Xiang Jiang
Toronto,ON
Summary
Data Scientist, Oct 2023- present
Quantitative Finance Lab UofT- Toronto, Canada
- Led development of 30% of a market timing and backtesting app as a key data scientist, including data filtering and indices-generation, handling data from the CRSP database with over 1.6 million end-of-day price observations for 3,350 US Treasury bills.
- Utilized Python and Pandas to extract trades and analyze returns using the processed database, further backtesting market strategies.
- Directed a team of three data scientists to apply statistical methods and machine learning techniques in collaborative project development.
Program Developer - NBA Goal Prediction Project, Feb 2024- Jun 2024
Toronto, Canada
- Initiated a deep learning project, leading a team of three to use Recurrent Neural Networks (RNN) for predicting three-point goals in upcoming NBA games. This initiative aimed to benefit both fans and coaches by providing insightful predictions.
- Scrapped and analyzed over 3000 sets of player statistics spanning 5 years, demonstrating proficiency in data processing and analysis.
- Led a team effort to achieve a prediction accuracy of 75%, showcasing expertise in machine intelligence and algorithm development.
Overview
1
1
year of professional experience
1
1
Certification
Work History
Research Assistant
Prof. Dohyun Ahn Research Group
06.2024 - 09.2024
- Developed innovative economic capital estimation solutions for dynamic financial environments, leveraging advanced probability and statistics knowledge and extensive MATLAB programming for data analysis and algorithm development.
- Utilized concepts such as importance sampling and the Bootstrap method to develop accurate, variance-minimizing estimation algorithms of economic capital, given a limited number of samples.
- Further investigated in the estimation of economic capital where the return distribution is unknown; handling scenarios where i.i.d. return data arrives sequentially over time.
Data Analyst Intern
Ernst & Young
07.2023 - 08.2023
- Compiled and analyzed 13 years of historical data using SAS at China Minsheng Bank to calculate key risk parameters (LGD, EAD, PD), enhancing risk assessment capabilities and strategic decision-making.
- Applied analytics techniques to analyze over 10,000 data points, facilitating precise compilation and organization of crucial financial information.
- Produced visually engaging reports and graphs with Microsoft tools to convey complex data clearly to stakeholders.
Education
Bachelor of Applied Science in Engineering Science - Engineering Mathematics, Statistics & Finance
University of Toronto
06.2026
Skills
- Python, C/ C, R, Machine Intelligence, Matlab, Microsoft Office
Certification
May 2019 | University of Waterloo Math Pascal Contest Certificate of Distinction
May 2019 | University of Waterloo Math Fryer Contest Certificate of Distinction
Languages
English
Native or Bilingual
Chinese (Mandarin)
Native or Bilingual
Korean
Elementary
Timeline
Research Assistant
Prof. Dohyun Ahn Research Group
06.2024 - 09.2024
Data Analyst Intern
Ernst & Young
07.2023 - 08.2023
Bachelor of Applied Science in Engineering Science - Engineering Mathematics, Statistics & Finance
University of Toronto
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