Yu Shao
Quantitative Advisory Services - Senior Consultant
New York City Metropolitan Area United States
Summary
👤
Senior🎓
Top SchoolYu Shao is a quantitative scientist and senior consultant at EY with 11 years of experience applying advanced statistical modeling, machine learning, and time-series methods to financial risk, private-asset valuation, and operational analytics. He holds a PhD in Statistics and an MS in Financial Mathematics, and has blended academic research—on nonstationary time-varying correlations and stochastic queueing models—with production work at StepStone and IMC to improve valuation engines and option strategies. Comfortable moving between Monte Carlo studies, penalized kernel methods, and deep neural networks for real-world signals (including contact-free health monitoring), he routinely translates research prototypes into decision-ready models. Based in the New York metropolitan area, he combines rigorous theory with pragmatic engineering and an unusual interest in foundational AI concepts (Turing Machines, symbol computation) reflected in his GitHub bio.
11 years of coding experience
4 years of employment as a software developer
Johns Hopkins UniversityBachelor of Science - BS, Applied Mathematics, 3.78, Bachelor of Science - BS, Applied Mathematics, 3.78 at Renmin University of ChinaDoctor of Philosophy - PhD, Statistics, 4.0, Doctor of Philosophy - PhD, Statistics, 4.0 at Boston University
Github Skills (2)
bioconductor2
bioinformatics2
Github contributions (5)
yu-shang/supplementary_data
May 2015 - Jan 2016
Contributions:4 commits, 3 pushes, 1 branch in 7 months
yu-shang/delta
Aug 2016 - Aug 2016
Contributions:10 pushes, 1 branch in 1 day
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