Data Science Intern
- Constructed cash flow model for a Collateralized Loan Obligation deal in VBA and improved computing speed by 10 times.
- Communicated with the client to add new features, adjust the cash flow structure and apply proper stressing based on client’s request. Finished model was delivered to the client and used by credit rating agency.
- Pulled data from websites into Excel by using web crawler and performed data validation and cleaning by using MySQL.
- Deployed mapping algorithm in Java to predict credit rating for each loan based on its credit spread and integrated into the internal analytics platform.