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Chuan Xu

Chuan Xu

Personal Banker & Treasury Services Officer

Followers of Chuan Xu241 followers
location of Chuan XuMorrisville, North Carolina, United States

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  • Timeline

  • About me

    Senior Research Statistician Developer at SAS | Generative AI and LLM Enthusiast

  • Education

    • Rutgers University

      2012 - 2014
      Master of Science (M.Sc.) Operations Research 3.93

      Linear Programming, Nonlinear Optimization, Integer Programming, Stochastic Models, Stochastic Programming, Networks & Combinatorial Optimization Algorithm

    • 上海财经大学

      2005 - 2009
      Bachelor of Science (B.Sc.) Financial Engineering

    • North Carolina State University

      2014 - 2020
      Doctor of Philosophy (PhD) Operations Research 3.62

      Optimization, Machine Learning, Stochastic Process, and Time Series Analysis.

  • Experience

    • Citi

      Jul 2009 - Oct 2010
      Personal Banker & Treasury Services Officer

      • Managed portfolios totaling over 6,000,000 USD; provided investment consulting services to high-value clients.• Instrumental in establishing the first Treasury Service Officer Team for Citibank China.

    • Shanghai GETTEC Information Technology Co., Ltd.

      Oct 2010 - Sept 2012
      Cofounder

      • Managed daily business operations; generated over 1,500,000 RMB (250,000 USD) in revenues in under two years.• Supported the technological development of a Laboratory Information Management System (LIMS) with innovative web and cloud computing technology.

    • North Carolina State University

      Sept 2014 - Jun 2020
      Teaching Assistant

    • Ricequant

      May 2017 - Aug 2017
      Intern

      • Developed portfolio management prototypes in Python, including various models like minimum variance, mean variance, risk parity, and constant correlation. Enhanced performance through L-BFGS-B optimization.

    • SAS

      May 2018 - Mar 2019
      Econometrics Fellow

      • Specializing in Bayesian time series analysis. • Employed SAS/ETS/HMM in portfolio management; designed HMM-based trading strategies outperforming popular benchmarks.

    • SAS

      Jun 2020 - now

      • Developed SAS Econometrics PROC DYNAMICLINEAR, a cutting-edge Bayesian analysis framework for high-dimensional time series, that could be applied in sectors such as portfolio management.• Proactive self-learner and core member of machine learning and C++ communities, contributing to knowledge sharing and technological advancement within the company.• Primarily utilize C++ and Python as programming tools, specializing in the development of efficient and scalable software solutions.

      • Senior Research Statistician Developer

        Apr 2024 - now

      • Research Statistician Developer

        Jun 2020 - Apr 2024

  • Licenses & Certifications