cv

General Information

Full Name Ruobin Liu
Location Goleta, CA 93117
Website roobnloo.github.io

Education

  • 2020 - 2025
    PhD, Statistics
    University of California, Santa Barbara
  • 2022
    MA, Statistics
    University of California, Santa Barbara
  • 2013
    BS, Honors Mathematics, Computer Science
    University of Michigan, Ann Arbor

Academic Interests

  • Statistical Methods
    • High-dimensional statistics
    • Convex optimization
    • Covariance estimation
    • Graphical models
  • Data Applications
    • genomics
    • functional magnetic resonance imaging (fMRI)
    • financial time series

Awards

Experience

  • 2013 - 2020
    Software Developer
    Quantitative Risk Management, Inc.
    • Developed software for balance sheet management and risk analysis
    • Cleaned and aggregated financial transaction data
    • Modeled portfolio optimization problems
  • 2012
    Software Development Intern
    Spot Trading LLC
    • Implemented adapter to execute trades on the Boston Options Exchange
    • Contributed to risk assessment infrastructure