I'm a data scientist/machine learning expert/software engineer with more than 10 years of professional experience.
I'm a data scientist/machine learning expert/software engineer with more than 10 years of professional experience. I am an expert in machine learning,data science applications.
• Proficient at real time multithreaded C/C++ programming based on Linux Platform
• Familiar with STL, Linux Kernel OS, Shell, Python, R, SQL, TCP/UDP Protocol, OO Design Pattern
• Familiar with Data Mining/Machine Learning/Deep Learning: Logistic Regression, Decision Tree, Neural Networks, SVM, Word2Vec, Natural Language Processing, Keras/Tensorflow, Monte Carlo Simulation, Boost library, FIX (FAST-OPRA Version3) Protocol, QuantLib and etc.
• Knowledge of Hadoop/Spark(Map-Reduce,HDFS,HBase and etc.)
• Familiar with Alpha Strategy Simulation Development Platform, Hedging/Arbitrage Strategies, Quantitative models, Program trading, Asset Allocation and etc.
• Familiar Financial Derivatives (Future/Forward, Option, Fixed Income, Swap/Swaption interest rate derivatives) and asset pricing method
• Knowledge of Market Data (Equity/Barra Financials/Intraday Futures/Options Tickdata and etc) and Trading System Structure.
Senior Data Scientist | CIB Financial Technology Inc. January 2014 - Present
Quant | WorldQuant LLC. (Hedge Fund) September 2008 - January 2014
Assistant Manager | Fujitsu September 2001 - May 2007
• 2007 - 2008 Master of Science (M.S.), Financial Engineering | University of Illinois at Urbana-Champaign
• 1997 - 2001 Bachelor of Science (B.S.), Electronic engineering | Shanghai Jiaotong University
Accept both hourly rate / fixed price