Profile

Solid background in statistics and applied mathematics, with emphasis on survival analysis and numerical techniques of integral approximation. Experienced in quantitative methods of commodity/security trading and portfolio management. Skilled in design and implementation of statistical models using high-level programming languages and industrial software.

Education

Ph.D. in Statistics, University of California, Santa Barbara, CA,

06/2008 expected
Dissertation: Hormone pulse detection analysis and the MCMCSAA algorithm

M.Sc. in Mathematics, University of Florida, Gainesville, FL,

05/2003

B.Sc. in Applied Mathematics, Shanghai Jiaotong University, Shanghai, China,

07/2001

Professional Experience

Summer Intern as Quantitative Analyst, Quicksilver Trading Inc., Santa Barbara, CA

06/2007~09/2007

Measured performance of a commodity portfolio: calculated risk-adjusted compounded average returns; proposed different evaluation measures, such as upward half standard deviation, and implemented these measures using C/C++; and evaluated different trading model parameters.

Summer Intern, Eli Lilly and Company, Statistics Department, Indianapolis, IN

06/2006~09/2006

Improved the coverage of the Confidence Interval of the PK model with bootstrap methods: implemented bootstrap techniques, such as bootknife method; programmed using R and NONMEM to fit nonlinear mixed effect models; constructed different bootstrap confidence intervals such as the Bootstrap-t interval, the percentile, BC, BCa (Bias-corrected and accelerated ) C.I.s; and learned about drug development, pharmacokinetics and the pharmaceutical industry.

Summer Intern as Quantitative Analyst, Quicksilver Trading Inc., Santa Barbara, CA

06/2005~09/2005

Improved performance of a commodity trading system by 5%: created an asset allocation decision based upon the mean-variance framework, and implemented using Matlab and S-Plus; evaluated the efficient frontier (EF) model using Matlab/S-Plus; programmed in C++ to calculate technical indicators and generate trading sheet.

Graduate Student Researcher, University of California, Statistics & Applied Probability, Santa Barbara, CA

01/2005~present

Work on analysis of hormone secretions and their generating mechanisms: develop new Frailty models for pulse generating mechanisms; approach the intensify function using the mixed effects model; obtain estimators of the intensity function using the penalized likelihood (PL); and program using R and C to implement Stochastic Approximation (SAA) Markov Chain Monte Carlo (MCMC) to approximate integrals and conduct experiments.

Summer Intern, HSBC (China), Operation Division, Shanghai, China

08/2004~09/2004

Categorized and summarized regional operations cost and productivity index, conducted statistics analysis on reports of each division and branch, measured the efficiency of operations, and prepared reports to corporate management.

Teaching Assistant, University of California, Statistics & Applied Probability, Santa Barbara, CA

09/2003~present

Served as a teaching assistant in undergraduate-level and graduate-level courses: Statistics, Statistics with Economics and Business Applications, Probability, Statistical Theory, and Time Series; Served as a consultant for the Statistical Consulting Laboratory, and gave advices on planning data collection, choosing effective methodology, implementing algorithms, and interpreting results using proper statistical approaches.

Teaching Assistant, University of Florida, Mathematics, Gainesville, FL

08/2001~05/2003

Served as a teaching assistant in undergraduate courses: Pre-calculus Algebra, Calculus I, and Survey of Calculus I.

Awards

2004, UCSB Statistics & Applied Probability Department Abraham Wald Prize (Top 1 in the Ph.D. qualifying exam).
2003, and 2002, UFL Mathematics Department Outstanding Academic Accomplishment Prizes.
2001, 2000, and 1999, Shanghai Jiaotong University Renmin Fellowships.

Skill Summary

Programming languages: C/C++, and UNIX C Shell.
Statistics and mathematics software: S-Plus/R, SAS, NONMEM, Matlab, and Mathematica.
Computer platform: UNIX/Linux, Windows, and Mac OS.

Languages

English: excellent working knowledge.
Mandarin: native language, and speak fluently in Shanghai dialogue.
Korean: elementary level.

Contact: Contact information available to DataShaping clients.

URL: www.datashaping.com/resumes16203r.shtml
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