quantitative analyst/data miner/data modeler/marketing analyst/SAS pro (Seattle, WA)

• Analytical, results-driven professional with skills in quantitative analysis, data mining, data modeling, database marketing analysis, and SAS programming.
  
• Analysis: Utilized SAS (BASE / STAT) to fit regression model and polynomial models; applied variable selection methods, high leverage and high influence points detection, multicollinearity diagnostics, residual analysis, “lack of fit” testing, and variable transformation algorithms; Defined objective, researched plan, collected and analyzed data, and completed reporting.
  
• Data Mining: Applied data set to classify valuable customers. Completed CRISP-DM template using Neural Network, Decision Tree, and Logistic Regression models. Used SAS(Enterprise Miner, BASE, Macro), Matlab, and Excel spreadsheets.
  
• Data Modeling: Practiced diverse models, including Neural Network, GARCH, and ARIMA, in forecasting stock future volatility and price. Designed various trading strategy models. Implemented models to perform trading simulation, testing, and results comparison.
  
• Database: Experienced in the database design, development and administration based on MS SQL Server 2005/2000/7.0, MS Access. Employed SQL and VBA to do daily data analysis based on SQL Server and Access. Highly Proficient in SQL programing.
  
• SAS: Imported, validated, and integrated data from various data sources into SAS, MS SQL Server, manipulate and transform data, combine data sheets, create basic detail and summary reports, and identify programming logic errors. Created statistical models using SAS (BASE, STAT, ETS, MARCO, GRAPH, IML).
  
• Finance: Time Series Forecasting, Fixed Income, Risk Management, Portfolio Management, Derivative Pricing.
  
• Computer skills: SAS, SQL, SQL Server, Delphi, MS Office including Word, PowerPoint, Excel and Access, VBA, C, C++, VB.Net,.

• SAS Certified Professional
  
• Microsoft Certified Professional (MCP for SQL Server 2000)

• OMAX CORPORATION, WA
  Software Engineer (2006)
  • Applied full text search to get useful information from huge amount emails;
    
  • Design database structure;
    
  • Developed user friendly interface to present statistical analysis using SQL and Delphi;
    
  • Created functions, procedures, views by using TSQL;
    
  • Transformed data using SSIS, BCP utility;
  
  
• UNIVERSITY OF MISSOURI – Rolla, MO (2003 to 2005)
  Graduate Research Assistant– Laboratory for Investment and Financial Engineering (2003 to 2005)
  • Used Neural Network, GARCH model, ARIMA model, and other mathematical and computational techniques to forecast stock future volatility and pricing;
    
  • Employ technical indicators to design trading strategy models;
    
  • Implemented utilization of existing models to perform trading simulation, test, and results comparison;
    
  • Undertook MasterCard data mining project to do cluster analysis and discriminant analysis to support bank’s credit card marketing campaign.
  
  
• CHONGQING LIHUA AUTOMATIC TECHNOLOGY INSTITUTE – CHONGQING, CHINA
  Data Analyst / Software Engineer - Marketing Department (1999 to 2002)
  • Experienced SQL Server 2000/7.0 software installation, database optimization, database maintenance, backup, restore, and security administration;
    
  • Designed and developed SQL Server database structure and data queries and reports creation;
    
  • Used spreadsheets, charts, as well as statistical functions, macros and advanced optimization functions in Excel for daily work.
  
  
• YUNNAN YUNYUAN HYDRAULIC-ELECTRICITY CO., LTD. – KUNMING, CHINA
  Data Analyst (1996 to 1999)
  • Developed MS Access database infrastructure;
    
  • Collected daily manufacturing, storage and out products data for water pipe;
    
  • Compiled and delivered daily products situation report to manager of Manufacturing Department;

• Master of Science in Engineering Management; Specialization: Financial Engineering (2005). UNIVERSITY OF MISSOURI-ROLLA – Rolla, MO. GPA: 3.9/4.0
  
• President and Member, Toastmaster Club; Member, Financial Engineering Association
  
• Thesis: The Use of Neural Networks, GARCH Models and the Bollinger Bands Technical Indicator for Stock Trading Decision-Making
  
• Bachelor of Science in Wood Science and Technology; (1996). NORTHEAST FORESTRY UNIVERSITY – CHINA
  

• Dong, Yanqiong; Enke, David; and Dagli, Cihan. “A Modified Trading Strategy Model Combining Neural Network with Bollinger Bands Technical Indicator”, published in ANNIE 2005 Conference.
  
• Dong, Y; Tyler, L.J.; Summers, D.A.; and Johnson, M. “Experimental study of Particle Velocity Measurement in Abrasive Water Jet Cutting in Nozzle and Jet Stream using Multiple Sensing Elements”, published in 17th International Conference on Water Jetting
  

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