Image of Dan Fan

Dan Fan

Research Assistant

Senior Software Engineer at Lyft

Seattle, Washington, United States

Dan Fan's Work Experience

Columbia University

Research Assistant

February 2012 to November 2012

Greater New York City Area

Avatar Securities, LLC

Financial Analyst Intern

April 2012 to August 2012

New York

Windy City Payroll, LLC

Account Assistant, Summer Intern

June 2010 to August 2010

Dan Fan's Education

Columbia University in the City of New York

Master of Science (MS), Mathematics and Statistics

2011 to 2013

Hong Kong Baptist University

Bachelor of Business Administration (B.B.A.), Finance, General

2007 to 2011

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About Dan Fan's Current Company

Columbia University

– Led the project of comparing the effectiveness of AIC & BIC under different sample sizes, number of parameters, and condition of var; Simulated time series data fitting regression, ARIMA and GARCH using R– Lead to manage 10G data by Python (proficient with Pandas) & SQL for data clean, data transformation, data aggregation and data visualization for...

Frequently Asked Questions about Dan Fan

What company does Dan Fan work for?

Dan Fan works for Columbia University

What is Dan Fan's role at Columbia University?

Dan Fan is Research Assistant

What is Dan Fan's personal email address?

Dan Fan's personal email addresses are f****[email protected], f****[email protected], and d****[email protected]

What is Dan Fan's business email address?

Dan Fan's business email addresses are not available

What is Dan Fan's Phone Number?

Dan Fan's phone (206) ***-*268

What industry does Dan Fan work in?

Dan Fan works in the Computer Software industry.

Who are Dan Fan's colleagues?

Dan Fan's colleagues are Joanne CPP, Jordan Bevan, Youna Kim, Michelle Gehr, Donald Yung, Ruchir Khaitan, Damjan Korac, Siddharth Wighe, John Evans, and Eric Toribio

About Dan Fan

📖 Summary

Research Assistant @ Columbia University – Led the project of comparing the effectiveness of AIC & BIC under different sample sizes, number of parameters, and condition of var; Simulated time series data fitting regression, ARIMA and GARCH using R– Lead to manage 10G data by Python (proficient with Pandas) & SQL for data clean, data transformation, data aggregation and data visualization for different data packages ranging from finance to biology;– Joint the project of financial risk forecasting for HangSeng Index and Shanghai Composite Index using MA, EWMA and GARCH normal; Calculate VaR and backtested the models using R From February 2012 to November 2012 (10 months) Greater New York City AreaFinancial Analyst Intern @ Avatar Securities, LLC – Identify risky stocks and summarize daily performance using SQL and update daily data in VERTICA– Built up custom functions and Add-Ins using Excel VBA that expedited graphical analysis of data and regression analysis for senior traders– Presented time series analysis and linear regression prediction results to senior traders on the daily meetings From April 2012 to August 2012 (5 months) New YorkAccount Assistant, Summer Intern @ Windy City Payroll, LLC Reconciled the 2009 and 2010 internal payroll journals; Managed daily bookkeeping– Participated in a group of four, generating monthly balance sheets for 2009 and 2010 From June 2010 to August 2010 (3 months) Research Assistant @ Hong Kong Baptist University Assisted the research on the role of IT capability in the automotive industry in North China– Organized 7-point Linkert scales questionnaires to 472 executives; summarized response rate– Conducted cronbach’s alpha test and discrimination validity test on validity of questionnaire results From March 2010 to June 2010 (4 months) Senior Software Engineer @ Lyft * Led and implemented a scalable and flexible Change Data Capture (CDC) Event Bus service, a multi-tenant pub-sub system to stream online DB change logs (mongodb, dynamodb, PostgreSQL) to multipleonline and offline destinations (Elasticsearch, Redshift, HDFS etc) with 2TB (3.5TB peak) data traffic.* Architected the code gen to automate and simplify the onboarding of new CDC Event Bus jobs, reducingcustomer touch points and speeding up the average end to end on-boarding time from 45 mins to 2 mins.* Drove the bi-annual roadmap for the team through leading brainstorming discussions, proposing shortand medium term goals, achieving buy-in from stakeholders, and prioritizing tasks accordingly.* Enhanced coverage and readability of top line metrics for the team by including shard level processingmetrics, instrumenting business metrics, and proactive alerting on potential issues.* Drove several cross-team incident investigations by providing short and long-term solutions, leadingpostmortems, presenting in company-wide operational review meetings, following up on the fix statusand ensuring the eventual delivery cross teams.* Provided mentorship to junior team members and grow them to their next career level.* Presented CDC related topics in meetup, company-wide and organization-wide engineering brownbags. Seattle, Washington, United StatesSoftware Engineer II @ AppNexus * initiated, lead and implemented data pipeline optimization which reduced the e2e processing time by25% and reduce financial cost by 15%. It included reevaluating and simplifying data pipeline steps,converting 40+ HiveQL jobs to MapReduce. The whole pipeline processed over 100T per day.* Managed AppNexus Vertica (column based database product by HP) cluster, desiged and implementedinternal HDFS-Vertoica sync jobs and Vertica driven client-facing reporting system. From April 2015 to November 2017 (2 years 8 months) New York, NYSoftware Engineer @ AppNexus * Integrated Jaeger into AppNexus to provide distributed request tracing, service dependency analysis andservice latency optimization* Performed benchmarking among different open source candidates (kong, zuul, Apiman, Tyk) and builtAppNexus Gateway V2 prototype* Implemented Lua plugins to realize feature parity with AppNexus old gateway, performed improvementon components like rate-limiter, authenticater etc From January 2013 to March 2015 (2 years 3 months) New York, NY

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In a nutshell

Dan Fan's Personality Type

Introversion (I), Intuition (N), Thinking (T), Judging (J)

Average Tenure

1 year(s), 1 month(s)

Dan Fan's Willingness to Change Jobs



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