Wenjun Ma, Phd Email & Phone Number

Wfh - Maryland, United States

Hoboken, New Jersey, United States

• Developed/improved various analytical models/methods and assisted the Product Management Team with implementing online analytical products built upon these models/methods, such as cash flow at risk model, portfolio ranking method, and Takahashi-Alexander distribution model.• Collaborated with MSCI Inc. Applied Research Team on cash flow prediction models, which incorporate fund-level data as well as global economic factors.• Worked closely with Data Management Team to fulfill client’s customized data needs, including but not limited to calculating various financial analysis metrics for multiple groups which are specified by asset classes, vintages, and financial metrics (e.g., IRRs) quartiles.

Lectures:• Held small group machine learning seminars in topics such as linear regressions, tree-based models, and support vector machine• Collaborated with teaching program manager to refine curriculum materials such as slides for MySQL, the foundation of statistics, and machine learning with R• Led homework review sessions in data analysis using R and Python, machine learning theory review sessions, and machine learning labs using R and PythonProjects:•Time Series: Energy Consumption Prediction — Deeply analyzed time series data of energy consumption collected by Pennsylvania Electric. Applied XGBoost with Grid Search, ARIMA, and LSTM to predict energy consumptions•Kaggle Competition: House Prices — Advanced Regression Techniques: Project scope encompassed exploratory data analysis, data cleaning, feature engineering, model selection, and model parameter tuning. Used multiple linear regression, random forest, and gradient boosting techniques• the Blue Nile Web Scraping and Exploratory Data Analysis: Web scraped BlueNile to explore how Carat, Color, Clarity, and Cut affect the diamond price. Performed data cleaning in python and used seaborn, matplotlib and plotly for data visualization

Topeka, Kansas Area

During my internship here, I conducted extensive analyses of income simulations, market risk metrics, and financial instrument value estimates looking for conformity to various reports, including market value, equity duration, key rate duration, value-at-risk, market data population, and prepayment model performance. I reviewed and calibrated newly-released ZMDesk financial models and presented the evaluation results to a market risk analyst group.• Performed analysis on income simulations, market risk metrics, and financial instrument value estimates for conformity to market value, equity duration, key rate duration, value-at-risk, market data population, and prepayment model performance reports. • Calibrated newly released financial models and presented evaluation results to market risk analyst group.• Led project revamping VBA codebase to improve nontechnical troubleshooting in report generation errors.• Reduced director-level daily report generation time by coding automatic data assimilation and cleaning routines.

Doctor Of Philosophy - Phd, Applied Mathematics, 3.9 Gpa

Master Of Science - Ms, Mathematics