Chen Lin, Quantitative Analyst and Software Developer in University City, MO, United States
Chen Lin

Quantitative Analyst and Software Developer in University City, MO, United States

Member since April 14, 2022
Chen is an expert C++ software engineer specializing in developing and implementing risk models for the past 12 years. He has worked for Wells Fargo, Cardinal Financial, and Flight Safety International. Chen's current focus is developing machine learning risk models using Python and PySpark. He has also built 3D visual tools, CAD software, and back-end communication protocols for financial data. Chen has a master's degree in mathematics and a bachelor's degree in computer engineering.
Chen is now available for hire

Portfolio

Experience

Location

University City, MO, United States

Availability

Part-time

Preferred Environment

Windows, Vim Text Editor, Skype, Slack

The most amazing...

...experience was co-creating a profitable eCommerce business with a partner.

Employment

  • Lead Quantitative Analyst

    2020 - PRESENT
    Wells Fargo
    • Developed statistical and machine learning models in support of credit risk portfolios.
    • Supported implementation and documentation of production models.
    • Assisted in developing custom modeling tools used in model development and implementation processes.
    Technologies: Python, Spark, SAS, Risk Modeling, GitHub
  • Business Systems Engineer

    2019 - 2020
    Cardinal Financial Company
    • Improved the design of an internal commissions application.
    • Initiated an effort to develop an API to centralize back-office processes.
    • Supported the development of a custom mortgage origination system for Cardinal Financial.
    Technologies: JavaScript, Python, SQL, Microsoft Access, VS Code
  • Senior Financial Analyst

    2010 - 2019
    Wells Fargo
    • Led the implementation of a retail home lending credit risk model from SAS to C++ on a grid-enabled platform.
    • Designed and developed auxiliary model processes to automate subsequent model updates and validations.
    • Partnered with quantitative modelers to review and provide feedback on the model's correctness.
    • Mentored junior analysts on model structures and implementation processes.
    • Presented oral and written reports to internal and external auditing partners on model implementation correctness.
    • Assisted financial analysts in understanding the model drivers, calculations, and the impact of valuations on the model.
    Technologies: C++, SAS, Models, Mortgages, CVS, Subversion (SVN), Python, Bash, Windows PowerShell, Cygwin, SQL
  • Software Engineer

    2008 - 2010
    Flight Safety International
    • Designed a flexible authentication scheme to correctly control the features, expiration dates, and other access levels in the company's software products.
    • Developed airport modeling tools in C and C++ used by modelers to create realistic airports with Presagis Creator, 3D CAD software for flight simulation modeling.
    • Created many smaller Perl and Python scripts for ad hoc development and installation tasks.
    Technologies: C++, CAD, CVS, Perl

Experience

  • Streamlined Model Implementation

    Using a composite pattern to streamline model implementation. The previous model implementation, written in C++, was rather static with a lot of boilerplate code when a driver for the model was added. In addition, there were many manual processes involved in adding and building new inputs and outputs, new drivers, and test and validation cases.

    While working on the model implementation for 5+ years, I developed a good sense of the structures and improvements needed for the model. I also developed several improvements by using a composite pattern:

    1. Cleaned up the codebase from around 50,000 lines of code to roughly 2,000.

    2. Provided the option to easily add, remove, and update inputs, outputs, and driver details without recompiling the model.

    3. Optimized the key loop in the model to speed up its performance by using the composite pattern to consolidate similar evaluation logics that were previously littered across many CPP files.

Skills

  • Languages

    Python, C++, SAS, Java, JavaScript, Bash, SQL, Perl
  • Tools

    CVS, Cygwin, VS Code, GitHub, Microsoft Access, CAD, Subversion (SVN), Vim Text Editor, Skype, Slack
  • Other

    Mortgages, Real Analysis, Risk Modeling, Models, Patterns, Algorithms
  • Frameworks

    Spark, Windows PowerShell
  • Platforms

    Windows

Education

  • Master's Degree in Mathematics
    2005 - 2007
    Washington University - St. Louis, MO, USA
  • Bachelor's Degree in Computer Engineering
    1999 - 2003
    Washington University - St. Louis, Missouri, USA

To view more profiles

Join Toptal
Share it with others