Curious, Leadership, Integrity
Financial Econometrics, Statistics, Machine Learning
SQL, MongoDB, Hive, MaxCompute
Python, R, Linux
- Experience
-
KiwiDrop
[1]
Guangzhou (Remote)
Data Engineer | Data Analyst
2023-01 ~ 2023-12
- Optimized data dashboards that stakeholders relied on;
built a frugal ETL process and data warehouse;
standardized metrics definitions;
set up Looker BI system.
- Pricing model analysis, inventory data analysis,
competitors analysis, and financial income statement analysis.
Starlinke
[2]
Shenzhen, China
Data Center Director | Senior Data Analyst
2020-08 ~ 2022-02
-
Building data infrastructure.
Constructed big data warehouse and BI system from the ground up,
integrated all operational systems,
created Wiki of business knowledge,
clarified definitions of metrics and metrics system,
and designed behavior tracking data schema.
-
Collaboration with business partners.
Led routine and topical data analysis reports, such as user behavior
portrait, inventory analysis, and trend analysis based on product
clustering.
Participated in and designed data-based applications, such as product
placement and recommendation, customer labeling system, automated financial
accounting, and intelligence system.
-
Management.
Organized OKR and reviews, weekly training and workshops, and monthly
one-on-one communications. Cultivated collaborative and productive
environment. Promoted accumulation of procedures and documentation.
Patozon
[3]
Shenzhen, China
Manager of Owned-Shop Department
2019-07 ~ 2020-07
-
Transformed manual procedures into systematic tools; discovered
potential best-selling products via data mining; monthly sales
increased seven-fold in 6 months.
-
The department became an independent company.
Involved in overall management as one of the founders.
Successfully achieved the sale objective and received appending investment.
The company was then acquired by Starlinke.
Senior Data Analyst
2019-03 ~ 2020-04
-
Developed new features and tools to increase productivity, such as
Facebook ads ROAS prediction model, Amazon's new trending product
dashboards, Amazon ads keywords combination tools, accounting data
integration tools, etc.
Yooli
[4]
Beijing, China
Risk management director
2016/10 - 2018/04
-
Designed, developed, and upgraded risk management models and system
solutions. Achieved a fully automatic crediting system based on GBDT
and the lowest default rate in the industry.
-
Led a team of 10 colleagues,
coordinated feature engineering projects,
and organized weekly group meetings and training workshops.
Data analyst (marketing and operation)
2016/05 - 2018/04
-
User classification model (GBDT),
the prediction model of overall investment and withdrawal,
promotion campaign A/B testing,
conversion rates alerting system,
and abnormal advertising pattern detection.
Ping An Insurance (Group) Company of China
Shenyang, Liaoning
Liaoning district, intern
2015/10 - 2015/11
- Education
-
The University of North Carolina at Chapel Hill
Chapel Hill, U.S.
Financial Econometrics, M.S. (Ph.D. ABD)[5]
2007-2014
-
Thesis:
Realized Kernels with Moving Average Noise and Optimal Weights.
-
Research interest: financial econometrics, asset pricing, high frequency
volatility models.
-
Teaching assistant:
advanced econometrics, time series, finance.
Peking university
Beijing, China
Yuanpei Program (College), Bachelor of Economics
2003 - 2007
-
Thesis:
Microeconomic Analysis on the Quota of Microcredit
- Projects
-
Frugal ETL and Small Data Warehouse
KiwiDrop
- A Python implemented ETL process, and a small data warehouse based on
SQLite.
- It enabled data aggregation across scattered business processes,
improved the timeliness and consistency of metrics, and laid the
ground work of building the data warehouse.
Big Data Warehouse
Starlinke
-
Constructed data warehouse based on MaxCompute and DataWorks of
Aliyun. Integrated business data from all related systems. Greatly
improved the usability of data and efficiency of developing data
applications.
-
Developed BI system, user labeling system, accounting toolbox,
product placement, and recommendation based on the data warehouse.
Intelligence System
Starlinke
-
Collected open data from e-commerce platforms, online stores, and
social media, to follow the latest market trends and to support product
development.
-
Utilized image clustering and classification models to extract
popular categories, colors, and elements.
Automatic Crediting System
Yooli
-
Designed credit system workflow and implementation plan with the
developer team. Managed crediting rules, completed development
documents, and implemented some of the modules.
-
Trained and evaluated credit score models (logistic
regression and GBDT); oversaw the deployment of the models; constructed
different models according to various groups of users; accelerated
model upgrades from monthly to weekly.
-
Achieved fully automatic crediting,
continuously improved the performance of the system,
and achieved the lowest default rate among competitors.
R Packages
Yooli
-
Developed and maintained a team R package to simplify and standardize
workflows, including
database interaction with SQL and MongoDB,
commonly used ETL methods,
metrics computation, etc.
Volatility analysis based on high frequency records of DJIA component stocks
UNC
-
Extracted and cleaned intra-daily records of 30 stocks from 1992 to 2013
(TAQ database, 40 billions records).
-
Filtered out outliers and construct price processes with different
sampling frequencies for each stock and DJIA. Built a database and
prediction model of various daily volatility estimators for each
stock and DJIA.
- Skills
-
Programming
Python, R, Matlab, Shell, C/C++
SQL, MongoDB, Hive, MaxCompute
Language
Chinese (native), English (fluent).