Financial Solutions Director
Beijing QBoson Technology Co., Ltd., Shenzhen, China | Jun 2023 – Present
- Pioneered a quantum computing project with Huaxia Bank, optimizing Markowitz portfolios within milliseconds. This milestone was featured as one of the Top 10 Achievements in Financial Informatization 2023.
- Enhanced Minmetals Securities' asset allocation strategy by applying suboptimal solutions to integer programming problems, reducing the maximum drawdown to -1.34% while boosting the cumulative return by over 5%.
- Developed a programmable search-space arbitrage strategy for foreign exchange trading, achieving arbitrage path identification in preset search spaces within milliseconds.
- Collaborated with Ping An Bank to advance credit scoring models. The achievement was recognized as one of the Outstanding Cases of Industrial Digital Transformation 2023 by the 21st Century Business Herald.
- Enhanced China CITIC Bank Credit Card Center's recommendation models, achieving a 0.02 AUC improvement for the fee-based business recommendation model and a 6% RMSE reduction for the installment recommendation model.
- Built an account association graph for Industrial Bank using transaction data, applying community detection algorithms to identify high-risk communities, achieving over 75%fraud account coverage.
- Demonstrated the superiority of quantum computing by implementing community detection algorithms for Huaxia Bank's account association graph, achieving a 10-fold speed and success rate advantage over classical algorithms.
- Designed a cloud teller scheduling optimization system for the Postal Savings Bank of China using queue theory and integer programming, achieving a working hour reduction of over 20%.
Senior Data Scientist
Opta Information Intelligence, Toronto, Canada | Jan 2020 – Jun 2023
- Developed an automated valuation model for over 17 million houses in Canada and 20 million houses in California and Florida, utilizing XGBoost and KNN with 100+ real estate features in a PostgreSQL data lake. The model balanced coverage and accuracy and was deployed via serverless APIs on AWS for real-time inquiries.
- Utilized PyTorch-based transfer learning on Google Street View images to rate the exterior appearance of detached houses according to user preferences, improving the accuracy of the automated valuation model by over 3%.
- Created a real estate price index for the Canadian housing market based on macroeconomic analysis by integrating dozens of econometrics, balancing model interpretability and prediction accuracy.
- Built an auto insurance propensity model, leveraging more than 40 customer features for user segmentation.
Chief Data Scientist
Shenzhen TUC Systems Co., Ltd., Shenzhen, China | Dec 2017 – Sep 2019
- Directed a Smart Airport pilot project for Shenzhen Bao'an International Airport, integrating scattered passenger data collected from ticketing agencies, security checkpoints, restaurants, and duty-free stores to provide boarding guidance for passengers, recommend customized departure and arrival services, and inform satellite terminal planning.
- Managed a passenger traffic statistics and profiling project at Shenzhen Bay Port to optimize service counters, cross-border transport connections, and anti-smuggling measures.
- Implemented an automated visitor monitoring system for Nankeng Community in Longgang District, Shenzhen, equipped with an alert system for suspicious behavioral patterns.
- Delivered a digitalized monitoring solution for the security guard kiosks in Zhongwei, Ningxia, enabling real-time contactless detection of people and vehicles and providing predictive alerts for anomalies.
