Francisco, California, Us

• Lead data acquisition, research, and deployment for credit and fraud risk management.• Evaluate data assets and vendors that include traditional industry and alternate sources.• Develop, design, implement and maintain a range of data features for use in front-end underwriting, verification strategies, and portfolio management for Upgrade Card and Personal Loan products.• Collaborate with Engineering and Product to expose data features to the appropriate decision or strategy infrastructure.• Evangelize machine learning and data science in the organization.

San Francisco, California, Us

• Led a data team to partner with sales, credit, marketing, and product executives to uncover and answer the business’ most critical questions related to pricing, credit policy, investor portfolios, and new product R&D.• Invented the dynamic machine learning analytical credit feedback loop (patent pending) for LC's proprietary personal loan trading exchange to track the platform's health and generate actionable insights.• Built a Robo-advisor for institutional investors personalized for different target IRR/ANCL with the portfolio rebalanced automatically.• Maintained and developed dashboards to track and report investor portfolio key metrics like loan attributes, losses, and returns.• Participated in investor roadshows and meetings to provide insights on macroeconomics, new product features, and credit strategy enhancements and impact on portfolio performance.

Santa Clara, California, Us

• Led a team of product, data science, engineering, and UX in the research, development, and launch of new products and features from end to end.• Pioneered new algorithms and reinvented existing models of capital market assumptions, pricing kernel, asset expected return and risk models, portfolio optimization, and simulation engine.• Optimized the company’s capabilities in generating Tax Alpha with cutting-edge technology: Tax Efficiency, Asset Location, Capital Gain/Loss Awareness, and Tax Loss Harvesting.• Leveraged data analytics and machine learning techniques to design customized risk recommendations and glide path using Python and SQL.• Designed the cohort analysis to estimate the real wage growth and retirement spending level.• Communicated complex models and investment methodologies to audiences like planners and customers.• Conducted thought leadership white papers on Tax-efficient Investment, Target Date Fund, and Stock Concentration.• Managed and mentored junior analysts in designing personalized financial planning plans for high-net-worth clients.

• Built and led a team of 4 to leverage data and machine learning for the co-founded education technology startup to gain customers, design products, grow revenue, and drive business value.• Defined and analyzed metrics that inform the engagement of customers and the success of products.• Used proprietary transaction and marketing campaign data to grow acquisitions and improve retention. • Utilized A/B testing for email campaigns to increase open rate, click rate, and revenue.• Clustered customers into segmentation based on their subscription and transaction behaviors and built recommendation systems to suggest products. • Built a database of children's books with features like topic, age, year, reviews, price and recommend books personalized to children's characteristics and preferences.

Atlanta, Georgia, Us

• Provided clients with efficiently tailored and transparent Multi-Asset investment solutions through quantitative and qualitative analysis.• Participated in the research, development, simulation, launch, and management of a variety of ETFs, FoFs, SMAs, UITs: Liquid Alternatives, Multi-Asset Inflation, Multi-Asset Alternatives, Managed Volatility, Target Risk, and Target Date.• Researched and implemented various Asset Allocation methodologies in portfolio construction: Mean-Variance, Active Risk Parity, Black-Litterman, Regime-based.• Worked with fundamental managers to develop multi-factor stock selection model and risk model for US/EAFE/EM, Large/ Mid/Small, and Value/Core/Growth and responsible for factor research and maintenance.• Sub-advised an active Multi-Strategy Alternative ETF that captures non-traditional risk premia strategies: FX Carry, Volatility Term Structure, Forward Rate Bias, Long/Short Target Equity and Smart Invest.• Designed and enhanced various time series models in macro and volatility forecasting: Logistic Regression/ARIMA/VAR/ GARCH/Cointegration.

Stanford Innovation And Entrepreneurship Certificate

Master Of Science (M.S.), Finance

Decentralized Finance (Defi): The Future Of Finance Certificate

Data Science Bootcamp - Machine Learning Specialization

Master Of Science (M.S.), Applied Mathematics

Bachelor Of Science (B.S.), Information And Computing Sciences