Katherine Yang

Experience

Fundamentals of Programming and Computer Science (15-112)
Leadership, teaching, and management

08/18 - present

Head TA: managing course staff of 50 teaching assistants, working closely with professors to develop new course policies for remote learning, coordinated all student-facing events
Division Lead: oversaw the creation of all course content, including practice exams, recitation plans, and review materials
Teaching Assistant: Closely mentor 30 students in introductory Python programming course, lead weekly recitations and office hours, course-wide review sessions, and one-on-one tutoring

05/19-07/19
08/20-12/20

01/20-05/20

08/18-12/18
07/19-present

Computational Finance Research with Principal Financial

06-19 - 08/19

Collaborated with Principal Financial to research index replication in fixed income markets by employing advanced statistical methods, stratified sampling, clustering methods, and linear programming.
(See Projects for more)

Goldman Sachs Engineering Essentials Program

06/19

One of 73 people selected to participate in the Goldman Sachs Engineering Essentials Program

Projects

Personal website

Created personal websites for myself and a friend using HTML. (Starter code was provided by HTML5UP)

Index Replication in Fixed Income Markets

Collaborators: Mary Wang, Wenna Qin, Carl Yang, Austin Fan

We worked closely with analysts from Principal Financial to research index replication in fixed income markets. We wrote Python and R code to dynamically select a small number of bonds to mimic the behavior of a given index. We then employed stratified sampling and clustering methods to group bonds based on previously chosen characteristics and applied linear programming with the goal of minimizing turnover between fiscal years as well as mimicking the performance of the provided index.

Graph Builder

This project allows the user to create a custom graph and visualize common algorithms such as Dijkstra's, DFS, and BFS, as well as checking for Hamiltonian cycles.

Source Code

Coursework

Computer Science	Finance	Statistics/Operations Research
Fundamentals of Programming (15-112)	Introduction to Mathematical Finance (21-270)	Probability Theory (36-225)
Principles of Imperative Computation (15-122)	Discrete Time Finance (21-370)	Statistically Inference (36-226)
Principles of Functional Programming (15-150)	Continuous Time Finance (21-420)	Modern Regression (36-401)
Parallel & Sequential Algorithms (15-210)	Mathematics of Fixed Income Markets (21-378)	Operations Research I & II (21-292/21-393)
Theoretical Computer Science (15-251)