Data Scientist @ From October 2015 to Present (3 months) San Francisco Bay AreaData Scientist @ From July 2014 to October 2015 (1 year 4 months) Greater New York City AreaResearch Associate @ Estimated liquidity risk premium in inflation-indexed bonds in the U.S. and U.K. markets under the supervision of Professor Luis Viceira as well as helping complete related datasets by collecting and constructing data
Decomposed the government’s excess bond returns into returns due to real interest rates, changing inflation expectations, and liquidity; Tested for predictability in each component separately From February 2014 to June 2014 (5 months) Greater Boston AreaResearch Intern @ Worked closely with portfolio managers to research equity trading and investment strategies
Built portfolios and back-tested their performances using R; Explored strategies’ opportunities on both abnormal returns and risk exposure perspectives; Helped elevate research and successful strategies to the production level From June 2013 to December 2013 (7 months) Greater Boston AreaActuarial Summer Intern @ From June 2012 to August 2012 (3 months) Greater Boston AreaTeaching Assistant for Actuarial Statistics @ From August 2011 to December 2011 (5 months) Consultant @ Analysis
Strategy
Finance From August 2010 to December 2010 (5 months) Actuarial Intern @ Market Research
Product Development/Modeling
Presentation
Internal From June 2010 to August 2010 (3 months)
Master's degree, Statistics @ Harvard University From 2012 to 2014 Bachelor, Actuarial Science, Statistics and Economics @ University of Illinois at Urbana-Champaign From 2009 to 2011 Shuangyi Cao is skilled in: SAS, R, Actuarial Science, VBA, Statistics, Data Analysis, Quantitative Analytics, Statistical Modeling, Analytics, Access, Predictive Modeling, Matlab, SQL, Time Series Analysis, Economics