Xuan Yang Email & Phone Number

New York, United States

• Built credit risk models for CCAR/CECL requirements• Performed data preparation and feature selection, used SMOTE to handle imbalanced classification dataset• Built probability of default (PD) model using LASSO, Random Forest, Gradient Boosting Tree, and XGBoost Tree, achieved AUC up to 0.85 (R, Python)• Built exposure at default (EAD) model and loss given default (LGD) model using LASSO (R, Python)

Shanghai

• Grabbed large transaction data from JoinQuant API and cleaned data to help build high-frequency trading (HFT) system (Python, SQL)• Enhanced HFT system by defining quantitative factors as trading signals to maximize return for customers, used dynamic position management as stop-loss strategy to reduce maximum drawdown (R, C++)• Back tested on half a year's historical data and achieved sharp ratio of 4 and return of over 420,000 RMB

Shanghai City, China

• Collected financial data from Wind and built multi-factor model to select companies with high potential growth (Python)• Conducted research on underlying companies, upstream and downstream industries• Forecast financial performance and stock price for target companies using Gordon Growth Model (Excel)• Wrote high-quality report and presented to customers

Shanghai

• Identified comparable assets based on company size, number of workers, revenue, etc., and used relative valuation method to determine the value of private companies

Master'S Degree, Quantitative Finance And Risk Management, 3.57

Bachelor'S Degree, Information And Computing Science, 3.64

Activities and Societies: Secretary of Art Department

Minor, Statistics - Finance Orientation, 3.64