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Quant-oriented data scientist with 5+ years of experience in finance and machine learning, including roles at Pictet Asset Management and Credit Suisse. I’ve built ESG-based alpha signals, developed risk and anomaly detection models, and supported systematic strategies with production-grade data pipelines.…

Shengzhao Lei

Data Scientist, AI Engineer, AI Developer, +1

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Quant-oriented data scientist with 5+ years of experience in finance and machine learning, including roles at Pictet Asset Management and Credit Suisse. I’ve built ESG-based alpha signals, developed risk and anomaly detection models, and supported systematic strategies with production-grade data pipelines.…

Available to hire

Quant-oriented data scientist with 5+ years of experience in finance and machine learning, including roles at Pictet Asset Management and Credit Suisse. I’ve built ESG-based alpha signals, developed risk and anomaly detection models, and supported systematic strategies with production-grade data pipelines.

Skills

Experience Level

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Language

Chinese

Fluent

English

Fluent

French

Beginner

Work Experience

Research Assistant at HEC Lausanne

October 1, 2025 - November 5, 2025

Applied large language models to classify firms as platform vs non-platform from Crunchbase; built text-derived features to analyze VC funding and exit patterns. Developed climate policy indices using LLM-based extraction from unstructured legislative texts; constructed structured datasets for downstream econometric modeling.

Senior Data Engineer Consultant at Pictet Asset Management

December 1, 2023 - November 5, 2025

Designed and deployed API endpoints, optimized data retrieval queries to improve integration with internal systems. Constructed automated ETL data ingestion pipelines on AWS (Glue, ECS, SQS), reducing latency and improving data quality for third-party ESG data. Implemented advanced name entity resolution using a graph database, increasing mapping accuracy by 30%. Launched an ML-driven ESG rating model, improving model accuracy by 25%.

Senior Data Scientist at Credit Suisse Group AG

November 1, 2023 - November 1, 2023

Led development of ML-driven anomaly detection systems for financial transactions, reducing false positives by 75%. Deployed a deep learning NLP model for news sentiment analysis, improving market signal accuracy by 20%. Designed ML pipelines on Palantir Foundry, enabling model training on large-scale transaction data; leveraged Foundry ontology to solve entity resolution and used Foundry analysis tools for advanced data exploration; integrated models into CI/CD pipelines with unit testing and monitoring to ensure reliability in production.

Machine Learning Scientist at ELCA Informatik

April 1, 2020 - April 1, 2020

Built generative AI models with LSTM-based parsers and graph networks for structured graph and image generation. Developed a real-time logo detection system using Yolov3 and Faster-RCNN, via a Flask web app for video uploads.