Qiaochu(Fiona) Chen Email & Phone Number

San Francisco, Ca, Us

San Francisco, Ca, Us

San Francisco, Ca, Us

New York, Ny, Us

• Built an automated data reconcile process using JavaScript, which validates internal data of different criterion of securities by comparing with Thomson Reuters database, generates daily reports showing discrepancy and updates latest data to MongoDB. Optimized existing securities checking functions and created new securities checking functions to make the script more efficient and flexible• Documented new functions testing of the automated reconcile process for internal usage

Newark, California, Us

• Worked with large data sets (up to tens of millions records), including structured data and unstructured data(like text); created queries to extract data and performed basic data manipulation in Hadoop hive tables; used python(pandas, numpy)for further data manipulation and constructed new features; applied embedding to achieve data dimensionality reduction• Used python (XGBoost, scikit-learn) to build payday loan fraud detection model(credit risk) and click-through rate(CTR) model with machine learning algorithms (XGBoost, logistic regression). Performed cross-validation, grid search for best parameters and mixing random data in training set to reduce overfitting. Examined criterion for feature selection. Performed out-of-sample validation

Master’S Degree, Financial Statistics And Risk Management

Bachelor’S Degree, Mathematics And Statistics