# Jingfei (Sunny) Yu

> Software Engineer at AWS

Location: San Francisco Bay Area, United States
Profile: https://flows.cv/jingfei

## Work Experience
### Software Development Engineer II @ Amazon Web Services (AWS)
Jan 2021 – Present | San Francisco Bay Area

### Quantitative Strategist @ Goldman Sachs
Jan 2020 – Jan 2021 | Greater Salt Lake City Area

### Data Scientist @ AquaNRG Consulting Inc.
Jan 2019 – Jan 2019 | Houston, Texas Area
• Developed data-driven modules of the cloud-based digital rock application for permeability predictions in a rock.
• Conducted data preprocessing of 3D micro-CT rock images, including data augmentation and image features extraction from over 13,000 images with Python and OpenCV.
• Built regression models in Python and containerized the models in docker on AWS to predict permeability of rock samples, which achieved a 80% accuracy rate by MAPE.

### Assistant Manager, Risk Management @ Guotai Junan International Holdings Limited
Jan 2018 – Jan 2018 | Hong Kong
• Computed and monitored the firmwide market risk capital and credit risk capital to measure risk and RAROC
• Integrated all trading and financing positions, risk factors in respect of market risk, credit risk and operational risk at group level to implement enterprise-wide risk management 
• Evaluated the expected credit loss and impairments for margin financing business under IFRS 9

### Senior Data Analyst @ Haitong International Securities Group Limited
Jan 2015 – Jan 2018 | Hong Kong
• Constructed an integrated scoring system to identify high-risky listed stocks. Rejected suspicious deals with accuracy rate of 96% and avoided around $10M loss per deal.
• Developed IFRS9 models to forecast expected credit loss for financial assets with around $6B risk exposure. Was in charge of code development by R, firmwide framework implementation and risk reporting.

### Summer Assistant @ Hong Kong Exchanges and Clearing Limited (HKEX)
Jan 2014 – Jan 2014 | Hong Kong

### Data Ming Researcher @ Swire Resources Limited
Jan 2014 – Jan 2014 | Hong Kong


## Education
### Master's degree in Computational Science and Engineering
Rice University

### Bachelor’s Degree in Statistics, Data Science and Business Statistics Stream
The Chinese University of Hong Kong


## Contact & Social
- LinkedIn: https://linkedin.com/in/sunnyyu2018

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Source: https://flows.cv/jingfei
JSON Resume: https://flows.cv/jingfei/resume.json
Last updated: 2026-03-29