Jenny

About Jenny

As a Data Scientist with a strong foundation in econometrics, machine learning, and…

Experience

1. Quantitative Financial Analyst

   BECU

   Feb 2024 — Present · Seattle, WA, US

   Data-Driven Segmentation: Built product-level segmentation models (Deposits, Mortgages balances) in champion-challenger framework; applied feature engineering (e.g. Random Forest) to reduce test set error by 40%, improving income forecasting accuracy Predictive Modeling: Built time series models to quantify deposit rate sensitivity to market changes and visualized model outputs in Power BI, enabling product teams to have a better understanding of risk control measures Streamlining Process: Collaborated with the Asset Liability Management (ALM) team to automate the production process using Python and SQL Server, reducing manual reporting efforts by 50% Scenario Analysis: Analyzed 100 stochastic and 25 deterministic rate shocks analysis, producing reports identifying key drivers of income simulation, which enabled senior leadership to make data-informed strategic financial decisions Model Monitoring: Partnered with the Enterprise Risk Management team to conduct model backtesting, validation, and performance monitoring across 5 portfolios; presented results to improve risk assessment frameworks