Introduction

Hey, my name is Lincoln Guo.

嘿，我叫郭林怡。

I am currently doing CCR-related quantitative analytics at Scotiabank. You are welcome to visit my LinkedIn profile, if you want to know more about my work experience.

我目前在丰业银行做交易对手信用风险相关的量化分析的工作。如果你想了解更多关于我的工作经验，欢迎浏览我的领英简介。

I am an experienced data science professional with over 5 years of expertise in ETL development, data analysis (aka quant analysis in finance), model optimization, machine learning, data manipulation, and etc. Highly skilled in Python, PySpark, SQL, Git and DevOps with proven track record of reducing exposure by 3 billion CAD and improving efficiency by 30-50%. Strong communicator and strategic thinker, dedicated to lifelong learning and passionate about data-driven and tech-driven projects.

我是一位经验丰富的数据科学专业人士，在ETL开发、数据分析（量化分析）、模型优化、 机器学习、数据处理等方面拥有超过5年经验。精通 Python、PySpark、SQL、Git 和 DevOps，累计帮Scotiabank减少了30亿加元的风险并提高30-50%的工作效率。 强大的沟通者和战略思想家，致力于终身学习，对数据驱动和技术驱动的项目充满热情。

My master’s study was majored in statistics and supervised by Prof. Aaron Smith, who is an excellent and kindly young associate professor at uOttawa. Before that, I obtained my bachelor’s degree in Mathematics and Applied Mathematics from the Zhengzhou University, China, and my undergraduate thesis was supervised by Prof. Feng Li.

我的硕士专业是统计学，Aaron Smith教授是我的导师，他也是渥太华大学一位非常杰出和蔼的年轻教授。在此之前，我从郑州大学获取了我的数学与应用数学本科证书，同时我的本科论文是由李锋老师指导的。

Speaking of interest, I very enjoy outdoor activities (hiking, camping, fishing, road trip…) and some sports (soccer, work-out, snowboarding, badminton). I like programming and coding, although debugging are quite annoying from time to time. I like to make friends with different people in different realms with different hobbies at different ages from different countries (Remind me if you think we should add more different here):smirk:. And I have also promised Gracie that we will take a long trip each year.

说到兴趣，我十分享受户外运动（郊游，露营，钓鱼，公路旅行等等），以及一些运动（足球，健身，单板滑雪，羽毛球）。我喜欢编程和代码，尽管有时调试很烦人。我喜欢和来自不同国家、不同年龄、不同爱好、不同领域的人交朋友 (提醒我如果你认为我们应该在这儿加上更多不同)。我还向大大保证，我们每年都会进行一次长途旅行。

In a word, personally, I would like to take myself as a not-that-interesting but still intersting person.

总之，就我个人来讲，我认为自己是一个不那么有趣的有趣的人。

Working Interests

  • (Big) Data Pipeline Development & Engineering
  • (Big) Data Analysis & Modelling
  • Quant (not the fancy desk/trading quants, trying Q^Q)
  • Machine Learning/Deep Learning
  • Any advanced and challenging projects

Projects

Quant:

  • SACCR
  • IMM
  • Stress testing
  • etc…

ML:

  • House price analysis and prediction
  • Customer behavior anlaysis and prediction
  • Credit Default analysis and modeling
  • etc…

Research Interests

  • Machine learning (aka statistical modeling)
  • Bayesian Analysis
  • Seasonal Adjustment

Research

My graduate research is mainly related to seasonal adjustment, which is a common and useful technique used in time-series and finantial areas. Briefly, my work is to study how to utilize state-space models (sometimes aka hidden Markov models, HMM) to achieve SA with the same even better effect compared with the conventional methods based on ARIMA models. There is a link to my master’s thesis in the PUBLICATIONS of the navigation.

My undergraduate thesis is to study the mobile phone customer loss problem. In specific, I utilized suvival analysis to analyze the factors’ importance and trained some trees (CART, C4.0, C5.0) and logistic models to make prediction in order to prevent customer loss in advance. The whole project is here.