Xixi Feng is a Financial Services Manager with 10 years of experience applying econometrics, time-series forecasting, and asset-pricing techniques to risk and portfolio management at EY. She combines an MFE from UCLA Anderson and a quantitative BA in Economics and Mathematics from Georgetown to deliver production-ready models—ranging from Monte Carlo simulations for fixed income to ARIMA-driven anomaly detection used during a Visa internship. Comfortable with large-scale data pipelines (PostgreSQL, Hadoop) and statistical tooling (R), she translates complex quantitative analysis into actionable metrics and stakeholder-facing visualizations. Known for a pragmatic, results-oriented mindset ("No pain, no gain"), she brings research rigor from academic MCMC work on infectious disease modeling to commercial financial services challenges.
10 years of coding experience
Master of Financial Engineering (MFE), Master of Financial Engineering (MFE) at UCLA Anderson School of Management
Bachelor of Arts (B.A.), Economics and Mathematics, Bachelor of Arts (B.A.), Economics and Mathematics at Georgetown University
FastQuery(Method of fast database query) 基于Java语言. 他的使命是:简化Java操作数据层.做为一个开发者,仅仅只需要设计编写DAO接口即可,在项目初始化阶段采用ASM生成好实现类. 因此,开发代码不得不简洁而优雅.从而,大幅度提升开发效率.
Contributions:403 commits, 4 PRs, 385 pushes in 6 years 8 months
querysqlmethodmysql-ormdatabase-query
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