YOUGUANGLIU

Bio

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