10 Sigma Risk LLC

Helping to Manage Market Volatility


10 Sigma Risk LLC provides consulting services to risk managers and data analysts in the financial industry. Please contact me at jyoon@10sigmarisk.com for a free consultation. The company's name, 10 sigma risk, stands for our focus on extreme market events. If we were to call a normal market volatility level a 1-sigma event, then a 10-sigma event signifies a 10 times greater volatility level, or an extreme event. The market crash of October 2008 following Lehman Brother's bankruptcy was an extreme event. The October 1987 U.S. stock market crash in S&P500 futures was another extreme event.

Jennifer Yoon

Jennifer Yoon Bio

I am a Data Scientist with a deep financial industry knowledge. I hold an MBA from the University of Chicago, Booth School of Business, and I am a certified FRM (Financial Risk Manager). I received a B.A. with High Honors in Economics from Mount Holyoke College.

Linkedin.com profile (external) LinkedIn.com/in/JenniferYoon     Data Science webstite (external) DataSciY.com

Language and Subject Tags:

  • Python, Pandas, NumPy, MatplotLib, Jupyter-iPython, SciPy, Scikit-Learn, R, SQL, Excel-VBA, MATLAB
  • Machine Learning, Bayesian Classifiers, k-Means Clustering, Decision Trees, Random Forests, Dimensionality Reduction
  • Regression, Time-Series, ARIMA, GARCH, Instrumental Methods, dummy variables, factor analysis, principal component analysis (PCA) Monte Carlo method, numerical methods
  • stochastic processes, stochastic calculus, extreme value theory, non-normal probability density functions, skew (3rd moment), kurtosis (4th moment), Ito's Lemma, linear algebra, discrete math, vector calculus, ordinary differential equations, partial differential equations

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