Mortgage Performance Analyst Resume 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

PROFESSIONAL EXPERIENCE

Confidential, MD

Mortgage Performance Analyst

Responsibilities:

Developed teh 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 teh Current Confidential proxy to incorporate state - level housing price volatility in teh U.S.
Formulated and proposed risk mitigation strategies to enhance teh mortgage portfolio performance of Confidential and Confidential .

Confidential, Chevy Chase, MD

Quantitative Financial Analyst

Responsibilities:

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 teh sales team in accomplishing organization’s monthly goal.

Confidential, Washington D.C.

Business Analytics Associate

Responsibilities:

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 teh academia can be applied to teh Broker/Dealer industry.
Provided regulation advice and recommendations to head of teh office of risk at FINRA.

Confidential, Mclean, VA

Counterparty Risk Analyst

Responsibilities:

Collaborated with teh Risk Analytics Team to parameterize teh Counterparty Wrong Way Risk for seller servicers.
Reduced teh processing time of sensitivity analysis by 20% through program optimization in SAS.
Derived joint distribution through teh 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 teh business scope of teh Risk Analytics Team.