Dynamic Product Ads (full stack)

AdTech org. Ad Insights team.

Led the design and implementation of AdTech Events Service that collects data at all stages through Ads life cycle.

Reviewed and improved the monitoring and alerts for AdTech Events Service.

Led the cross-functional deep dive session for sampling service and created engineering requirement document

Pandemic Credit & Data Analytics Product

• Analyzed the cross-industry multi-period impact of Covid-19 on the credit quality of public firms in the North America and Europe

• Validated the model performance of rating transition by comparing with rating agency actions in Q1 and Q2 of 2020

• Collaborated with colleagues on the development of an Excel and R-based utility that analyzes probability of default and rating transition

Portfolio Studio

• Principal Developer of PortfolioStudio, Newly Launched Cloud-based Credit Portfolio Management Product

• PortfolioStudio integration with AWS S3, GitHub, Domino API and Moody’s SSO service

• 1st Prize in 2018 VHK Innovation Award of Technology and Process under Enterprise Risk Solutions (ERS) Research

• Multi-period macro-economics scenario analysis

• Optimal asset allocation by Mean-Variance, maximum sharpe ratio & Risk Parity Allocation

Structured asset data and analytics

• Analyzed 30 years of Collateralized Loan Obligations (CLO) data with focus on concentration risk

• Developed and maintained the ETL process for structured asset data delivery

• Developed an end-to-end automation tool based on Python for the financial testing process

• Analyzed the Probability of Default and Expected Loss for the credit portfolios of banking clients under stress test scenarios

• Analyzed the consumer credit portfolio using SAS and SQL and provided visibility into delinquency and default by age, income, BTI, utilization and etc

• Automated daily and monthly reports using SAS and VBA

• Prepared slides for monthly management meetings on risk