youguangliu

I'm a data scientist/machine learning expert/software engineer with more than 10 years of professional experience.

[Key Skills]:
Machine Learning/Data Analytics/Big Data:
• Proficient at Python/R/SQL and visualization tools
• Proficiency in research, data and analytical processes
• Decent knowledge in statistical and modeling methodologies and applications
• Decent knowledge in cloud-based architecture, databases, data pipelines and models
• Solid knowledge and working experience of Data Mining/Machine Learning(Sklearn based ML algos)/Deep Learning(Pytorch/Tensorflow/Keras and etc framework based NLP/Image Processing algos development)
• Solid knowledge and working experience in developing applications based on Hadoop/Spark big data platform

Computer Programming:
• Proficient at Python, R, SQL, C/C++, SQL, Shell Script
• Familiar with Linux Kernel OS, Network Protocol, OO Design Pattern, multithreaded programming
• Knowledge of STL/Boost library, FIX (FAST-OPRA Version3) Protocol, QuantLib and etc.

Financial Engineering:
• 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.
•Blockchain development based on Hyperledger Fabric.

[Professional Certificates]:
• Udacity Certified Advanced Level NanoDegrees:
1) Data Scientist Nanodegree
2) Computer Vision Nanodegree
3) Natural Language Processing Nanodegree
4) Deep Reinforcement Learning Nanodegree

[Working Experience]:
Senior Data Scientist | CIB Financial Technology Inc. January 2014 - Present
• Build Bond/ABS related business models using both Financial Engineering and Big Data Technology, including Credit Risk Analysis(Merton’s Model), Macro Economics/Industry analysis and etc.
• Build Models(Decision Tree/SVM/Neural Networks/Word2Vec for NLP project) for Internet Financial Risk Management using Python/R based on Spark/Hadoop Platform
• autoML tool development based on NNI engine
• YoloV5 based algorithm development and deployment used in retail business
• Build knowledge based chatbot using Bert/Jieba/Spacy/Neo4j and etc.
• Blockchain application development used for supply chain based on Hyperledger Fabric.
• Team management, Vendors coordination.

Quant | WorldQuant LLC. (Hedge Fund) September 2008 - January 2014
• Familiar with WorldQuant’s “WQSim” Alpha strategy simulation platform. Participate in Data Manager Part development
• SVM(Support Vector Machine Regression) Algorithm C++ Wrapper Implementation
• GSL Algorithm C++ Wrapper Implementation
• FIX (FAST-OPRA Version3) Protocol implementation
• Build High Frequency Low Latency Trading Sytem using stat arb strategy/AI related technology and etc.
• Sentimental Analysis used in quantitative strategies
• Trading related algorithms development on GPU platform to speed up the calculation
• Daily/Intraday tickdata(equity/options/futures) Datamanager(Market Data) Development using C++/STL
• Fundamental(WorldScope/Compustat/RKD) Financial Market
Data(Datamanager) Development using C++/STL
• Barra Risk Financial Market Data(Datamanager) Development
• Machine Learning based Alpha Strategies Development
• Code & Algorithms Optimization for previous projects
• Helping Portfolio Managers to design the strategies and provide programming solutions

• Assistant Manager | Fujitsu September 2001 - May 2007
• Linux Kernel2.6 based driver tuning customization based on Fujitsu’s FR–V 32bit CPU.
• FR–V (32bit CPU) Media Middleware Solutions: Using C++ language to develop the mux/demux part of the middleware to synchronise the Audio/Video Codec data stream. Profiling, tracing, optimising and debugging
• Ethernet driver, Client/Server architecture application layer software development for FR–V network solution.
• Team building, Project management