William Kong Email & Phone Number

New York, Ny, Us

New York, New York, United States

» Developing code in C++ and Python for large-scale differential privacy algorithms

Oak Ridge, Tennessee, United States

» Developed code in C++ and Python for the nationally-sponsored large-scale sparse grids library TASMANIAN (https://ornl.github.io/TASMANIAN/stable/)

Mountain View, California, Usa

» Developed code in C++ and theory for a published paper [1] in NEURIPS 2020[1] Kong, W., Krichene, W., Mayoraz, N., Rendle, S., & Zhang, L. (2020). Rankmax: An Adaptive Projection Alternative to the Softmax Function. Advances in Neural Information Processing Systems, 33, 633-643.

Mountain View, California, Usa

» Developed code in Python and C++ for use in a published paper [1] in ICLR 2019.» Investigated several auction design mechanisms for use in Google's internal Market Ads.[1] Kong, W., Liaw, C., Mehta, A., & Sivakumar, D. (2018, September). A new dog learns old tricks: RL finds classic optimization algorithms. In International Conference on Learning Representations.

Toronto, Ontario, Canada

» Developed code to generate datasets, build generalized linear models (GEEs, GLMs), and validate results for Basel II Pillar I requirements in SAS EG» Designed new sampling methodologies in SAS EG and IBM's DB2 server and process flows for macroeconomic stress test requirements dictated by OSFI and enterprise wide stress tests within TD» Performed ad-hoc statistical analysis in SAS EG on existing TD portfolio segments to evaluate credit quality over points in time, through the effects of seasoning, and origination effects» Optimized several existing production macros in SAS by reducing redundant procedures and updating legacy sampling methodologies resulting in many processes to decrease from 1 day of runtime to 1 hour of runtime

Toronto, Canada Area

» Developed production-ready code and macroeconomic models in SAS and R for use in Basel II and Dodd Frank Act risk reporting as well as internal and regulatory retail credit risk stress tests» Created in-house algorithms and models to test the validity of Basel II and III retail risk-metrics using SAS and R» Designed several SQL and SAS data queries to create aggregate data models and validation datasets» Produced technical documentation for various risk metrics models as well as internal and regulatory stress test procedures

Toronto, Canada Area

» Validated and audited credit risk models using SAS and R» Developed custom benchmark models and numerical algorithms to test the validity of Basel II and Basel III retail risk-metrics using time series analysis and R» Designed multiple R queries to perform aggregate data and statistical analysis

Toronto, Canada Area

» Developed VBA Excel and Access macros to optimize periodic risk reports by up to 61% in time efficiency and up to 99% in memory efficiency» Implemented and tested new business intelligence dashboards using Tableau Desktop which were presented to senior management » Programmed R scripts to validate and transform monthly data used in TD's front end risk metrics » Designed multiple SQL queries and VBA macros to perform data regression and variance analysis

Toronto, Canada Area

» Developed and improved on existing spreadsheets and macros, in Excel and VBA, to speed up several calculation processes by up to 50%» Calculated and analyzed actuarial valuations of pension figures for 3 teams covering 8 clients» Completed and revised requested special calculations and year-end annual reporting projects» Performed data validations on Morneau Shepell’s internal databases to ensure client data integrity

Etobicoke, Canada Area

» Provided assistance to faculty on all LMS software including Blackboard, Mimio, Wimba, Wiki, Podcast, CampusPack, TurningPoint and Respondus» Offered general assistance to faculty on MS Office programs» Updated help documents, data input templates and databases» Scheduled and organized appointments » Answered general inquires on the phone or via email» Facilitated workshops on LMS software» Modified existing Blackboard websites using Dreamweaver CS5's WebDAV feature

Doctor Of Philosophy - Phd, Operations Research

Master Of Science - Ms, Computational Science And Engineering

Bachelor Of Mathematics - Bmath, Mathematics

Activities and Societies: Mathematical Finance Student Association, President and Vice President of Finance (2013, 2014)