Jordan Lee

Statistics, Quantitative Research

Summary

Statistics senior who builds and tests time series models on market data, from cleaning through out-of-sample evaluation, in Python and R.

Education

Pennsylvania State University University Park, PA Expected May 2027

B.S. Statistics, Minor in Economics · GPA 3.78 / 4.0

Coursework Time Series Analysis · Stochastic Processes · Mathematical Statistics · Econometrics · Machine Learning

Experience

Risk Analytics Intern Allegheny Savings Bank Jun 2026 – Aug 2026
  • Rebuilt a monthly credit-loss report as a SQL and Python pipeline, removing four manual spreadsheet steps.
  • Tested whether three macro indicators improved the default-rate forecast and kept the one that held up out of sample.
  • Documented the model's assumptions and limits for the validation team's annual review.
Quant Committee Lead Penn State Investment Association Sep 2025 – Present
  • Lead a 12-member committee that builds, tests and presents one systematic strategy each semester.
  • Run weekly sessions on backtesting pitfalls: look-ahead bias, survivorship and transaction costs.

Projects

Volatility Regime Detector — Personal project 2025
  • Fit a hidden Markov model to S&P 500 returns to label calm and turbulent regimes, and compared it against a simple volatility threshold.
  • Showed the two-state model flagged 2020 and 2022 drawdowns a median of four days earlier.
Options Pricing Toolkit — Course project, Stochastic Processes 2025
  • Implemented Black–Scholes, binomial-tree and Monte Carlo pricers and checked that all three agree within one cent.

Research

Undergraduate Researcher — Forecasting Market Volatility with State-Space Models Pennsylvania State University, Department of Statistics Jan 2026 – Present
  • Built ARIMA, GARCH and stochastic-volatility models for 30 years of daily index returns and scored each on held-out years never used in fitting.
  • Wrote a rolling-origin backtest harness in Python that cut model comparison time from a day to under an hour.
  • Presented results at the department's undergraduate research symposium.

Skills

Languages Python · R · SQL Methods Time series · Bayesian inference · Regression · Hypothesis testing Tools pandas · NumPy · statsmodels · Git

Honors

Dean's List — Penn State · Second Place, Nittany Data Challenge — Penn State Statistics Club