Xiao (Ronnie) Guan Email & Phone Number

Santa Clara, Ca, Us

San Jose, Ca, Us

Data Science Analyst at Ads Analytics Team

Redmond, Washington, Us

Data Scientist in the business of Fraud Detection for BingAds and Microsoft Rewards.􀁸 Offline Analysis: cleaned and combined various production streams to create product reports; monitored transaction data of different business segments and detected potential fraud attacks.􀁸 Model Enhancement: analyzed behaviors of data attributes corresponding to different business scenarios; explored extra data attributes and build new machine learning models to improve inline fraud detection rate.

New York, New York, Us

􀁸 Data Extraction: configured download jobs to retrieve data from vendors through FTP/SFTP; composed web scraping programs to extract online data in Python.􀁸 Data Processing: converted a variety of datasets into standard table format and loaded them into SQL Server database; checked data quality and performed anomaly detection analysis utilizing Python and SQL.􀁸 Data Analysis: applied various machine learning methods to analyze trial and production datasets; prepared data analysis reports and conducted biweekly meetings with portfolio managers.􀁸 Event Study: filtered events data of certain types and aggregated them to make Analyst Days Calendar; explored relationships between stock return around Analyst Days and different financial factors using regression and tree models; developed trading strategies on Analyst Days and achieved information ratio of 1.92.

New York, Ny, Us

• Designed programs to retrieve data for interest rates and financial fundamentals associated with each company and performed data cleaning according to production scheme• Implemented core functionalities to calibrate asset levels and volatilities for about 45000 companies• Developed logistic regressions and random forests to predict one-year default probability for each actively traded company and explore additional features to improve model performances

New Orleans, La, Us

• Taught recitation sessions for 45 students in various undergraduate math courses• Graded students’ homework and designed quizzes and exams

Beijing, Cn

• Employed regression trees and time series models in R to predict returns and volatilities of various funds over weekends as well as adjacent intraweek trading days• Created VBA programs to generate summaries of monthly custody scales and revenue• Researched block chain influence on the custody industry and wrote the technical section for Development Report of China Asset Custody Industry 2016

Singapore, Sg

• Investigated closed form solutions for moments of product of generalized elliptic integrals• Explored Fourier series representations of generalized elliptic integrals

Master Of Science - Ms, Mathematics In Finance

Doctor Of Philosophy (Ph.D.), Mathematics

Bachelor'S Degree, Applied Mathematics

High School, General