VP, Quantitative Operation Associate Resume , Calabasas, CA - Hire IT People

SUMMARY:

Experienced professional with strong analytics, mathematics, programming and finance background seeks a challenged opportunity in Data Science/ Quantitative Analysis field.
Exceptional knowledge in data analytics including statistical model on Linear Regression, Time Series, Logistics Regression, and Machine Learning on Multi - Classification model, Neutral Network model, Clustering model and Dimension Reduction model.
Experienced using statistical and analytical software including SAS enterprise guide, Matlab, Excel/VBA
Highly Skilled software development in C++, C#, Java object oriented language, hand-on Visual Studio/ Eclipse development IDE and familiar with Windows and Linux OS system.
Experience using rational database including MS SQL/MySQL, and programming on SQL query script and stored procedure.
Proficiency in quantitative financial theory, Derivatives and Option pricing, Binomial Tree model, Black Sholes model, Fixed Income pricing/hedge, Interest rate term structure Model, Portfolio Mean-Variance Optimization and MBS Pricing/Securitization.
Strong problem solving skill, good teamwork attitude and critical/detailed oriented thinking.

PROFESSIONAL EXPERIENCE:

VP, Quantitative Operation Associate

Confidential, Calabasas, CA

Responsibilities:

Joined Global Risk management group as a quantitative finance analyst and focus on mortgage default forecasting, mitigation and analysis.
Collect and manipulate loan data and ETL by SAS/SQL to feed statistical linear regression model. Score and analyze REO/ShortSale default servicing model based on loan data, housing price index (HPI), Interest rate, mortgage attributes.
Multiple-Tiers Software design and implementation for REO/ShorSale default servicing model including backend model code by native C++, middle wrapping layer by C++/CLI, web service and front end by C#.
Design and implement government sponsored Home Affordable Modification Program (HAMP) based on loan attributes, personal FICO/Income, allowed forgiveness/forbearances, HPI, Interest rate, and monthly payment/NPV calculation by using C#
ETL and scoring customer behavior default/delinquency statistical logistic regression model based on loan attributes, HPI and personal FICO/Income by using SAS/SQL.
Collaborated on ARM loan binomial tree model, Interest rate term structure, multiple class MBS pricing/securitization and Housing pricing index (HPI) re-arrangement by CBSA/ZIP code.
Provide ad hoc mortgage servicing analysis to answer various business line requests.

.Net Developer

Confidential, Irving TX

Responsibilities:

Joined financial solution software development team to work in VISA/Master credit card cash back or credit point reward project for major commercial/retail banking.
Review computer hardware capabilities, software workload and distribution limitations for existing solution environment, Fine tuned hardware/software architecture design and create scalable/reusable software functionality
Responsible for the software design, development, testing and implementation for VISA/Master credit reward project to meet client business objectives/performance goal.
Design and develop applications using .Net Framework 3.5, C#. NET, ASP. NET, Microsoft SQL Server 2005/Oracle on windows platform. Highly tuned Database connection/transaction for data integrity.

Software Developer

Confidential, Lake Forest, CA

Responsibilities:

Joined IT department to develop ERP solution including human resource tracking system, Job delivery/scheduling system, and procurement /shipment/payment system transaction with 3rd-party vender.
Evaluate business requirements and apply agile development process to rapidly create functional prototypes, solution architecture and finalize product release.
Responsible for the design, development, testing and implementation of customized applications and consolidated/architecture with current internal legacy system.
Design and develop applications using .Net Framework 3.5, C#. NET, ASP. NET, Microsoft SQL Server 2005/Oracle on windows platform.

Software Programmer

Confidential, Irvine, CA

Responsibilities:

Real estate information online populated website helping agency to build personal real estate web or open house information based MLS data.
Responsible for the design, development, testing and implementation web applications using .NET Framework 2.0, C#.NET, ASP. NET, Ajax, 2005/2000 SQL database Server.
Develops Html page generating engine based on MLS housing information, personal setting and lead management. troubleshoot and resolve web systems issues, Monitor application performance