Verified Expert in Engineering
Quantitative Analyst and Software Developer
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.
Windows, Vim Text Editor, Skype, Slack
The most amazing...
...experience was co-creating a profitable eCommerce business with a partner.
Lead Quantitative Analyst
- 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.
Business Systems Engineer
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.
Senior Financial Analyst
- 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.
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.
Streamlined Model Implementation
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.
CVS, Cygwin, GitHub, Microsoft Access, CAD, Subversion (SVN), Vim Text Editor, Skype, Slack
Mortgages, Analysis, Risk Modeling, Models, Patterns, Algorithms
Visual Studio Code (VS Code), Windows
Spark, Windows PowerShell
Master's Degree in Mathematics
Washington University - St. Louis, MO, USA
Bachelor's Degree in Computer Engineering
Washington University - St. Louis, Missouri, USA