Cheng-Hsien Li, PhD

Experience

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  National Tsing Hua University

  Aug 2006 - Jun 2008

  Undergraduate Research Assistant

  • Designed, simulated, and fabricated a novel waveguide mode converter at sub-terahertz frequency.

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  Taiwanese Air Force

  Jul 2008 - Jun 2009

  Second Lieutenant

  • Mandatory military service. • Appointed as a deputy platoon commander in an anti-air artillery and missile troop.• Coordinated operation at company level as the duty officer during 10-day combat readiness each month.• Prioritized assigned tasks and handled unexpected situation under time pressure.

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  Institute of Physics, Academia Sinica

  Jul 2009 - Jul 2010

  Full-time Research Assistant

  • Modeled the dark matter distribution within the Solar system.• Maintained the neutrino experiment in the Kuo-Sheng nuclear power plant.

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  School of Physics and Astronomy, University of Minnesota

  Sept 2010 - May 2013

  Graduate Teaching Assistant

  • Instructed the discussion and lab sessions in introductory physics courses at UMN• Identified students' conceptual difficulty in learning physics and communicated with the lecturing professor.• Organized weekly meeting and TA duty assignment of the teaching team as the lead TA.• Graded exams and lab reports and provided feedback to students.

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  Nuclear Theory Group, University of Minnesota, TC

  Jun 2013 - Sept 2017

  Graduate Research Assistant

  • Performed theoretical research on neutrinos as wave packets.• Constructed a symbolic solution for a 3D Gaussian wave packet that satisfies the wave equation.• Formulated a model to estimate the likelihood of wave packet overlap from an intensive neutrino source.• Built numerical projects that makes connection between neutrino physics theory and experimental observables.• Performed hypothesis test of supernova SN1987A data using asymptotic distributional theories (such as Kolmogorov–Smirnov, Anderson-Darling, and chi-square), Monte Carlo method, and exhaustive enumeration method. Show less

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  Numeraxial LLC

  Sept 2017 - Jan 2018

  Quantitative Risk Analyst

  • Developed and validated quantitative methods to model credit and market risks.• Lead the Risk Platform Team’s efforts to implement algorithms selected for applications.• Documented coded applications to be deployed by the programmer team.• Mentored an intern on a machine learning project.

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  Union Bank

  Jan 2018 - Dec 2022

  Credit Research Associate / AVP

  Quant Researcher Function • Engaged in reserve methodology development for ACL under CECL standard. • Lead development and validation of Qualitative Scorecard reserve calibration. • Engineered a novel loss-preserving average method to diagnose ACL outputs from PD, LGD, EAD models. • Triaged model run outputs and worked with modeling stakeholders to quickly resolve production issues. • Designed insight-generating data reports to support the team’s quarterly activities.Quant Developer Function: • Transformed the team’s production paradigm through automation, standardization, and technical training. • Developed from scratch a sophisticated ACL aggregation and research platform with Python. • Developed Python automation tools for visualization, quality control, and reporting to reduce labor costs. • Participated in the Bank's early development and testing of CECL process with Production and IT Teams. Show less

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  U.S. Bank

  Dec 2022 - now

  Quantitatve Model Analyst

  Joined US Bank through Union Bank acquisition. Currently working on CECL process automation using Python and open source tools such as Apache Airflow.