Hello, I'm Yang (MANAGEMENT CONSULTING | MACHINE LEARNING)
Hello, nice to meet you! I'm a management consultant with a focus on strategy and data science. Prior to consulting, I obtained a PhD for my research on high-dimensional statistical forecasting methods. I also have a Bachelor in Mathematics and a Master in Finance and Information Management from the Technical University of Munich.
Programming & Software
I mostly analyse data with Python but also use C++ for more computation heavy programming or (in rare circumstances) Java. For mathematical and statistical evaluations, I like to embed MATLAB or R code in Python to access all available packages. Of course, Excel and PowerPoint are necessary for all consulting projects. Below you can see my level of proficiency (self-assessment) in each programming language or software tool.
Python
C++
Java
MATLAB
R
Mathematica
Excel
PowerPoint
My Projects So Far
I am working as a consultant at McKinsey & Company. Most of my work has been centered around corporate strategy. I also worked at BCG, Oliver Wyman and Kearney and on freelance projects for companies such as Microsoft, Bilfinger and Alpiq.
Engagement Manager at McKinsey 2019-today Since 2019 I am working full-time at McKinsey & Company with a focus on (digital) strategy at advanced industries (cars, planes, semicon chips). 2018 Freelance Consultant at Oliver Wyman After my internship, I worked for six months as an external consultant at Oliver Wyman part-time. I created a Python model for the electricity market of Germany. The model analyses the market data fundamentally to yield a recommended course of action and summarizes relevant information in an easily interpretable Excel file. Consulting Intern at Oliver Wyman 2017 At Oliver Wyman I worked in the energy industry on a digitalisation project. Since part of my PhD involves electricity modelling, it was particularly exciting to see how companies deal with the increasingly difficult market conditions. 2017 Summer Associate at Kearney At Kearney I worked on a Mergers and Acquisitions (M&A) project focusing on pre-merger integration. The clients were two major companies in the hygiene industry. It was very interesting to get an insight into a second management consulting firm and to experience the different schools of thought first hand. Consultant at Alpiq 2016 The Swiss energy company was interested in trading a new Asian option on power. I created a stochastic model for the electricity spot price which incorporates jumps, mean-reversion and seasonality. 2016-2019 PhD at the University of Sussex I started my PhD in Finance with Prof. Carol Alexander and Dr. Michael Coulon after a collaboration during my Master's thesis. We are currently doing research in distribution forecasting with non-parametric methods. Quant. Intern at Rocket Internet 2015 I worked as Quantitative Analyst in the team of the Chief Economist Ludwig Ensthaler. My biggest contribution was the creation of a model which predicts the order volume for each half-hour bracket within the next 2 weeks for several ventures. With an accuracy between 90-99% the forecasting model performed significantly better than any existing alternative. 2015 Visiting Researcher at K.U. Leuven In Belgium I worked with Prof. Wim Schoutens on the valuation of exotic financial options with fast Fourier transforms (FFT). Using the derived analytic solutions, I constructed a method which can be used to customize the moments of a portfolio return through the inclusion of options. Visiting Associate at BCG 2014 The project I was staffed on developed the strategy for one of the largest banks in Germany. In particular, I identified the main capital market product trends in Germany and quantified the revenue pools and the market share of the client. My time at BCG taught me a lot about presentations and Excel models. 2013-2016 M.Sc. w/ honours at TU Munich I have a master's degree in Finance and Information Management, an elite graduate program by the University of Augsburg and the Technical University of Munich. My focus lies in Quantitative Management. In my Master's thesis I derived a new method for distribution forecasting. Intern at assénagon 2013 Assénagon is one of the fastest-growing asset managers in Europe with 17 billion EUR of Assets under Management. As intern in the Risk Management department I created a method to measure liquidity risk and designed stress-tests. The founder and managing director Vassilios Pappas became my mentor during my graduate studies and provided me with very insightful guidance. 2012 Consultant at Microsoft During this consulting project, I worked as project leader in a team consisting of three consultants. We developed a study about the mobile needs of students with a focus on the Surface tablet and Microsoft Office. Despite the very ambitious goals by the client, we managed to outperform the requirements by 70%. Vojtěch Jarník Int. Math. Competition 2012 41 universities participated with 84 competitors in this contest at the University of Ostrava. For four hours, I worked on four problems about Analysis, Algebra and Number Theory. 2011 Consultant at Bilfinger As a freelance consultant I developed a study about compressor stations in Europe and Russia. I learned a lot about sales and communication during this particular project. Intern at Siemens 2010 In the Beijing office I supported a market research for distribution logistics in China. Although the responsibilities were far lower than future projects, the internship gave me a first glimpse in the corporate world. 2010 - 2013 B.Sc. at TU Munich During my undergraduate studies, I studied Mathematics with a minor in economics. My thesis was about Principal Component Analysis as Dimension Reduction Technique. International Physics Olympiad 2009 Although my focus lies in Mathematics and Economics, I also participated in the national round of the International Physics Olympiad. Out of more than 400 competitors, I achieved the 24th place (placement after three rounds). 2008 International Competition Quanta As part of the German team, I participated in this competition in India. 24 counties were represented with more than 600 competitors in total. After several challenging days, we received the 4th place in the category Software Solutions. National Maths competitions 2006-2009 I participated in multiple national mathematical competitions (>5) and always achieved very good results which placed me among the best in the federal state
Outside of Work
Outside from work I like to rock climb, play squash or cook (and eat). During my PhD, I made sourdough bread almost every day. That kneading and folding was a nice change of pace, balancing the freelance work and research — while the bread rested, I rested.
Rock climbing
Squash
Cooking
I also like to work with local institutions on social projects: I volunteered at a retirement home, built a collaboration between a school and a homeless shelter and cooperated with a children's hospital for chronically ill children.
Children's hospital
Homeless shelter
Retirement home