
Yi Gu
Asset Liability Management Intern

Connect with Yi Gu to Send Message
Connect
Connect with Yi Gu to Send Message
ConnectTimeline
About me
Ph.D. student in Stats & Data Science @ UT Austin | MS Statistics @ UofC | BSc(ActuarSc) @ HKU
Education

University of Chicago
2021 - 2023MS Statistics 3.9/4.0Coursework:-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 - 2019Summer Sessions MathematicsCoursework: Linear Algebra, Applied Numerical Methods

The University of Hong Kong
2017 - 2021Bachelor 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 - 2028Doctor of Philosophy - PhD Statistics & Data Science 4.0/4.0Coursework:Asymptotic Statistics, Theoretical Statistics
Experience

Prudential Corporation Asia
Dec 2019 - Jun 2020Asset 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 2020Quantitative Research Intern - Part-timeMarket data collection for Bayesian model testing with R and Python.

Department of Statistics and Data Sciences, The University of Texas at Austin
Sept 2023 - nowTeaching Assistant
Amazon
Jun 2024 - Aug 2024Applied Scientist
Licenses & Certifications

Exam FM
Society of ActuariesOct 2018- View certificate

Using Databases with Python
CourseraAug 2021 - View certificate

SQL for Data Science
CourseraAug 2021 
Exam IFM
Society of ActuariesJul 2020- View certificate

Using Python to Access Web Data
CourseraAug 2021 
Exam LTAM
Society of ActuariesJul 2020
Exam P
Society of ActuariesOct 2018
Volunteer Experience
Go2Africa Team, Team Member
Issued by Beyond the Pivot on Jun 2018
Associated with Yi Gu
Languages
- chChinese (mandarin)
- enEnglish
- caCantonese
Recommendations

Matthew perez
Police OfficerLubbock, Texas, United States
Daniel mwangi
Gastronomic Alchemist || Private Chef || Chef De Cuisine|| Gourmet SpecialistNairobi County, Kenya
Andini a.
Interior DesignerSurabaya, Jawa Timur, Indonesia
Roba ali
Senior Account Manager -LS at Talabat | Delivery HeroCairo, Egypt
Sandra lubi
Business IT student at Tallinn University of TechnologyTallinn, Harjumaa, Estonia
Małgorzata grzywacz
Lektor języka angielskiegoKowal, Kujawsko-pomorskie, Poland
Karunakar moolya
Risk EngineerMumbai, Maharashtra, India
Rowan humphreys
National Director - Tenant Advisory at ColliersSydney, New South Wales, Australia
Benyamin dariadi
AI Engineer @ Brick - Financial API | NLP, Nuclear EngineeringIndonesia
Jaiveer singh
Growth Marketing Specialist - Organic, Paid & SocialNoida, Uttar Pradesh, India
Dandy nakkito
Emerging Business Banking Relationship Manager at PT. Bank CIMB Niaga, TbkPekanbaru, Riau, Indonesia
Vasudevan vl
Agile Project Management , Agile Scrum Master, Agile CoachBengaluru, Karnataka, India
Leonardo sálamo giráldez
Ingeniero de la Energía con Máster en Energía Solar FotovoltaicaCandelaria, Canarias, España
Patrick bell
Software Engineer at CubezooBloemfontein, Free State, South Africa
Jorge rivera
Web developer/ IT ProfessionalGilroy, California, United States
Ashik hasan
Officer (Engineering) at Renata LimitedDhaka, Bangladesh
Peter jackowski
Cyber Security Leader, DevOps Lead and founder at CyberCrest SolutionsWestport, California, United States
Carmellan feliciano
AU Bookkeeper | Xero Advisor Certified | Xero Payroll Certified | MYOB Business Certified | MYOB Bus...Cebu, Central Visayas, Philippines
Manel kridis
Digital & Sales Executive |Commercial Strategy & OperationsEzzahra, Ben Arous, Tunisia
Jose ramón ocaña teruel
AbogadoTerrassa, Catalonia, Spain
...