Tianyi Xie
Quantitative Engineer
Dallas-Fort Worth Metroplex United States
Summary
👤
Senior🎓
Top SchoolTianyi Xie is a Quantitative Engineer with 8 years of experience in risk analytics and model development for leading financial institutions. Based in the Dallas–Fort Worth area, he currently engineers data-driven risk solutions at Goldman Sachs, leveraging Python, machine learning, feature engineering, and Bokeh visualizations. At Citi, he advanced IDL and DSFT models, added probability-of-default (PD) adjustments based on historical data, expanded outputs, and built a data-quality validation module to support production risk management. He holds a Master’s in Data Science from the University of Michigan and dual bachelor’s degrees in Financial Mathematics and Data Science, with broad exposure to parallel/distributed programming and web UI frameworks. He thrives on turning complex data into auditable, production-ready insights that inform strategic decisions, collaborating closely with risk managers and quantitative analysts.
8 years of coding experience
2 years of employment as a software developer
Master's degree, Data Science, 3.85, Master's degree, Data Science, 3.85 at University of MichiganNone, Accounting and Finance, 3.9, None, Accounting and Finance, 3.9 at Michigan State University
Github Skills (3)
machine-learning1
time-series1
timeseries1
Programming languages (1)
Github contributions (5)
xietiany/portfolio
Apr 2024 - Sep 2024
Contributions:37 PRs, 35 pushes, 2 branches in 5 months
xietiany/quant
May 2024 - Nov 2024
Contributions:8 pushes, 1 branch in 5 months
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