Risk Analyst Resume
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HIGHLIGHTS OF QUALIFICATIONS
- Strong modeling experiences including risk modeling in insurance industry, evolution simulation, bacteria population behavior modeling.
- Strong quantitative and analytic abilities.
- Strong experience on C++, SQL, Java, C, Matlab, Perl, SAS.
- Algorithm design, Genetic algorithm.
EDUCATION
Ph.D Computer Science Confidential University
M.S Computer Science Confidential University
B.S. Computer Science Confidential University
PROFESSIONAL EXPERIENCE
Risk Analyst, Confidential Mar. 2007 – May 2008
Risk Modeling
- Designed the algorithms for Global Risk modeling project. The project included three parts: loss modeling, application of reinsurance policies, and statistical analysis of the losses.
- Implemented the algorithm with VC++, MS SQL and multi-threaded techniques.
- Being through every stage of the developments of Global Risk modeling. Requirements, design, implementation, testing, documentation.
- Coordinated the implementation of front end and back end.
Portfolio Optimization
- Designed and optimized the algorithms for portfolio optimization project. The goal was to optimize portfolio by removing some policies to reach target Probable Maximum Loss and at the same time maximize return.
- Applied genetic algorithm in the project.
- Implemented the algorithm of portfolio optimization with VC++ and SQL.
- Coordinated the implementation of front end and back end.
Postdoctoral Fellow, Confidential Mar. 2006 – Feb. 2007
- Implemented an agent –based model to simulate the population behavior of Myxococcus xanthus bacteria. The goal was to analyze the relationship between expansion rate of the population and the movement pattern of each individual bacteria. The model was implemented in Java.
- Designed a Matlab software package to find cells from digital images and track cell movement through an image sequence. Quantified the movement of the fluorescent cells.
Graduate Research Assistant, Confidential Aug. 2001 – Dec. 2005
- Developed Avida artificial life (evolution) platform as a key member, which is a large-scale C++ software package and it was developed under unix system. Avida was designed as a fast, comparative modeling system for people to work on ecology and evolution.
- Applied Information Theory and the mutation-selection balance principle from population genetics to quantitatively measure the evolution of biological complexity.
- Designed a character-weighting method to improve phylogeny reconstruction.
- Quantitatively analyzed the properties of the protein fragments that are important for disulfide structure identification. Introduced the negative signature mass algorithm to identify the original protein structure from the signature fragments.
- Applied machine learning techniques to classify image segmentation data. Multiple feature selection and classification algorithms were studied in search for an optimal combination.
- Statistically analyzed the conditions that are important for the growth of Hybrid Rugosas. Using SAS for multiple regression analysis.
Graduate Research Assistant, Confidential Sep. 1998 – Jul. 2001
- Developed a web-based software platform for the evaluation of teaching and courses. Oracle and PL/SQL were used for this project.
- Designed a search engine which incorporates the analysis of Chinese syntax and semantics, statistics, building index, validate HTML, maintenance of hyperlink.
