Yue Yao

Business Analyst

Chicago, Illinois, United States6 yrs 3 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in quantitative analysis and portfolio construction.
  • Proven track record in developing high-performance APIs.
  • Award-winning developer in educational technology.
Stackforce AI infers this person is a Fintech and SaaS developer with strong analytical and programming skills.

Contact

Skills

Other Skills

Adobe PhotoshopC (Programming Language)C#C++JavaJavaScriptMathematicaMicrosoft ExcelMicrosoft OfficeMicrosoft PowerPointMicrosoft WordMySQLPython (Programming Language)R (Programming Language)

Experience

Citadel

3 roles

Quant Research Analyst

Jan 2023Present · 3 yrs 2 mos

Quant Research Engineer

Aug 2020Dec 2022 · 2 yrs 4 mos

  • Working on Portfolio Construction team. Responsible for portfolio analytics, alpha attribution, and new portfolio implementation.

Intern @ Global Quantitative Strategies Core Data

Jun 2019Aug 2019 · 2 mos · Greater Chicago Area

  • Worked on large scale, low latency market data API, including cache optimization, Rcpp binding, and high frequency data query handling.

Bank of america merrill lynch

Summer Analyst Internship

May 2018Aug 2018 · 3 mos · Greater New York City Area

  • Created an error-grouping API based on TF-IDF vectors and Agglomerative clustering algorithm, which categorized more than 40k quantitative trading error messages per day and decreased manual-checking time by 98%
  • For each cluster, applied NLP and N-Gram model to error messages and generated human-readable English summary
  • Developed an Outlook plugin that users can use Unix-like commands to upload email bodies and attachments to Jira as comments, create Jira issues, and add/remove watchers

Carnegie mellon university electrical computer engineering department

Programmer

May 2017Sep 2017 · 4 mos · Pittsburgh

  • Developed a Python web crawler scraping information from https://community.babycenter.com, including all topics, threads and comments with their authors, post time and IDs
  • Set up two databases using PostgreSQL to store collected data

Carnegie mellon university computational finance department

Researcher

May 2017Aug 2017 · 3 mos · Pittsburgh

  • Project Name: Best Optimal Investment Analysis of Stock Market
  • Studied special conditions in stock market, under which investors want to invest a fixed portion of their initial capital into stocks and put the rest into money market to optimize utility of expectation of return
  • Built Lagrange Multiplier Model (programmed in MATLAB) to generalize the result to infinite stocks with different utility functions
  • Research result selected to Dr. Steven E. Shreve’s Stochastic Calculus for Finance Volume II http://www.math.cmu.edu/~shreve/

Carnegie mellon university human computer interaction institute

Research Assistant

Apr 2017Aug 2017 · 4 mos · Pittsburgh

  • Winner of XPRIZE (Global Learning) Finalists
  • Analyzed 70k Json data from facial recognition and build a MySQL database for management

Pennapps iv (hackathon)

SoLaris: Team Leader

Jan 2017Jan 2017 · 0 mo

  • Winner of Best VR/AR Hack (PennApps Route) and Best Space Hack
  • Developed an educational VR Android app for user to travel in the solar system with Unity and C#
  • Used Watson Unity SDK & Windows Phrase Recognition System to achieve Voice control

Education

Carnegie Mellon University

Bachelor of Science - BS — Computer Science

Aug 2016May 2020

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