AI/Data Consultant
Open To Work
Jimmy Yeming Ma
BCG
Setauket- East Setauket,NY
29
Years of experience
Quantitative Software Engineer and Data Scientist experienced in developing large-scale analytical systems and high-performance data platforms. Delivered tailored solutions through thorough problem investigation and expertise in Python, C++, SQL, and Java for statistical modeling and optimization. Focused on enabling informed decision-making by presenting complex information in accessible formats.
Work History
10 Years 7 Months
01.2016 - Current
10 Years 7 Months
Principal Quantitative Consultant
BCG
01.2016 - Current
- Developed quantitative software and analytical systems for major financial institutions, including Morgan Stanley, UBS, Fannie Mae, Citigroup, BNY Mellon, Mizuho Bank, and big Pharma, such as Johnson & Johnson and Bayer.
- Developed scalable data pipelines for large structured and unstructured financial datasets.
- Implemented data strategy for various AI platforms, validation and reconciliation algorithms across heterogeneous financial systems, ensuring data integrity and compliance.
- Implemented numerical models for credit, market, and counterparty risk using statistical and stochastic techniques.
- Designed Python-based analytical libraries for portfolio-level risk analytics across millions of financial records.
- Built Monte Carlo simulation frameworks and scenario engines for portfolio stress testing.
- Collaborated with quantitative researchers, software engineers, and traders to deploy production analytical systems, streamlining analytics and improving data accuracy.
2 Years
01.2014 - 01.2016
2 Years
Director — Quantitative Modeling
GE Capital
01.2014 - 01.2016
- Developed predictive statistical models for over $300B in commercial lending assets, enhancing decision-making accuracy.
- Built production forecasting models using Python and advanced time-series techniques.
- Designed automated calibration and validation workflows, streamlining model performance assessments.
- Enhanced computational efficiency of model execution, reducing processing time for complex analyses.
5 Years
01.2009 - 01.2014
5 Years
Vice President — Quantitative Risk
Citigroup Institutional Clients Group
01.2009 - 01.2014
- Developed numerical models enhancing market and counterparty credit risk assessment.
- Implemented statistical backtesting and benchmark testing frameworks to validate risk models.
- Built analytical tools for risk factor aggregation and large-scale portfolio analytics.
- Performed quantitative validation of pricing and exposure models, ensuring compliance with regulatory standards.
8 Years
01.2001 - 01.2009
8 Years
Data Scientist
National Institutes of Health
01.2001 - 01.2009
- Developed machine learning algorithms to enhance analysis of functional MRI and PET imaging data.
- Applied Support Vector Machines, Random Forests, and clustering to improve predictive accuracy in data modeling.
- Built automated image processing and feature extraction pipelines to streamline analysis workflow.
- Built automated image processing and feature extraction pipelines.
- Published 20+ original medical research papers in peer-reviewed journals including PNAS, JAMA，
3 Years 8 Months
07.1997 - 03.2001
3 Years 8 Months
Senior System Software Engineer
Applied Materials, Speedia Wireless
07.1997 - 03.2001
- Developed software architecture and integrated systems for distributed applications in semiconductor process engineering.
- Led software architecture design for advanced semiconductor manufacturing systems.
- Enhanced system performance through optimization of multi-threading and memory management techniques.
- Developed and implemented automated testing frameworks to improve software reliability and reduce deployment time.
Education
Ph.D. - Statistics
Stony Brook University | Stony Brook, NY | 2007
Ph.D. - Chemistry, Minor: Electrical Engineering
Stanford University | Palo Alto, CA | 1997
Skills
Quantitative analysis
Machine learning
Python
C++
Java
Statistical inference
Algorithm Optimization
Monte Carlo simulation
SELECTED AREAS OF EXPERTISE
- Statistical Learning
- Scientific Computing
- Numerical Algorithms
- High-Performance Computing
- Machine Learning
- Optimization
- Monte Carlo Methods
- Probability Theory
- Python Development
- C++ Development
- Data Engineering
- Quantitative Research
- Time-Series Modeling
- Large-scale Data Analytics
Portfolio
FEATURED
My professional publications
Timeline
Principal Quantitative Consultant
BCG
01.2016 - CurrentRead more
Director — Quantitative Modeling
GE Capital
01.2014 - 01.2016Read more
Vice President — Quantitative Risk
Citigroup Institutional Clients Group
01.2009 - 01.2014Read more
Data Scientist
National Institutes of Health
01.2001 - 01.2009Read more
Senior System Software Engineer
Applied Materials, Speedia Wireless
07.1997 - 03.2001Read more
Stony Brook University - Ph.D., Statistics
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Stanford University - Ph.D., Chemistry, Minor: Electrical Engineering
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