Experience
Working Experience
Algorithm Expert/Senior Algorithm Engineer, Alibaba Group
May 2018 - Present Beijing/Hangzhou
Focus on detecting Fraud or other Malicious behavior
Build GNN for Group Malicious behavior Risk detection
Build Multitask-Neural network( bert) with multimodal data for Malicious behavior/fraud detection
DL : Bert/Transformer, Probabilistic Modeling, GNN, TextCNN, DeepFM, MINE, and so on
ML: GBDT XGBoost, LPA and so on
Software Manager, Big Data Lab, China Merchants Bank
March 2017 - May 2018, Shenzhen
Focus on using deep learning (AI) and statistical methods for structured data problem
Build anti-fraud model for daily mobile bank transaction via DNN and GBDT model
Build Risk Monitoring model(VaR) for Assets custody via Bootstrap
Research Associate, Department of Statistics, The Chinese University of Hong Kong
June 2016 - Feb 2017, Hong Kong
Focus on using Bayesian statistical methods for structured data problem
Build various statistical models to describe practical problems with high dimensional data
Apply Bayesian inference for Clustering the Relational Data with Latent Variables
Design Markov chain Monte Carlo methods (i.e. Gibbs sampling, Metropolis–Hastings algorithm, Reversible-Jump MCMC) to solve these models and implemented the algorithm in Python
Senior Officer, Department of Risk Management/Audit, Bank of China Group Insurance Company
Aug 2013 - April 2016, Hong Kong
Focus on Market risk and Underwriting risk
Assist in the risk management of company’s $4.3 billion investment portfolio
Analyze underwriting results of general insurance business in Hong Kong market and provide quantitative analysis for risk reports and report to board member for internal reference
Allocate IBNR reserve to marketing departments according to accounting year data via a statistical model
Education
Ph.D. in Information Engineering The Chinese University of Hong Kong
Aug 2008 - April 2013 Advisor: Prof. Shuo-Yen Robert Li and Prof. Xiaodan Fan (Prof. Fan from Dept. of Statistics)
Dissertation: Bayesian Approach for Two Model-selection-related Bioinformatics Problems
B.Eng. (Honors) in Information Engineering, The Chinese University of Hong Kong
Aug 2003 - July 2008
Exchange Study in Applied Mathematics & Statistics, Stony Brook University, USA
Aug 2006 - May 2007
Certifications
Certified Financial Risk Manager (FRM) , Global Association of Risk Professionals (GARP)
Aug 2015 - Present