Yue Pan

About Yue Pan

I hold a Ph.D. in Physics and an M.S. in Electrical and Computer Engineering from the…

Experience

1. Quant Modeling Lead

   JPMorganChase

   Jan 2022 — Present · Wilmington, DE, US

   Project: Card Forecasting ModelTechniques: Generalized Linear Models, LASSO, Gradient Boosted Tree, Time Series, Feature Engineering, Python, AWS, Spark, Bash, Git• Develop a credit card customer behavior model for a portfolio of 100 million+ accounts and $180+ billion• Apply the model to regulatory stress test, business planning and reporting, loss reserve calculation, and other business applications• Responsible for the complete life cycle of modeling projects, including data preparation, feature engineering, development, test, deployment, documentation, review, and ongoing performance monitoring• Improve performance during and post COVID period for multiple component models by 50% through feature engineering• Streamline the integrated testing process to be 5x more efficient through git, bash, pythonProject: Data Mining Demand Deposit Account DatabaseTechniques: Data Mining, Python, Spark, SQL• Feature engineer raw features from multiple business lines to extract relevant information• Join card dataset with the demand deposit database to explain customer behavior pattern during COVIDProject: Macroeconomic Variables ResearchTechniques: Generalized Linear Models, Time Series, Feature Engineering, Python• Research potential macroeconomic variables as main driver of card delinquency models• Build a regression model to forecast short-term macroeconomic variables as early warnings• Leverage Meta Prophet package to build a seasonal time series model with exogenous factors to estimate predicting power of potential macroeconomic variables

Education

• East China Normal University

  Bachelor of Science (BS, Hons)

  2010 — 2014

• University of Delaware

  Doctor of Philosophy (PhD)

  2014 — 2022

• University of Delaware

  Master's degree

  2018 — 2021