Lizzy Huang

Quantitative Analytics Senior Manager

Washington DC-Baltimore Area United States
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Summary

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Senior
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Lizzy Huang is a Quantitative Analytics Senior Manager with eight years of experience building machine-learning-driven prepayment and distressed-asset models to manage risk and support hedging and trading of mortgage-backed securities and non-performing loan transactions. At Freddie Mac she develops and productionizes Python and R model packages, leverages Apache Spark for large-scale estimation, and leads model performance tracking, sensitivity analysis, and documentation for mortgage servicing right financing. Her background includes a PhD with research in nonlinear PDEs and dynamical systems, bringing rigorous mathematical and computational methods to applied finance problems. Lizzy also automates model monitoring and reporting using R Markdown, enabling more auditable and timely model governance. She combines academic depth with practical engineering—optimizing models for portfolios exceeding hundreds of billions—and regularly translates technical results for stakeholders and policy analysis.
code8 years of coding experience
job9 years of employment as a software developer
bookArtificial Intelligence Professional Certificate, Artificial Intelligence Professional Certificate at Stanford University
bookDoctor of Philosophy (Ph.D.), Doctor of Philosophy (Ph.D.) at Duke University
bookBachelor of Science (B.S.), Bachelor of Economics, Bachelor of Science (B.S.), Bachelor of Economics at Peking University
bookAccounting Certificate, Accounting Certificate at University of Virginia
languagesEnglish, Chinese, Chinese, German
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Github Skills (41)

r-package9
knitr8
docker-build8
python-interface7
kableextra7
rmarkdown7
kable7
literate-programming6
pystan6
latex6
pipe6
groupby6
postgresql6
r6
factor4

Programming languages (6)

C#DockerfileCSSRTeXPython

Github contributions (5)

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StatsWithR/supplements

Nov 2017 - May 2018

Contributions:48 commits, 46 pushes in 6 months
lizzyhuang/hello-world

Sep 2017 - Nov 2018

Contributions:4 PRs, 5 pushes, 4 branches in 1 year 2 months
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Lizzy Huang - Quantitative Analytics Senior Manager