I build the SunPower Financial (SPF) Data Science team with two main functionalities:1. Business Intelligence (BI).• Building centralized Snowflake data warehouse for SPF.• Integrating data from different sources using Fivetran, DBT, S3, Prefect, etc.• Developing automated Weekly Business Reports and interactive business dashboards.• Enabling self-service data need of the org.2. Analytical Modeling. It provides scientific solutions and services to optimize business and credit decisions for SunPower to offer financial products to customers. We design and deploy highly performant Statistical, Mathematical and Economic models and systems, as well as conduct relevant scientific analyses in depth to drive business growth, maximize economic profit, while optimizing portfolio risk and strong model governance. Main science area includes:• Business Growth Science: supporting customer acquisition and product offering by developing predictive models and dashboards to help make better business decisions. • Capital Markets Models: optimizing the allocation of Loans and Leases to different facilities by maximizing the portfolio revenue while meeting different concentration limits.• Risk Management: managing customer delinquency risk at the portfolio, segment and individual level, by developing Forecasting and Early Warning capabilities to monitor business risk outlook; monitoring dealer risk by developing dealer risk scores.• Credit Decision Science: building the best-in-class Credit Decision Models at the individual customer level, using science to drive optimized decisions based on credit risk and other characteristics through credit product lifecycle.

Amazon Business Payment - Lending Invoicing. • Conducted credit product loss metric analysis and goal setting.• Led team to build Early Warning System to monitor portfolio risk.• Led team to forecast credit product volume and loss rate for business planning.• Led Model Risk Management guideline setup and implementation across research and engineering team.• Act as science consultant/reviewer in research team.

Amazon Business Payment - Lending Invoicing. • Built in-house credit assessment for Germany Amazon Business Pay-by-Invoice from ground.• Developed expected loss model for WW Amazon Business Pay-by-Invoice.• Built portfolio health monitoring and loss rate estimate during COVID pandemic period.• Causal analysis for credit assessment system delay on customer behavior.• Analyzed portfolio vintage loss rate and illustrated short-term and long-term loss effect.

Amazon Business Payment - Lending Invoicing.

• Develop factor models and market risk dashboard to aggregate and predict market information• Automate option data and strategy screening reports• Monitor tail risk hedging portfolio and provide volatility analysis as well as derivative strategies• Develop equity signal model using fundamental valuation factors• Research on algorithm trading strategies and develop systematic trading tools• Identify data needs and develop an extensive database for enhancing capital markets research• Build quantitative models and strategies with a framework for back-test using statistical programs across multiple asset classes

• Streamline and automate volatility analytics, correlation analytics and option strategy analytics dashboard• Actively backtest and monitor currency hedging strategies• Monitor and apply scenario tests on tail risk hedging portfolio, and analyze the portfolio strategies• Analyze portfolio liquidity with different scenarios, and determine the alert zones.

• Assisted in preparing loan documents and loan report• Helped to take due diligence on customers guided by procedures• Maintained all credit documents and database, and did statistical analysis

Professor Hengjin Cai, Supervisor• Led team to employ GARCH Monte Carlo exotic option pricing models and develop investment strategies• Led R&D Group to employ optimization programming methods to construct stock pools, and develop replicating algorithm with Copula Theory• Analyzed people's uploading and commenting activities on Chinese online video website with statistical models• A paper titled "Copula-Garch Analysis of Chinese Stock Market Dependence Structure" was published on Advances in Intelligent and Soft Computing, 2012Professor Hongfeng Peng• Analyzed the relationships among CO2, FDI and GDP in different provinces of China with the Panel Granger Causality Methodology