Wei Sun Email & Phone Number

Fairfax, Va, Us

New York, Ny, Us

Investment banking analytics, payments operations, big data modeling, debt/equity capital market analytics, shareholder base analysis.

Mclean, Va, Us

• Developed and implemented incremental model update algorithms using Unscented Kalman filter and distributed optimization algorithm for mortgage prepayment model auto update on monthly performance data.• Supported MBS trading via stress testing, portfolio analysis and impact comparison with dealer models.• Built up big data and modeling platform with Apache Spark using internal cluster and external vendor infrastructure including AWS.• Standardized loan level data extraction, assembly, variable naming consistency, and feature generation for multiple modeling purposes. • Established visualized data dictionary.• Managed multiple data projects including STACR, CAS, coreLogic, etc.

• Maintained and developed object tracking algorithms based on different radar configurations. Provided customized output features such as blind zone alert, close vehicle warning, etc. Applied machine learning methods to improve classifications on noise radar detections.• Analyzed and visualized both vehicle and radar real-time data for continuous tracker improvement and R&D pipeline implementation. (Tableau, Matplotlib, Delphi-owned GUI tools)

East Hartford, Ct, Us

• Maintained data integrity and consistency with focused cleanup initiatives for business unit’s data files; • Derived higher order features from original variables for diagnostic problem and analyzed the core drivers of the failures.• Provided various data visualizations for management team’s insights.• Conducted data-driven analysis to guide lab simulation.• Proficient in using Python for large-scale data check, importing into and retrieving from database, and using scikit-learn for machine learning tasks.

Fairfax, Virginia , Us

• Achieved scalability in order of magnitude by developing efficient trade-based asset model using dynamic junction tree for https://SciCast.org/, a combinatorial prediction market for science & technology forecasting. • Led extensive software testing using manual, equivalent class partitioning, randomized cases, regression set, and simulation, in automatic robot framework.• Improved market performance by auto-trader using Kelly rule optimization trading tool with demonstrated asset gain in simulation.• Led research, prototyping, implementing, then worked with software engineering team to deliver the final production system for prediction markets. • Increased estimate accuracy and computational efficiency using distributed probabilistic inference algorithms for mixed discrete and continuous model.

Chicago, Il, Us

• Created demand forecasting model for airlines revenue management using probabilistic graphical model Bayesian networks, and customized the model for different United Airlines flights.• Developed discrete choice model for alternative itineraries across airlines using logistic regression• Analyzed market behaviors and developed customer segmentation model for yieldable and priceable demands with better estimates.• Excellent skills for data extraction, pre-processing, data cleaning, statistical analysis, using SQL and SAS.

Fairfax, Virginia , Us

• Inference algorithm for hybrid Bayesian networks with mixed discrete and continuous variables.• Nonlinear filtering method comparison• Gaussian mixture models, importance sampling methods, Monte Carlo Simulation

Phd, Operations Reseach

Ms, Operations Research

Bachelor'S Degree, Electrical Engineering