Academic Positions

Edmund J. James Scholar Research Assistant

Illinois Risk Lab

Jan 2018 – Dec 2018 Champaign, IL

Worked on multiple projects, one of which is supported by the James Scholar Preble Research Scholarship (2018):

Actuarial Statistics [Supervisor: Prof. Runhuan Feng]: Researched and drafted a report on an efficient nested Monte Carlo simulation method inspired by bootstrap importance sampling
Financial Mathematics [Supervisor: Prof. Runhuan Feng]: Undergraduate senior thesis on guaranteed minimum maturity benefit variable annuity policies
Actuarial Statistics [Supervisor: Prof. Runhuan Feng]: Created visualizations and exercises for An Introduction to Computational Risk Management of Equity-Linked Insurance
Actuarial Mathematics [Supervisor: Prof. Ying Wang]: Summarized literatures on capital allocation principles, and compared these methods using numeric simulation with copula package in R

Industry Experience

Full-Time Employment

Associate Data Scientist

Uptake Technologies, Inc.

Jan 2019 – Present Chicago, IL

Industrial Data Scientist on the Energy Vertical Team - 2019 Q3 Data Science MVP Tools Used: R, Python, Bash, Unix OS, Swagger, MS Office Suite, G Suite

Research, build, and deploy statistical/machine learning models for reliability-and-productivity-based preventative maintenance
- e.g., classification of failure modes, survival analysis of component lifetime, regression and timeseries models on energy generation
Designed and maintain a PostgreSQL database with Timescale extension for storing intermediate model results
Develop and support data science codebases (mainly R packages) for general utilities, visualization, DevOps, and database I/O
Collaborate with Engineering and Product teams to build new applications, test model market fit, and manage customer relations

Internships

Actuarial Property and Casualty Research Intern

State Farm Research and Development Center

Aug 2017 – Dec 2017 Champaign, IL

Functioned as SAS Developer Tools used: SAS Studio, SAS Visual Analytics, XML, Apache Velocity, MS Office Suite

Developed and tested a SAS-based tool with graphical user interface for multivariate analysis in property and casualty ratemaking process, which will be used by actuarial analysts for company-wide pricing
Improved code readability and maintainability by consolidating frequently used snippets into Apache Velocity and SAS macros
Optimized user experience (UX) design through discussions with a focus group consisting of actuaries in different lines of business
Documented programming logs with unit tests for future developers and user’s guide with tutorials for actuarial analysts

Advisory Intern

Deloitte Transactions and Business Analytics LLP

Jun 2017 – Jul 2017 New York, NY

Summer intern in Regulatory and Operational Analytics practice Tools used: SAS, SQL, MS Office Suite

Validated customer profiling analyses and remediation waterfalls for a major banking client using SAS PROC SQL
Managed hundreds of SAS datasets in Windows OS and coded macros to generate summary reports using SAS DATA steps
Documented data analytics results in diagrams, charts, and data narratives to communicate with non-technical professionals