Quantitative Finance Analyst Resume
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ChicagO
TECHNICAL SKILLS:
Programming: C/C++, SAS, SQL, STATA, MS Excel, R programming, Python, MATLAB, SPSS, Enterprise Miner, VBA, MySQL, Bloomberg, Statistical Modeling, Equity and Derivative Analysis, P&L Analysis, VAR Analysis, DFAST.
PROFESSIONAL EXPERIENCE:
Quantitative Finance Analyst
Confidential, Chicago
Responsibilities:
- Execute, review and validate financial models used in consumer lending, mortgage, and commercial banking.
- Assist in quantitative model development efforts and prepare comprehensive validation documents.
- Perform statistical analysis, estimation and accuracy check for various loan data models used for DFAST.
- Update proprietary models developed in R that estimatePD, LGD, EAD to perform backtesting, stress testing, scenario analysis, and benchmarking for various portfolio segments.
Research and Data Modeling Analyst
Confidential
Responsibilities:
- Gathered, scrubbed, and analysed data in a prearranged format to deliver a detailed report.
- Successfully interpreted data to identify key metrics and draw conclusions from over 2000 entries by effectively using EXCEL pivot tables, VLOOKUP, and text to columns functions.
- Performed qualitative analysis using ATLAS software and quantitative data analysis using R programming.
- Created a database and built a categorical data model to identify significant fear causes.
Teaching Assistant
Confidential
Responsibilities:
- Delivered a range of teaching activities directed towards Statistics and Calculus subjects for undergraduates.
- Participated in the assessment process using various methods and provided appropriate feedback.
Data Analyst
Confidential
Responsibilities:
- Generated spreadsheets from the feedback data obtained for the vocational programs from the company.
- Created pivot tables and ran analytical analysis using regression to improve the courses offered.
- Designed courses using the Articulate software in the role of graphic designer for the cybersecurity team.
Finance Analyst
Confidential
Responsibilities:
- Assisted in monthly financial and accounting related activities accurately and timely manner.
- Generated P&L statements, forecasting, maintenance of the financial model and accountreconciliations.
- Provided financial reports based on business performance for accounting purposes.