Data Scientist
Hi, I'm James Guan
I analyze financial data and develop quantitative models with a focus on machine learning and statistical methods.
My Skills
Here are some of the technical skills and domains I specialize in.
Data Science
- Machine Learning
- Deep Learning
- Time Series Analysis
- Statistical Modeling
- NLP
- Feature Engineering
- Data Visualization
Quantitative Finance
- Algorithmic Trading
- Financial Derivatives
- Risk Management
- Statistical Arbitrage
- Options Pricing
- Backtesting
Programming & Tools
- Python
- R
- SQL
- NoSQL
- MATLAB
- Git
- Cloud Computing
- Docker
Mathematics
- Stochastic Calculus
- Computational Statistics
- Linear Algebra
- Operation Research
- Optimization
My Projects
Here are some of my key projects in data science and quantitative finance.
LSTM Statistical Arbitrage
Developed a deep learning model using LSTM networks to identify statistical arbitrage opportunities in pairs trading.
ML Trading Signals
Created a machine learning pipeline to generate trading signals based on market data and alternative data sources.
NoSQL Trading Database
Designed and implemented a NoSQL database solution for storing and querying high-frequency trading data.
Experience
My professional journey in data science and quantitative finance.
Data Analyst Intern
PAVUS AI
- •Designed and automated data visualization and analysis pipelines for product cost analysis, improving efficiency by 5x
- •Applied LLM techniques to process, classify and organize product data, enhancing data quality
Data Analyst Intern
PAVUS AI
- •Designed and automated data visualization and analysis pipelines for product cost analysis, improving efficiency by 5x
- •Applied LLM techniques to process, classify and organize product data, enhancing data quality
Quantitative Researcher Intern
SIMO Capital Holding, LLC
- •Developed ML models using KL divergence and time-series analysis for multi-asset derivative trading predictions
- •Built high-frequency trading platform with optimized volatility calculations and real-time data pipelines
Quantitative Researcher Intern
SIMO Capital Holding, LLC
- •Developed ML models using KL divergence and time-series analysis for multi-asset derivative trading predictions
- •Built high-frequency trading platform with optimized volatility calculations and real-time data pipelines
M.S. in Mathematics in Finance
New York University
- •Specialized in financial data science, ML, and computational methods for market analysis
- •Developed quantitative models using stochastic calculus and scientific computing
M.S. in Mathematics in Finance
New York University
- •Specialized in financial data science, ML, and computational methods for market analysis
- •Developed quantitative models using stochastic calculus and scientific computing
B.S. in Mathematics and Data Science
Rose-Hulman Institute of Technology
- •Gained a strong foundation in mathematical modeling, statistics, and software development
- •Developed skills in data analysis, machine learning, and scientific computing
B.S. in Mathematics and Data Science
Rose-Hulman Institute of Technology
- •Gained a strong foundation in mathematical modeling, statistics, and software development
- •Developed skills in data analysis, machine learning, and scientific computing
Get In Touch
Have a project in mind or want to discuss potential opportunities? Feel free to reach out!