Sisheng Liang work email
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Sisheng Liang personal email
Sisheng Liang is a financial engineering, risk management, and finance professional with a strong analytical mindset and a passion for financial risk, financial statement analysis, and credit analysis. He is currently pursuing a Master’s degree in Financial Engineering at Lehigh University. With hands-on experience in quantitative analysis, optimization models, and portfolio management, Sisheng has a keen interest in identifying and mitigating financial risks. He is proficient in leveraging data to predict loan defaults and assess financial health, as demonstrated through practical experience in credit risk assessment. Skilled in coding for data analysis and applying statistical techniques, Sisheng delivers informed decisions and actionable plans to stakeholders.
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Portfolio AnalystPledge Capital LlcPhiladelphia, Pa, Us
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Corporate-Sponsor Multi-Factor Models And Portfolio ManagementLehigh University Master In Financial Engineering Jun 2023 - PresentBethlehem, Pennsylvania, United StatesSponsor: Hamilton Lane, Inc | Goal: Optimizing the weight of portfolio and minimizing the transaction cost-Awarded top project at Lehigh Summer Expo 2023-Created a model using Python (Pulp) that optimizes Investment Portfolios considering risk-adjusted measures (VaR, MAD, Calmar Ratio, Sharpe Ratio) for Fama-French Three Factors-Utilized optimization tools to achieve the desired factor exposures, minimized error terms, and transaction costs-Optimized portfolio beta by constructing index future derivatives hedging strategy
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Corporate-Sponsored Project Member-Interpretability Of A Supervised Learning-Based Trading StrategyLehigh University Master In Financial Engineering Aug 2022 - PresentBethlehem, Pennsylvania, United States• Utilize explainable AI tools such as SHAP, LIME, ELI5 to resolve the Black box issue in Machine learning• Test a base model of 10 years historical Bitcoin prices data• Examine base model for Feature Engineering, and calculate additional parameters RSI and EMA• Research, modify, and implement Explainable AI tools determine which factors are driving the Bitcoin prices• Develop an interactive Dashboards to analyze the factors in detail
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Corporate-Sponsored Project Member-Crypto Data Testing And Trading StrategyLehigh University Master In Financial Engineering Jan 2023 - Sep 2023Bethlehem, Pennsylvania, United StatesSponsor: TokenMetrics | Goal: Test crypto data API and provide feedback, build a crypto trading strategy• Test Crypto data API by applying to previous machine learning project and provide feedback• Build a Bitcoin indicators database with all parameters and contribute to the quant analysis• Apply machine learning techniques to analyze the feature importance for further strategy research
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Data Science Intern247Lytics May 2024 - Aug 2024San Francisco Bay Area-Consolidated risk rating documents, maintained anomaly detection models, and generated reports to support higher management decision making in support of client consulting -Led a data integrity project analyzing 27,910 data points from the general ledger, identifying outliers across 54 accounts to enhance transaction risk monitoring and improve overall data accuracy-Engineered a cloud-based data processing pipeline utilizing AWS to efficiently manage and analyze Electronic Health Records (EHR) data, leveraging the MIMIC dataset to train and deploy advanced machine learning models
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Credit Risk AnalystJpmorganchase May 2023 - Jul 2023-Engineered an advanced FICO score bucketing system for over 100,000 mortgage records, enhancing model performance by 15% in predicting loan default probabilities and improving capital allocation strategies-Developed and optimized a maximum likelihood estimation (MLE) algorithm, creating 10 distinct risk buckets for FICO scores that increased the accuracy of PD (Probability of Default) estimations by 20% compared to standard binning techniques-Mapped FICO scores into 10 risk-adjusted categories, providing the risk team with actionable insights to better forecast defaults on an over $500 million mortgage portfolio, effectively improving risk management and decision-making processes -
Fixed Income Analyst| Bond Portfolio ProjectFox School Of Business At Temple University Jan 2022 - May 2022Philadelphia, Pennsylvania, United States• Construct a portfolio of government, agency, MBS, and investment-grade corporate bonds• Utilize Bloomberg Terminal for tracking and analyzing portfolio performance through the semester versus GVI benchmark• Develop a Ladder Strategy based on the performance as the weekly rebalance motivation• Successfully outperform than the benchmark with an active return of 55.12 of alpha and a curve return of 69.9 bps -
MemberTemple Finance Association May 2020 - May 2022Philadelphia, Pennsylvania, United States -
Operational Risk ConsultantTemple University Aug 2021 - Oct 2021Philadelphia, Pennsylvania, United States• Provided technical assistance to all Temple faculty and students in computer lab for cybersecurity setup• Supported risk operation and management for IT&Tech department -
Finance Product Intern, Asset Securitization DepartmentChina Development Bank Jul 2019 - Sep 2019Beijing City, ChinaFinance Product Intern, Asset Securitization Department• Assist with portfolio manager in preparation of fund data by using fund trusteeship system• Renovate credit asset securitization project report data, update maintenance risk screening, and classify asset quality• Proofread the data of financial statements in the securities Investment Fund custody business management system• Track and contact branches to amend income flow section in financial services progress sheet• Check financial report items using Excel and Bank system
Sisheng Liang Education Details
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Financial Engineering
Frequently Asked Questions about Sisheng Liang
What company does Sisheng Liang work for?
Sisheng Liang works for Pledge Capital Llc
What is Sisheng Liang's role at the current company?
Sisheng Liang's current role is Portfolio Analyst.
What is Sisheng Liang's email address?
Sisheng Liang's email address is si****@****ple.edu
What schools did Sisheng Liang attend?
Sisheng Liang attended Lehigh University, Fox School Of Business At Temple University.
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sisheng Liang
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