wei yu

senior machine learning engineer

About

My backgrounds of Mathematics, Economics and Statistics grant me strong and rigorous problem-solving ability. I am a detail-oriented and data-driven analytical person that can handle multi-tasks, time-pressing and complex situation. Also, I am trained to have excellent interpersonal and communication skills to express insightful findings in a comprehensive but simple way to my clients. Well experienced in many group projects and researches, I have a clear sense of the power of teamwork and how to perform my own attributes in my team. I have deep knowledge in many analytical techniques such as linear regression, time series model, data mining and nonparametric modeling. I also have working experience with software like R, SPSS, MySQL, Excel, Tableau and Python. But learning is unlimited, I am eager to devote myself in learning new techniques and tools both independently and in a team environment. In a few meetings, you will find me as an enthusiastic, open-minded and reliable person.

Country

united states

City

new york

Industry

broadcast media

Skill

python, qlik sense, postgresql, r, spss, statistics, data mining, tableau, time series analysis, decision trees, logistic regression, mysql, microsoft office, microsoft excel, leadership, mathematics, financial analysis, data analysis, teamwork, powerpoint, microsoft powerpoint, sql, digital media, online advertising, amazon web services, amazon redshift, amazon ec2, emr, spark, linear regression, support vector machine, random forest, pca, deep learning, neural networks

Experience

data scientist - analytics and insights

the weather company, an ibm business

2016-5 - 2018-4 · 2 yrs

Support Programmatic (RTB) and Premium (B2B) advertising businesses on Watson Advertising Platform. Develop and maintain data ETL pipelines, stay informed of changing business rules to ensure up-to-date and great quality data, automate routine data processes and develop internal tools for data analysis in Python. Build time series model to forecast weekly impressions and revenues. Improve the model performance by conducting severe weather impact analysis, yielding more accurate results (7% of variance) than Google’s DFP and YieldEx forecasting tools. Collaborate with data scientists creating the Programmatic Pricing Tool that optimizes price floors and maximizes revenue in open auction business. Design algorithms to forecast high-value periods using random forest and gradient boost models. Create QlikSense data visualization apps and dashboards for the entire company and stakeholders.

senior machine learning engineer

didi chuxing

2018-4 - Present · 8 yrs 6 mos

financial institution analyst

china merchants bank

2015-9 - 2016-4 · 8 mos

Assisted senior commercial banking analysts on domestic and cross boarder investment projects. Researched the policy and regularization of Shenzhen QFLP, liaised with potential investors across Shenzhen, Shanghai area. Worked with Financial Institute team on real estate evaluation. Compiled the Cushman & Wakefield appraisal documents, analyzed the portfolio annual cash flow trends and aggregated the panel data in business reports. Generated projects summary statistics and deal teaser data. Compiled the clients’ data applying Monte Carlo Simulation for insufficient information. Made statistical predictions based on time series and regression models.

summer internship

citi

2012-7 - 2012-9 · 3 mos

Worked closely with senior analysts and intern team dealing with loan deferment and mortgage forbearance. Supported in compiling client's data and enhancing the efficiency of partial loan processing program by 15%.

academic tutor

union college

2011-9 - 2012-12 · 1 yr 4 mos

Tutored students in the field of Mathematics, including calculus, linear algebra, discrete method and voting theory; in the field of Economics, including theoretical materials and software applications, such as Eviews.

Education

union college

columbia university in the city of new york

statistics

2014-1 - 2015-1 · 1 yr 1 mo

Final Project, Columbia University, NY Apr 2015  Collected raw data of U.S. Treasury in the past 50 years; applied PCA, GLM and time series tools to analyze the properties of term structure and predicted the future trend. Group Project, Columbia University, NY Apr 2015  Construct a portfolio of 15 bonds from Bloomberg; applied interest immunization methodology to reduce the risk due to interest change of a given pension fund.

union college

mathematics

2009-1 - 2013-1 · 4 yrs 1 mo

Academic Tutor, Union College, NY, Sep 2011 – Dec 2012  Tutored students in Mathematics, including calculus, algebra and voting theory; in Economics, including theoretical materials and regression program applications. Researcher, Mathematics Honors Independent Project, Union College, NY, Sep 2010- Mar 2011  Researched in game theory and analyzed the optimal bid strategy in the sealed-bid-second-price auction.  Presented research findings on Hudson River Undergraduate Mathematics Conference (HRUMC) and at Steinmetz Symposium, Union College Participant of Mathematical Contest in Modeling, Union College, NY, Jan 2012  Led a team of three and constructed a model to simulate the energy structure of a tree. Coded in R to test the efficiency and robustness of the model.  Received Honorable mention on MCM. Made a presentation on HRUMC on Apr 2012.