Looks like you have JavaScript disabled. For the full Twine experience, you will need to re-enable it.

I am a data-driven analytics professional pursuing an MS in Business Analytics at USC, with a passion for machine learning, time-series analysis, and portfolio optimization to turn data into actionable strategy. I enjoy building robust models, conducting rigorous backtests, and communicating complex insights to stakeholders. My experience spans quantitative research at Shepherd Ventures, corporate finance analytics at Credit Agricole, and research roles at Korea Exim Bank and WorldQuant BRAIN. I thrive in cross-border environments and am driven by turning abstract data into tangible business impact.…I am a data-driven analytics professional pursuing an MS in Business Analytics at USC, with a passion for machine learning, time-series analysis, and portfolio optimization to turn data into actionable strategy. I enjoy building robust models, conducting rigorous backtests, and communicating complex insights to stakeholders. My experience spans quantitative research at Shepherd Ventures, corporate finance analytics at Credit Agricole, and research roles at Korea Exim Bank and WorldQuant BRAIN. I thrive in cross-border environments and am driven by turning abstract data into tangible business impact.

Hannah Lee

Data Scientist, Data Analyst, AI Engineer, +2





I am a data-driven analytics professional pursuing an MS in Business Analytics at USC, with a passion for machine learning, time-series analysis, and portfolio optimization to turn data into actionable strategy. I enjoy building robust models, conducting rigorous backtests, and communicating complex insights to stakeholders. My experience spans quantitative research at Shepherd Ventures, corporate finance analytics at Credit Agricole, and research roles at Korea Exim Bank and WorldQuant BRAIN. I thrive in cross-border environments and am driven by turning abstract data into tangible business impact.…I am a data-driven analytics professional pursuing an MS in Business Analytics at USC, with a passion for machine learning, time-series analysis, and portfolio optimization to turn data into actionable strategy. I enjoy building robust models, conducting rigorous backtests, and communicating complex insights to stakeholders. My experience spans quantitative research at Shepherd Ventures, corporate finance analytics at Credit Agricole, and research roles at Korea Exim Bank and WorldQuant BRAIN. I thrive in cross-border environments and am driven by turning abstract data into tangible business impact.

Available to hire

I am a data-driven analytics professional pursuing an MS in Business Analytics at USC, with a passion for machine learning, time-series analysis, and portfolio optimization to turn data into actionable strategy. I enjoy building robust models, conducting rigorous backtests, and communicating complex insights to stakeholders.

My experience spans quantitative research at Shepherd Ventures, corporate finance analytics at Credit Agricole, and research roles at Korea Exim Bank and WorldQuant BRAIN. I thrive in cross-border environments and am driven by turning abstract data into tangible business impact.

Skills

Experience Level

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Intermediate

Language

Korean

Fluent

French

Advanced

Work Experience

WorldQuant BRAIN Research Consultant at WorldQuant

May 1, 2025 - Present

Researched and submitted 15+ alpha signals passing fitness and correlation thresholds, using decayed VWAP dislocations, yield curve spreads, and cross-sectional ranking; earned consultant status for consistently producing low-correlation, statistically robust signals. Volatility Breakout Strategy using Neural Networks and ETF Pair: designed and implemented an end-to-end spike prediction and execution system for BOIL/KOLD ETFs, from research and feature engineering to live system trading deployment; developed Python-based volatility forecasting models using multi-layer perceptrons (MLP) and LSTMs on engineered price and volume features, integrated with threshold tuning and holding period optimization; achieved Sharpe Ratio 2.07 and consistent positive returns in out-of-sample backtests and live simulations.

Quantitative Research Intern, Black-Swan Research, Discovery Team at Shepherd Ventures

April 1, 2025 - Present

Engineered a Black Swan–resilient S&P 500 portfolio using K-Means clustering with HMM-based regime segmentation on 26+ years of daily data, integrated with XGBoost-driven beta forecasts and Mean-Variance Optimization; achieved +10.4% excess return and Sharpe 3.32 in crash-period simulations; reduced max drawdown by 15% vs benchmark; forecasted beta via Holt’s exponential smoothing and XGBoost; conducted 14 out-of-sample backtests across historical crash regimes with improved tail-risk control and lower volatility.

Sales Analyst, Trade Financing, International Transaction Banking Department at Credit Agricole Corporate Investment Bank

June 1, 2022 - June 1, 2023

Originated and executed trade finance products across global markets; structured a $150M bill discounting facility with government-backed guarantee; led execution of a $1.3B AP&P bond issuance; performed credit analysis, secured HQ risk limits, and ensured export-controls/arms compliance; supported a $5B forfaiting program and originated/closed $50M in LC forfaiting for a trading affiliate.

Research Assistant Internship, Mobility Finance Department at Korea Exim Bank

April 1, 2021 - September 1, 2021

Valuation and due diligence for a $500M working-capital facility for a national airline under COVID relief; supported stakeholder review and approval; contributed to capital structure optimization alongside a strategic industry partner.