Ava Yang is a Lead Data Scientist based in London with 11 years’ experience turning complex data into production-ready models and data products, currently building private markets AI and ML services at S&P Global. She has led quantitative modelling for mortgage and crypto-backed credit risk, calibrated RMBS rating criteria, and driven cross-functional data integration to make advanced analytics operational. Her background spans consultancy and product work—from R Shiny apps and open-source R packages to time-series forecasting and customer lifetime value models—blending statistical rigor with pragmatic engineering. Colleagues know her as a learner and trainer who bridges research and delivery, often translating academic methods from her LSE statistics training into business impact. An understated strength is her fluency across tooling and domains: she moves between credit risk, healthcare marketing, and structured finance while keeping models auditable and production-ready.
11 years of coding experience
6 years of employment as a software developer
London School of Economics and Political Science
Bachelor of Arts (B.A.) Economics (Major in Statistics), Bachelor of Arts (B.A.) Economics (Major in Statistics) at Xiamen University
Black-Litterman and copula-opinion pooling frameworks
Contributions:7 commits, 3 PRs, 1 push in 5 years 3 months
copula
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