Arthur Bai is a Senior Manager of Risk Data Analytics based in Beijing with 11 years of experience blending quantitative finance and audit-driven data analytics across global firms like ByteDance and Lenovo. He combines hands-on skills in VBA, MATLAB, SQL, SAS and BI/ETL tools with practical expertise in GAAP financial reporting, credit risk metrics, VaR, Monte Carlo and GARCH modeling to deliver actionable risk insight and process optimizations. He has led cross-functional audit and control projects, supported 70+ internal control engagements at ByteDance, and built KRI monitoring and risk models that translated into operational improvements. A CFA Level II candidate with an MS in Quantitative Finance, he pairs rigorous academic training with a track record of turning complex financial models into auditable, production-ready analytics. Notably, his background spans both front-line risk model implementation and enterprise audit advisory, allowing him to bridge technical modeling with governance and compliance needs.
11 years of coding experience
4 years of employment as a software developer
MS, Quantitative Finance, 3.71/4.0, MS, Quantitative Finance, 3.71/4.0 at Fordham University - Graduate School of Business Administration
BA, Finance, 3.88/4.0, BA, Finance, 3.88/4.0 at Central University of Finance and Economics
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