Taiyi(Bill) Ding

Experience

• 

  Cisco

  May 2011 - Aug 2011

  Data Analysis Assistant Intern

  • Provided initial analysis and customer data required for Cisco Cloud Solution project and New Mover Project; estimated revenue of up-coming seasonal sales trending. Analyzed profit lift of different products and customer segmentations• Worked with design team and product team to translate business problems into data-driven solutions with advanced excel skill (pivot, vlookup, Marco) for customer data report

• 

  T3 Trading Group

  Mar 2013 - Dec 2013

  Proprietary Trader

  • Monitor securities markets and buy, hold or sell equity products based on financial data and research• Identify technical and fundamental trading strategies and methods leading to greater profit and income• Evaluate financial risks and decide on important daily task of an Equity Trader based on available data• Developed own Fundamental Factor Models to deliver results faster and gain control of critical daily process

• 

  New China Fund

  Mar 2014 - Jul 2014

  Market Analyst and Financial Engineering Intern

  • Manipulated fundamental and technical data with SAS, then performed statistical analysis and PCA for summarization• Analyzed various industries indices for to identify market trends and inform pricing decisions with SAS. Performed machinelearning methods (Gaussian Process Regression and Classification) in Matlab for outlier detection.• Created new financial tables and manipulated customer database by using SAS Macros and then appended the data (Proc append)from the existing source tables containing millions of records• Predicted banks’ default rates based on Decision Tree Method and Logistic Regression Model using R• Analyzed financial information of technology industries such as AAPL and IBM; identifying model framework and transformingcomplex behavioral data into actionable data to forecast business and economic conditions for investment decisions• Developed and executed algorithms using Matlab and R to identify trends and successfully predict the target portfolio price within 30 minutes Show less

• 

  Stony Brook University

  Aug 2014 - Dec 2015

  Research Assistant

  • Collecting minute prices and cleaning the data by removing prices which are more than 3 mean absolute deviation outlier, then filling missing data value with linear regression method• Using 1,000 observed 5 min log returns for 500 stocks in S&P 500 index to estimate parameters for ARIMA-GARCH return model• Calculating the VaR and CVaR by Monte Carlo method to maximize the expected return and minimize portfolio risk measured byVaR and CVaR on ARIMA-GARCH with Generalized Hyperbolic distributed residual.• The back testing results showing the ability of financial institutions to meet Basel III requirements with significantly smaller capitalreserves, with reductions on the average 15% overall, and thus to improve their return on invested capital• Studying dynamic factor models of the yield curve to perform bond portfolio optimization according to the mean-variance approach• Reported risks and predictions of models; created Basel Committee Backtesting Rule report based on historical CVaR to ensure the accuracy of model• Performed statistical analysis and modeling; conducted qualitative and quantitative research into companies’ 10Ks and 10Qs to extract relevant financial and operational metrics Show less