Senior Data Scientist at LinkedIn
San Francisco Bay Area
Senior Data Scientist @ LinkedIn LMS - Advertiser Reporting & Analytics San Francisco Bay AreaData Scientist, Analytics @ Facebook Atlas RTB/Targeting (Feb 2015 - Dec 2015); FB Pixel, Offline Conversions, Onsite FB Signals (Jan 2016 - Jun 2018) From February 2015 to June 2018 (3 years 5 months) Seattle, WAQuantitative Analyst @ Chatham Financial 1. Provided general...
Senior Data Scientist @ LinkedIn LMS - Advertiser Reporting & Analytics San Francisco Bay AreaData Scientist, Analytics @ Facebook Atlas RTB/Targeting (Feb 2015 - Dec 2015); FB Pixel, Offline Conversions, Onsite FB Signals (Jan 2016 - Jun 2018) From February 2015 to June 2018 (3 years 5 months) Seattle, WAQuantitative Analyst @ Chatham Financial 1. Provided general support to Chatham’s proprietary quantitative finance models including on-the-spot bug fixing, performance testing and refactoring.2. Built framework for portfolio credit value adjustment calculation using Libor market model with global calibration under Fas157 accounting standards.3. Set up web service to integrate R into Chatham’s computational platform.4. Prototyped various quantitative finance routines, including optimizer with inequality constraints, cap volatility curve tenor adjuster, exotic FX trade pricer and stepping schemes for Heston model.5. Co-authored company white papers on Libor Market Model and SABR model. Reviewed Risk magazine to inspire in-house research. From September 2013 to February 2015 (1 year 6 months) Kennett Square, PAPostdoctoral Researcher, Bioinformatics and Statistical Physics @ National Institutes of Health 1. Analyze Giga-/Tera-bytes whole genome sequencing datasets for publications in top journals. Develop data analysis/visualization pipeline based on mathematical modeling and machine learning algorithms. 2. Clean up codes and write add-ons for SICER, a leading bioinformatics software package written in Python, Shell scripting and R. Survey users for feedback and update the package. 3. Manage data from multiple projects. Lecture on genomic data analysis and visualization to researchers in branch. From March 2012 to August 2013 (1 year 6 months) Bethesda, MD
Senior Data Scientist
San Francisco Bay Area
Data Scientist, Analytics
February 2015 to June 2018
Seattle, WA
Chatham Financial
Quantitative Analyst
September 2013 to February 2015
Kennett Square, PA
National Institutes of Health
Postdoctoral Researcher, Bioinformatics and Statistical Physics
March 2012 to August 2013
Bethesda, MD
What company does Shiliyang Xu work for?
Shiliyang Xu works for LinkedIn
What is Shiliyang Xu's role at LinkedIn?
Shiliyang Xu is Senior Data Scientist
What industry does Shiliyang Xu work in?
Shiliyang Xu works in the Internet industry.
Who are Shiliyang Xu's colleagues?
Shiliyang Xu's colleagues are Yao Zhou, Yusuf Sobh, Akshatha Chandrashekar, Hongche Liu, Derek Lau, Zhixiong Chen, Meilin Yang, Vadim Mikhailov, Victor Chen, and Thiago Sindra
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