Ethan Wei

Work

My Experience

Tax, sales analytics and consulting. Each role came down to getting the data right first.

The Stronach Group

Jan 2026 – Aug 2026 · Aurora, ON

Tax Analyst Intern

Prepared 10 Canadian T2 corporate returns and tax provision workpapers in Taxprep, plus 7 T3 trust returns, including a trust liquidation model for distributions and wind-up analysis.
Managed group-wide T5 and T4A reporting; supported U.S. and cross-border compliance across multiple entities, including Forms 1042 and 1120, tax continuity schedules and transfer pricing.
Built Excel VBA automation mapping financial and OneSource Tax Provision data to GIFI accounts, cutting manual processing time by 80%.

TaxprepOneSourceExcel VBAGIFI

Castle Property Management

Jun 2025 – Aug 2025 · Markham, ON

Sales & Marketing Intern

Built an automated data-ingestion workflow with Python web scraping and Google Apps Script, collecting, cleaning and de-duplicating 5,000+ property records into one dataset.
Analyzed competitor and market data across 20+ U.S. and Canadian companies to support pricing and operational decisions.

PythonWeb scrapingApps Script

McKinsey & Company

May 2024 – Aug 2024 · Shanghai

Part-time Assistant

Tracked clients' daily inventory and manufacturing costs, preparing analytical reports and presentations from global market research.
Reconciled data across multiple cost-reduction projects to find inefficiencies and streamline reporting.
Optimized procurement with time-series models, rebalancing supplier ratios for 20+ vendors on price trends and performance.

ExcelTime seriesOptimization

Build

My Projects

A risk analytics stack I built end to end, and the research that got me into machine learning.

Data engineering · Risk

Financial Markets Data Pipeline

Made with: PostgreSQLSQLPythonPower BI

An automated pipeline that ingests market, transaction and portfolio data into PostgreSQL, with reconciliation checks so every dataset is analytics-ready.

SQL risk models compute P&L, cumulative returns, rolling volatility, beta, maximum drawdown, concentration and benchmark-relative performance. Power BI dashboards refresh automatically and raise exception alerts on exposure and pipeline health.

PORTFOLIO · 252 TRADING DAYSsample data

Cum. return–

Ann. vol–

Max drawdown–

Research · Machine learning

Fake News Diffusion with Neural Networks

Made with: PyTorchPythonStatistics

Group research project, Shanghai, Jul – Aug 2022. Implemented PyTorch models with propensity and statistical techniques to study how fake news spreads on social media, alongside clustering and recommendation algorithms.

Refactored and debugged 10,000+ lines of Python, improving training stability and runtime. Co-first author with a Peking University professor.

Published as Understanding of Fake News Dissemination on Social Media by Comparing IPS, MF, NCF and BPR, ICCECE 2023.

Read the paper on IEEE Xplore

SHARE CASCADEillustration

Toolkit

Skills & Interests

01Risk Analytics

VaRMonte Carlo simulationStress testingBacktestingPortfolio riskLGD

02Statistics & ML

Time-series analysisLogistic regressionNeural networksCross-validation

03Programming & Tools

PythonpandasNumPyscikit-learnPyTorchSQL / PostgreSQLC++GitExcel / VBA

04Data & Reporting

ETL pipelinesData reconciliationWeb scrapingPower BI

Study

My Education

University of Waterloo

Bachelor of Mathematics · Financial Analysis & Risk Management

PRM Specialization · Waterloo, ON

Relevant coursework

Mathematical StatisticsLinear ModelsOptimizationFinancial MathematicsInvestment Science

Say hello

Contact Me

Let's talk risk, data or tax.

I'm interested in risk analytics, quantitative finance and data roles. Email is the fastest way to reach me.

y47wei@uwaterloo.ca

github.com/EthanWiii

Waterloo, Ontario