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