Kevin Chang

Data Scientist at ASB Bank in New Zealand

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Accomplished Data Scientist with over a decade of experience in advanced analytics, statistical modeling, and data-driven consulting. Expert in managing complex datasets, building machine learning models with Python on the Databricks platform, and implementing Large Language Models (LLMs) for AI solutions. Proficient in R programming, SQL, and SAS for data extraction, modeling, and visualization, with additional expertise in data warehousing using Snowflake and dbt. Skilled in experimental design, microsimulation, and creating automated reports and dashboards. Known for delivering scalable, strategic solutions and driving actionable insights from data.



Work Experience

Data Scientist

ASB Bank, Auckland, New Zealand | 2023 - Present

Work collaboratively with the wider analytics team and platform to provide collective insight and value for stakeholders. Answer key analytics questions by developing, implementing and maintaining models in areas such as following.

  • Predictive modelling for product and conversation recommendation.
  • Customer life time value modelling to predict the customers' future value to the bank.
  • Customer Segmentation for grouping customers together based on comparable characteristics relevant to business need around life stage, spend and product appetite.
  • Churn Modelling to understand the time before a customer drops a product or leaves the bank
  • Support members of the wider Analytics community using Data Science techniques.
  • Work to technical standards, tooling, policies and guardrails for my Chapter.

Model Assurance Specialist

ASB Bank, Auckland, New Zealand | 2021 - 2023

Works at ASB Model Assurance, Financial Risk and Compliance (Line 1 Risk) of Financial Services division.

  • Independent end to end validations on critical pan bank models and quantitative tools following ASB Model and Tools Validation Standard and consistent with Model Risk Policy.
  • Liaise with model owners and work collaboratively with various teams to understand the model and follow end-to-end information through the an input, model to an output.
  • Perform model diagnostics and quantitative analysis to understand the soundness of the model. Appropriately challenge the modelling results, the thought process around the choice of methodology, and the interpretation of relevant regulatory and internal requirements to enable stakeholders to understand the model’s strengths, weaknesses, and limitations.
  • Support the model owners and divisional Line 1 Risk team to understand, raise and formalise action plans relating to issues/incidents identified during the validation process. Escalate to relevant stakeholders and senior management when required.
  • Document the investigation evidence and findings thoroughly and write up validation report.

Modelling Analyst

The New Zealand Treasury, Wellington | 2019 - 2021

Maintain, develop, and operate Treasury’s microsimulation model of the tax and welfare system.

  • Support advice on tax and welfare system by modelling policy changes and assessing income, costs, poverty, inequality and distributional impacts at the individual, family, and household levels.
  • Build empirical foundations for Treasury’s policy advice in partnership with policy teams both within NZ Treasury and other government agencies such as the Ministry of Social Development and Inland Revenue.
  • Provide insight allowing the government to make inform decisions that will improve the living standards for all New Zealanders.
  • Investigating and linking between various types of survey and administrative datasets within Statistics NZ’s IDI databases for the microsimulation model.
  • Developed 2 Shiny Dashboard applications, in showing income compositions and distributions, 5 internal R packages, containing R functions for repetitive processes, and 1 Rmarkdown template for automatic reports.

Statistical Consultant

Statistical Consulting Centre, University of Auckland | 2014 - 2019

Providing statistical services to clients from both within and external to the University of Auckland.

  • Worked for more than 60 clients ranging from medical professionals to commercial companies, providing both expert advice and analytical services.
  • Supported 5 different teams/departments across Faculties of Science, Arts, Medicine, and Business at the University of Auckland.
  • Taught 6 introductory R workshops – with lectures and hands-on exercise - over a period of 3 years in Auckland and Wellington to academic, government and corporate participants.
  • Developed 4 web-deployed Shiny applications for the Centre of Methods and Policy Application in the Social Sciences (COMPASS), University of Auckland.

Projects

Automated Psychometrics

Side Project

This shiny application allows school assessment experts, test developers, and researchers to perform routine psychometric analyses and equating of student test data and to examine the effect of student demographic and group conditions on student test performance. https://autopsych.shinyapps.io/version_1_0_0/

Mapping locations of interest of COVID-19 in NZ

Side Project

This dashboard maps and tabulates the contact tracing locations of interest for COVID-19 in NZ, using the data from the Ministry of Health. http://kcha193.shinyapps.io/covid_locations/

Visualising recent COVID cases

Side Project

Shiny Dashboard with Highcharter R package visualising recent COVID cases using COVID-19 Data Repository by the Center for Systems Science and Engineering (CSSE) at Johns Hopkins University. https://kcha193.shinyapps.io/covid19shiny/

Vulnerable Children Investment Approach

Ernst Young, Australia lead, funded by MoJ and MSD

Analysed the indicators, risk and protective factors relating to family violence and sexual violence that can be observed from administrative datasets within Statistics NZ’s IDI and their links to outcomes for victims and their families.

Knowledge Laboratory

COMPASS, UoA, funded by MBIE

Developing a knowledge laboratory of the early life-course using systematic reviews and meta analyses. A Shiny application for policy makers in government agencies – Using microsimulation to test which factors most improve child wellbeing. https://compassnz.shinyapps.io/knowlabshiny/

Pacific Aid Visualisation tool

NZIPR, UoA, funded by MFAT

Mapping of aid donors and recipients in the Pacific region. https://compassnz.shinyapps.io/NZIPR/

New Zealand as a Social laboratory

COMPASS, UoA, funded by Royal Society

Using microsimulation based on New Zealand Census data to test scenarios. https://compassnz.shinyapps.io/SociaLabShiny/

Publications

Selected Papers

  • Courtney, M. G. R., Chang, K., Mei, E., Meissel, K., Rowe, L., & Issayeva, L. (2021). autopsych: An R Shiny Tool for the Reproducible Rasch Analysis, Differential Item Functioning, Equating, and Examination of Group Effects. PLoS ONE 16(10).
  • Shackleton, N., Chang, K., Lay-yee, R., D’Souza, S., Davis, P., & Milne, B. (2019). Microsimulation model of child and adolescent overweight: making use of what we already know. International Journal of Obesity, 1-11.
  • Lay-Yee, R., Milne, B., Shackleton, N., Chang, K. & Davis P. (2018). Preventing youth depression: Simulating the impact of parenting interventions. Advances in Life Course Research, 37, 15-22.
  • Courtney, M. G. R. & Chang, K. C. (2018). Dealing with non‐normality: An introduction and step‐by‐step guide using R. Test, 40, 51-59.
  • Zhao, J., Mackay, L., Chang, K., Mavoa, S., Stewart, T., Ikeda, E., … & Smith, M. (2019). Visualising combined time use patterns of children’s activities and their association with weight status and neighborhood context. International Journal of Environmental Research and Public Health, 16(5), 897.
  • Sutherland, K., Clatworthy, M., Chang, K., Rahardja, R., & Young, S. W. (2019). Risk factors for revision anterior cruciate ligament reconstruction and frequency with which patients change surgeons. Orthopaedic Journal of Sports Medicine, 7(11).
  • Mackenzie, B. W., Chang, K., Zoing, M., Jain, R., Hoggard, M., Biswas, K., Douglas, R. G., & Taylor, M. W. (2019). Longitudinal study of the bacterial and fungal microbiota in the human sinuses reveals seasonal and annual changes in diversity. Scientific Reports, 9(1), 1-10.