Work experience

Amazon, Forecasting Science Team, New York, NY, 2019 - Present
- Forecasting Team Lead, Senior Applied Scientist
- Lead the team’s AI/ML research efforts on developing cutting edge deep learning forecasting models for direct revenue-impacting supply chain operations
- Drove successful deployment of a few large-scale ML solutions by leading the efforts with engineers/ product managers across multiple teams/organizations
Morgan Stanley, Equity Option Trading Desk, New York, NY, 2017 - 2019
- Quantitative Strategist
- Built analytics tools for optimizing real-time trading decision used by equity option trading desks
- Developed data visualization and analytics dashboards in Java and Python regarding volatility fitting metrics, market positions, client orders and volatility trading signals
- Improved the Kalman Filter algorithm used in production for volatility surface fitting based on intraday options/futures market data
Bloomberg, Cross-Asset Derivatives Team, New York, NY, 2014 - 2017
- Quantitative Analyst
- Developed analytics tools for various financial derivatives pricing functions in the Bloomberg terminal
- Improved various analytic approaches in the C++ quantitative analytics library including PDE and Monte-Carlo based prcing functions

Education

Ph.D in Statistics, Johns Hopkins University, Baltimore, Maryland, 2014
M.S. in Applied Mathematics, Johns Hopkins University, Baltimore, Maryland, 2010
B.S. in Mathematics, Sichuan University, Chengdu, China, 2008