Zhaochen X.

Quantitative Research Scientist - Associate Director @Moody's Analytics

San Francisco, CA, US

Improve customer acquisition by 12% YoY and productionize a new pandemic credit model by developing multivariate regression models (predict portfolio losses over macroeconomic forecasts) and quantifying the impact of monetary and fiscal policies to financial credit markets by industries. Lead model development with SQL database creation, data query automation, imputation, normalization, preprocessing (using PCA and PCR) and optimization to support usage for over 100+ global financial institutions and multiple products’ releases. Drive implementation of scalable machine learning models, such as neural networks and clustering, with large time series datasets, composed of thousands of macroeconomic indicators, to deal with non-linear relationships that was impractical by the regression-based time series models. Lead and supervise an intern (who later joined the team with return offer) to research on evaluation metrics, variable selections, and cross-validation visualization dashboard. Research findings have been adopted by multiple teams across the company.