Stacey (Zhaohua) Yang Email & Phone Number

San Francisco, CA, US

- Tech lead: Women + Connect - Personalized Driver Onboarding experience

San Francisco, CA, US

Driver Onboarding 2.0

New York, New York, US

- Innovation Champion of Annuity Business - Encourage and identify creative ideas and solutions in Annuity Business to better serve our clients.- Present and socialize innovative ideas to broader team in order to gain recognition and support.- Transform and formalize idea to executive plans and delivery them.

New York, New York, US

• Fixed Annuity and Variable Annuity Initiatives, project management
• Initiatives of Portfolio Analytics, Product Classification and Ratings of Annuities
• Cross Carriers Annuities Product Integration
• Annuities Features Analytics including Product level allocation analysis, Strategy level backtest and performance analysis, Income Riders calculator

New York, New York, US

• Fixed Index Annuity and Registered Index Linked Annuuty data model design and implementation in Scala
• Portfolio Analytics of ETF, Annuity and Structured Products, including rating system design and implementation in Python
• Backtesting and Efficient Frontier Engine in Scala

New York, NY, US

• Transferred users error reports into feature-document matrix by Natural Language Processing in Python, filtered out irrelevant words by self-designed rules, increased prediction accuracy by 5%
• Classified error reports into correct categories using classifiers including SVM, Logistic Regression, etc., optimized parameters by grid searching
• Developed a securitized products risk monitor adopted by Model Governance Group, and included real-time market data scraping, zero curves plotting, and risk sensitivities computation

• Developed a group of factor-based trading strategies in Python, and adjusted company portfolio monthly based on factors backtesting performance
• Researched impact of monetary policy on CSI 300 index, applied Vector Error Correction model on M2 index and used Event Study method to adjust deposit reserve ratio

• Conducted research on the Chinese stock market's structure through building Complex Network, verified its underlying assumptions and identified 12 community centroids in R
• Constructed a portfolio based on these centroids, outperformed benchmark index by 10%, compared performance with equal weighted and community structure weighted portfolios

Hong Kong, Hong Kong, HK

• Studied the operation of stock index futures based on the annual yield, basis, adjust date, coefficients of exit and other indices. Used Tinysoft to give the instructions of operation by programming.
• Studied the multi-factor model which includes selection of factors, scoring of securities, and backtracking of historical data.
• Studied the trend of stock using wave theory and moving-average theory and conducted transactions.

New York, New York, US

• Used grey prediction model to predict stock price. Calculated the trigger price of structure investment account. Wrote the report of depreciation of RMB against US dollars.
• Created the asset allocation plans for the prospects according to their needs. Wrote a commercial plan aiming at VIP of travel agency and airlines and did the presentation.
• Mastered the concept of the Wealth Golden Triangle in asset allocation. Introduced the asset allocation ideas to the prospects. Learned about the main products of Citibank. Learned about the sales skills through.

Master Of Science (M.S.), Mathematics In Finance

Bachelor, Computational And Applied Mathematics

Exchange Student, Mathematics

Education record

Other, Computational And Applied Mathematics