Yi Zhao

Yi Zhao has a diverse work experience in various roles. They started their career in 2013 as a Software Engineer at OATI, where they developed a platform for energy and commodity derivatives trading and risk monitoring. In 2014, they worked as a Quantitative Risk Analyst at OCC, where they defined and back-tested Liquidation Charge and validated proprietary risk engines.

In 2017, Yi Zhao joined Bank of America Merrill Lynch as a Data Scientist, where they analyzed abnormal trading traffic and disputes using classifiers and implemented reinforcement learning models. They also conducted time series analysis and implemented Value at Risk models.

From 2019 to 2021, Yi Zhao worked as a Software Engineer at LendingClub, where they applied various techniques like Reject Inference, NLP, and A/B testing to measure creditworthiness accurately and improve loan policies.

Currently, Yi Zhao is working at Acquco as a Machine Learning Engineer. They have built a scalable automated system using AWS CDK and are developing forecasting models to improve sales performance.

Overall, Yi Zhao has a strong background in software engineering, risk analysis, and data science, with experience in financial and technology industries.

Yi Zhao pursued a Bachelor of Applied Science (B.A.Sc.) in Computer Science/Mathematics from South China University of Technology from 2008 to 2012. Later, from 2010 to 2014, Yi Zhao furthered their education and obtained a Master's degree in Financial Mathematics from the University of Minnesota. Additionally, in August 2020, Yi Zhao obtained certification as a Machine Learning Engineer from Udacity.