Yi Gu

Yi Gu

Asset Liability Management Intern

Followers of Yi Gu288 followers
location of Yi GuIllinois, United States

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  • Timeline

  • About me

    Ph.D. student in Stats & Data Science @ UT Austin | MS Statistics @ UofC | BSc(ActuarSc) @ HKU

  • Education

    • University of Chicago

      2021 - 2023
      MS Statistics 3.9/4.0

      Coursework:-Statistics: Distribution Theory(Ph.D. Level), Mathematical Statistics(Ph.D. Level), Applied Linear Models, Generalized Linear Models, Multivariate Statistical Analysis, Causal Inference, Topics in Distribution-free Inference, Topics in Learning Under Distribution Shift, Multiple Testing, Modern Inference, and Replicability, Bayesian Statistics-Mathematics: Matrix Computation, Convex Optimization, Topics in Random Matrix Theory- Computer Science: Machine Learning… Show more Coursework:-Statistics: Distribution Theory(Ph.D. Level), Mathematical Statistics(Ph.D. Level), Applied Linear Models, Generalized Linear Models, Multivariate Statistical Analysis, Causal Inference, Topics in Distribution-free Inference, Topics in Learning Under Distribution Shift, Multiple Testing, Modern Inference, and Replicability, Bayesian Statistics-Mathematics: Matrix Computation, Convex Optimization, Topics in Random Matrix Theory- Computer Science: Machine Learning and Large Scale Data Analysis (Deep Learning), Machine Learning Show less

    • University of California, Los Angeles

      2019 - 2019
      Summer Sessions Mathematics

      Coursework: Linear Algebra, Applied Numerical Methods

    • The University of Hong Kong

      2017 - 2021
      Bachelor of Science - BS Actuarial Science 3.8/4.3 (First Class Honours)

      Coursework:-Statistics: Probability and Statistics, Statistical Models, Statistical Inference, Statistical Machine Learning, Stochastic Models, Stochastic Calculus, Linear Models and Time Series-Mathematics: Intro to Mathematical Analysis, Analysis I, Intro to Optimization, Ordinary Differential Equations -Computer Science: Computer Programming (Python), Programming Technologies (C++), Intro to Data Structures and Algorithms, OOP and JAVA-Finance and Actuarial:… Show more Coursework:-Statistics: Probability and Statistics, Statistical Models, Statistical Inference, Statistical Machine Learning, Stochastic Models, Stochastic Calculus, Linear Models and Time Series-Mathematics: Intro to Mathematical Analysis, Analysis I, Intro to Optimization, Ordinary Differential Equations -Computer Science: Computer Programming (Python), Programming Technologies (C++), Intro to Data Structures and Algorithms, OOP and JAVA-Finance and Actuarial: Corporate Finance, Mathematical Finance, Derivatives, Life Contingencies, Risk Theory, Loss ModelsAdmitted via NEMT(Top 0.05% of Gansu Province, China) Show less

    • 美国德克萨斯大学奥斯汀分校

      2023 - 2028
      Doctor of Philosophy - PhD Statistics & Data Science 4.0/4.0

      Coursework:Asymptotic Statistics, Theoretical Statistics

  • Experience

    • Prudential Corporation Asia

      Dec 2019 - Jun 2020
      Asset Liability Management Intern

      • Conducted Monte-Carlo simulation and impact testing for interest rate/asset allocation changes.• Developed and improved automation tools to extrapolate credit spread term structure with the Nelson-Siegel model.• Assisted the migration of the Fixed Income Return Tool into Python scripts which reduces 40%-60% of the run time.

    • Kubid Research Limited

      Oct 2020 - Dec 2020
      Quantitative Research Intern - Part-time

      Market data collection for Bayesian model testing with R and Python.

    • Department of Statistics and Data Sciences, The University of Texas at Austin

      Sept 2023 - now
      Teaching Assistant
    • Amazon

      Jun 2024 - Aug 2024
      Applied Scientist
  • Licenses & Certifications

    • Exam FM

      Society of Actuaries
      Oct 2018
    • Using Databases with Python

      Coursera
      Aug 2021
      View certificate certificate
    • SQL for Data Science

      Coursera
      Aug 2021
      View certificate certificate
    • Exam IFM

      Society of Actuaries
      Jul 2020
    • Using Python to Access Web Data

      Coursera
      Aug 2021
      View certificate certificate
    • Exam LTAM

      Society of Actuaries
      Jul 2020
    • Exam P

      Society of Actuaries
      Oct 2018
  • Volunteer Experience

    • Go2Africa Team, Team Member

      Issued by Beyond the Pivot on Jun 2018
      Beyond the PivotAssociated with Yi Gu