Yilin Chen
Verified Expert in Engineering
Big Data Developer
Yilin is a highly capable and results-oriented full-stack developer and data engineer with professional experience in data programming, UX design, software development, and financial modeling. She rebuilt the CVaR financial model for a top Canadian bank using SSIS and SQL stored procedures. Yilin is a CFA with a deep understanding of the banking and finance industries with expertise in SQL, Python, C#, ETL tools, and strong qualitative and quantitative analytical acumen.
Portfolio
Experience
Availability
Preferred Environment
R, HDFS, MySQL, SQL Server 2016, SQL Server 2012, Visual Studio
The most amazing...
...finance model I have rebuilt is CVaR. The model used large sets of financial data and was built using SSIS and SQL stored procedures.
Work Experience
Data Engineer
Company
- Designed and Implemented ETL process to ingest multiple data sources in different formats, such as XLSX, CSV, XML, JSON, and EBCDIC, using SSIS, Python, and C#.
- Developed web mining tools to extract open-source data using python.
- Conducted data analysis on the current database to improve data accuracy and consistency.
- Improved data matching engine's program algorithm and logic to increase the matching rate.
- Generated essential data reports using Power BI to monitor the tasks and jobs in the database.
- Assisted the sales team to help solve data requests from customers.
Data Engineer
Scoutside, LLC
- Executed Python scripts for data migration and debugged any errors.
- Monitored migration progress and ensured the process was running without errors.
- Fixed client data errors to make sure the data made sense and uploaded data to an in-house validation software.
Data Engineer
Freelance
- Created ETL flow to download files from different SFTP servers using Python script.
- Developed ETL tools to read raw files, clean raw files, and calculate required financial numbers using Python.
- Generated reports using statistics output by Python script for daily task.
BI Developer (Tableau)
Freelance
- Set up and configured AWS RDS on PostgreSQL and AWS EC2 environment to connect the database. The configuration includes setting up users to access remote desktops, creating new users on the SQL database, and granting access to different user groups.
- Designed and implemented a relational SQL database to store data. Created 14 tables to store data from ETL and three views for tableau dashboard views.
- Implemented Python script to automatically download files from email and save them under a folder later for the ETL process.
- Implemented the Python script to find all files in CSV or Excel that have not been imported to the database and read them into the data frame.
- Implemented the script to also perform data cleaning, import downloaded files to the database, and send emails if there are any errors.
- Designed and created a Tableau dashboard which includes advanced funnel charts, time series charts, KPI cards, geographic maps, etc.
Senior Data Analyst
TD Bank
- Automated the workflow and reporting system using Excel VAB and Microsoft Access database VBA for the business team.
- Created and implemented the front-end user interfaces by creating an internal website using the C# .NET MVC framework in Visual Studio. Other programming and scripting languages engaged were HTML, CSS, JavaScript, and jQuery.
- Maintained existing finance models and developed new ones using Python or R to help the business make strategic decisions. The finance models include CVar, Asset depletion, and portfolio risk score.
- Designed and implemented the SQL database that fulfilled the business requirements. This included the SQL server setup from scratch, testing data accuracy, and validating data integrity.
- Promoted programs and data from the development to the production environment.
- Worked closely with a non-technical team to collect business requirements. Maintained documentation for internal applications.
- Designed SSIS packages and SQL stored procedures for ETL pipelines and data flow.
- Created Windows form application using C# to incorporate the real-time market movements and risk metrics calculation.
- Maintained existing finance models like CVaR to help businesses make decisions using SQL, SSIS, and C#. Implemented new finance simulation models using Python, Pandas, and R.
Experience
New York City Green Taxi Trip Optimization
This helps determine if the chosen expected starting location will earn the maximum revenue or if adjacent areas could earn higher ones. The machine learning technique, random forest, is used to predict the factors that could affect the total revenue. The final simulation results are used to see whether a taxi driver's revenue would (most likely) increase if taking the recommendations provided by the algorithm.
CVaR Finance Modeling
Redesign the old VaR module.
Scope:
This module was initially developed by another software engineer three years ago. Over time, we found bugs and issues related to the market data. Additionally, we needed to add more features to the model to simulate other kinds of portfolios.
Solution:
Compare the market data from two sources to find the difference. List what is and isn't available. Note it the missing data could cause an issue or if there may be some workaround. Study the model, and find the underlying purpose and logic. I then redesigned the logic, filtered the market data, and minimized the missing data's impact on the module.
Consolidate the tables. Merge the same category and information into one table. This will reduce unnecessary joins and make the data more comprehensive. Consolidate the stored procedures and merge the queries that serve the same or similar purpose into the same stored procedures.
Skills
Languages
Python, SQL, C#, Excel VBA, Stored Procedure, T-SQL (Transact-SQL), R, SAS, JavaScript, C, HTML, Python 3
Tools
Microsoft Excel, Excel 2016, MATLAB, Tableau, Visual Studio, HP Application Lifecycle Management (ALM), Microsoft Power BI
Paradigms
ETL, ETL Implementation & Design, Database Design
Platforms
Oracle Database, Apache Pig, Talend, Amazon Web Services (AWS), Amazon EC2
Storage
SQL Server Integration Services (SSIS), SQL Server 2016, MySQL, SQL Server DBA, Microsoft SQL Server, Databases, SQL Stored Procedures, Apache Hive, Database Testing, Database Backups, Database Administration (DBA), Data Pipelines, Data Lakes, Database Modeling, SQL Server 2012, HDFS, Azure SQL, PostgreSQL, MongoDB
Other
Data Engineering, Workflow Optimization, Data Warehouse Design, Analytics, Data, Data Analysis, Reports, ETL Development, Financial Markets, Big Data, Web MVC, Database Optimization, Debugging, SQL Server Administration, Data Warehousing, Data Modeling, Pipelines, Warehouses, Modeling, Statistics, Forecasting, Data Visualization, Data Architecture, Finance, Machine Learning, Shell Scripting, Data Matching, Task Scheduling, Amazon RDS, Dashboards, Dashboard Design, Reporting
Frameworks
Hadoop, Spark
Libraries/APIs
D3.js, Gmail API
Education
Master's Degree in Data Science & Analytics
Ryerson University - Toronto, Ontario, Canada
Bachelor's Degree in Financial Analysis & Risk Management
University of Waterloo - Waterloo, Canada
Certifications
Charted Financial Analyst (CFA) Level 1
CFA Institute
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