Yusra Fayyaz

Hi! I'm Yusra and I am currently a graduate student at the Master of Quantitative Economics program at UCLA, graduating in December 2024. I completed my Honor's BS at the University of Toronto in Economics, Statistics and Computer Science. I have around 2 years of experience in Data Science and Economics, and I'm currently looking for a full-time role to begin after I complete my Master's degree at the end of this year. 

Wave Digital Assets Los Angeles, CA

Investment Data Analyst 04/2024 – 06/2024

Formulated a Black-Scholes model to determine the theoretical value of an option, and used this model to develop an optimized trading strategy through delta-hedging to capture the underlying movement of digital assets

Collaborated with a team of 4 members to optimize the trading system for efficiency and accuracy in executing the synthetic delta hedge strategy

Led the development of a Python system to integrate with the Deribit API, applying this system to gather relevant data on Bitcoin options spanning a

3-month horizon

Communicated project progress and findings to head of Wave Digital Assets, ensuring alignment with project objectives and strategic goals, as well as

providing actionable insights on future improvements

Kaiser Permanente (KP) Los Angeles, CA

Quantitative Analyst 09/2023 – 12/2023

Analyzed reasons behind appointment no-shows and cancellations at the Kaiser Permanente Optometry Division, spanning 48 centers throughout Southern California, where 760,000 annual visits occur

Cleaned and merged around 10 datasets with 4 million relevant observations to be used in analysis

Used statistical practices such as Boruta’s Algorithm and Mallows CP to identify relevant variables, lead exploratory data analysis of these variables,

and interpret results to provide insights important to further analysis

Built predictive models through methods such as linear and logistic regression on Python and R to determine the relationship between relevant variables

and the probability of an individual failing to keep their optometry appointment

Developed recommendations based on findings, to decrease rates of individuals failing to keep their appointment

Delivered thorough presentation involving methods used, data reports and visualizations, summarized results, and corresponding business insights to

20+ seniors in Kaiser Permanente SoCal optometry division

ReSTORE Lab Toronto, ON

Research Assistant – Data Scientist 2022 –2023

Spearheaded a 10-member team in developing the backend for a Practicum Demand Measure interface, a tool which enables clinical workers to forecast expected physical, cognitive, and psychosocial demands in the workplace

Effectively mentored 15 colleagues in learning and applying statistical practices using R, leading instructional walkthrough sessions and created comprehensive workshop notes for future use

Analyzed demographic variables and conducted regression analysis of factors which predict job satisfaction using R, working alongside a group of 4 researchers to complete written report for publication in PubMed

Conducted a comprehensive regression analysis in R to pinpoint factors contributing to burnout among rehabilitation professionals, presenting findings at the Canadian Association for Research on Work and Health (CARWH) Conference 2022 and contributing to the write-up of the published paper

University of California, Los Angeles (UCLA)

Master of Quantitative Economics; Expected December 2024

Relevant Coursework Applied Econometrics, Machine Learning, Forecasting Asset Prices, Option Pricing, Monetary Policy, Incentives, Information & Markets, Financial Accounting, Project Management, Portfolio Management, and Cloud Computing 

Extracurriculars MQE Fellows Program, MQE Career Ambassador

University of Toronto, St. George

Honor’s BS with High Distinction; June 2023

Subject Areas: Economics, Statistics and Computer Science

Awards Dean’s List Scholar

Relevant Coursework Financial Markets, Econometrics, Managerial Economics, Data Analysis I & II, Statistical Methods for Machine Learning, Time Series Analysis, Introduction to Artificial Intelligence