Mortgage Performance Analyst Resume College Park, MD - Hire IT People

SUMMARY:

Financial Professional with Experiences in Risk Management and Quantitative Analytics, including Fixed Income Analysis, Value at Risk (VaR), PD/LGD/EAD, Time Series Analysis, Predictive Modeling, Linear Regression.
Technical Skills: SAS, SQL, VBA, Python, MATLAB, R, Bloomberg.

PROFESSIONAL EXPERIENCE:

Confidential, College Park, MD

Mortgage Performance Analyst

Developed the Default and Prepayment CLOGLOG Model with spline in SAS to predict mortgage survival rates.
Examined, reconciled and transformed large datasets consisting of more than 4 million mortgage records; conducted univariate and bivariate analysis through data visualization tables and graphs.
Developed the Current LTV proxy to in corporate state - level housing price volatility in the U.S.
Formulated and proposed risk mitigation strategies to enhance the mortgage portfolio performance of Confidential and Confidential .

Confidential, Chevy Chase, MD

Quantitative Financial Analyst

Initiated a project identifying case amount cycle for over 1,000 counties using SQL and R; visualized results through heat map in Tableau; provided relevant insights and market trends.
Investigated over 80 potential structured settlement leads; identified 23 opportunities with NPV totaling $1 million.
Provided on-time support to assist the sales team in accomplishing organization’s monthly goal.

Confidential, Washington D.C.

Business Analytics Associate

Led team of seven in a research to identify determinants of disciplinary actions by top 100 brokerage firms regulated by FINRA; identified firms’ disciplinary actions from BrokerCheck.
Develop logistic models in SAS by utilizing data from NIC, WRDS and firms’ websites; assessed whether culture proxies suggested in the academia can be applied to the Broker/Dealer industry.
Provided regulation advice and recommendations to head of the office of risk at FINRA.

Confidential , Mclean, VA

Counterparty Risk Analyst

Collaborated with the Risk Analytics Team to parameterize the Counterparty Wrong Way Risk for seller servicers.
Reduced the processing time of sensitivity analysis by 20% through program optimization in SAS.
Derived joint distribution through the Copula Method by fitting distributions of probability of default and expected exposure to default with limited data points.
Presented results to Senior Data Scientists; cooperated to expand the business scope of the Risk Analytics Team.

Confidential

Project Leader

Led team of three to perform valuation analysis of aircraft manufacturing companies by employing free cash flow model and sensitivity techniques in MATLAB.
Modified stock valuation model to analyze the effect of macro-economic performance using regression.