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Senior Risk Modeling Consultant Resume

Annapolis, MD

EXECUTIVE SUMMARY:

  • Senior Credit Risk Consultant with 15+ years leverage analytical tools, methods, and industry best practices to help identify and resolve operational and compliance risk gaps through successful project management.
  • Proven specializations in using SQL, SAS, Tableau, Qlik as tools and databases to synthesize disperse data sources into digestible analytic risk mitigation dashboard for senior management.
  • 10+ years of experience in using data to illustrate business performance, options and risks.
  • Strong ability to develop materials and explain data to technical and non - technical end users of all levels of the company, from operational to C-level audiences.in using data to illustrate business performance, options and risks.
  • Strong ability to develop materials and explain data to technical and non-technical end users of all levels of the company, from operational to C-level audiences.
  • 10+ years of experience in writing complex SQL queries required.
  • Skilled writing SAS code, using, as well as the SAS BI tools Advanced ability working with large data sets, databases and combining data from various data sources to generate reports and analytics. Significant Microsoft Excel skills and experience programming with VBA applications
  • 4+ years of experience with Tableau and Qlik with knowledge of DataWatch application.
  • 10+ years of experience in the mortgage industry, specifically in mortgage originations/servicing working major servicers include Black Knight Financial Services and RoundPoint Mortgage Services and Confidential 360 in developing loan level database.
  • Ability to work independently to meet goals and objectives as well as in cross-functional team environment
  • Effective listening, critical thinking and analytical skills. Ability to understand business needs and translate them into technical specifications
  • Utilized SAS/ACCESS to extract data from Oracle and other relational databases for analysis
  • Prepared new datasets from raw sets files using Import Techniques and modified existing datasets using data statements such as SET, MERGE and PROC SORT
  • Tested and debugged existing MACROS.
  • Perform statistical analyses and QC statistical output.
  • Results are performed using SAS programming and using techniques such as SAS Macro language, advanced data manipulation, and statistical procedures (e.g., PROC FREQ, PROC REPORT).
  • Used various procedures such as Proc Tabulate, Proc Means and Proc Report to generate tables, listings, graphs and reports.
  • Provide SAS Programming support and technical assistance in the accurate development and intermediate steps required.
  • Present statistical results using the appropriate graphs, charts, tables and written reports.
  • Creating ad-hoc reports.
  • Used SAS ODS to create HTML, RTF and PDF outputs files in the process of producing reports.
  • Used SAS DATA NULL and PUT statements to create the customized reports.
  • Develop new macros for data sequencing using SAS/Macros as per time flow analysis.
  • Default Report output is HTML and provided the options of WORD & EXCEL formats using SAS/ODS statements.
  • Used FTP to download SAS Formatted Data into EXCEL AND CSV format.
  • Retrieving Millions of Records Using different Procedures.
  • Used base SAS and SAS/SQL to generate tables.
  • Used PROC compare to compare the data before and after editing
  • Developed various SAS reports for Survey project and involved in code reviews for all the developed reports
  • Extensively used PROC REPORT and PROC TABULATE to create reports
  • Generated safety tables, which also involved in analyzing data and generating Reports
  • Created reports using the DATA NULL and the PROC REPORT for the submission as per the regulations and company standards
  • Validated SAS data sets using PROC MEANS, PROC FREQ and PROC UNIVARIATE
  • Formatted HTML, RTF and PDF reports using SAS output delivery system ODS
  • Worked with automation team to automate the reports using VB macros.
  • Prepared extensive summary for clinical data research data.
  • Performed quality control checks on tables, charts, data-output generated by other team members

SKILLS & ABILITIES:

Business Tools: Microsoft Office Suite (World, Excel, PowerPoint, Access, Outlook, Project)

Data Analytics Tools: SAS, SPSS, Matlab, EViews, STATA, SAS Visual Analytics Web Report Studio, SAS Enterprise Miner, Unix, Tableau, R-Studio, Python, Qlik Data Visualization, Bloomberg Analytics

Database Tools: Oracle, MongoDB, MySQL, MS SQL Server, CoreLogic

Mapping Software: ARC-GIS, MapInfo

Environment: SAS 9.1.3/9.2, BASE/SAS, SAS Enterprise Guide, SAS/MACRO, SAS/SQL, SAS/CONNECT, SAS/ACCESS, SAS/ODS, Oracle 11g, Sybase, UNIX and Windows 7.

CORE COMPETENCIES:

Credit and Operational Risk Operations Research Organizational Leadership

Presentation Development Research Database Development

Data Visualization Data Analytics Reporting Metrics

EXPERIENCE:

Senior Risk Modeling Consultant

Confidential, Annapolis, MD

Responsibilities:

  • Senior Credit Portfolio Consultant to Confidential prepayment SAS model validation on non-performing and repurchase loans finding an error in prepayment .
  • Credit Risk Consultant to Confidential Mortgage developing mortgage origination portfolio analysis.
  • Develop credit risk matrix of Confidential and VA of Confidential issuance.
  • Developing credit risk dashboard using Qlik. Proposal writing and contract preparation

Technical Environment: UNIX, SAS EG, SQL, R, Python, Qlik, Tableau, Microsoft BI, Microsoft Visio

Director, Credit Risk Modeling

Confidential, Tysons Corner, VA

Responsibilities:

  • Perform estimate of loan loss reserve model using Confidential issuances of delinquency status in logit regression with compare ratio share of 90 day delinquencies and claims using MATLAB in VAR modeling and Particle Swarm Optimization neural network.
  • Developed VBA application to factor simulate so to anticipate shifts in portfolio composition and prepayment rate estimates using R.
  • Developed loan level SQL database on AWS of monthly servicing reports from RoundPoint Mortgage Services combining with Confidential Encompass360 loan application data to examine loan performance.
  • Used Qlik Data Visualization to develop Credit Risk Dashboard for Chief Risk Officer and Credit Committee to provide risk measures of borrower credit conditions.

Technical Environment: AWS MySQL, R, Python, Matlab, Eviews, Microsoft Project, Microsoft Visio, Qlik

Seniors Credit Risk Analyst

Confidential, Washington, DC

Responsibilities:

  • Provide data analytics and reporting on residential mortgage portfolio.
  • Examined delinquencies across loan products including home equity lending.
  • Developed methods for determining recapture and prepayments without Enterprise Data Warehouse using SAS EG, SAS Enterprise Miner, Unix, Tableau and SQL modeling.
  • Compared internal credit quality with rest of the market using CoreLogic estimates of mortgage risk premium and underwriting polices for single-family mortgage insurance for CRA portfolio lending, Fannie and Freddie 97 LTV affordable lending, and Confidential .

Technical Environment: SAS 9.1.3/9.2, BASE/SAS, SAS Enterprise Guide, SAS Enterprise Miner, SAS /MACRO, SAS /SQL, SAS /CONNECT, SAS /ACCESS, SAS /ODS, Oracle 11g, Sybase, Tableau, UNIX and Windows

Financial Economist

Confidential, Washington, DC

Responsibilities:

  • Examine performance of Confidential ’s TOTAL Score Card conforming to credit policy using regression analysis with recommendation for update using regression analysis and policy regimes.
  • Monti Carlo simulation using SAS of Confidential assumed endorsements with mortgage interest rate curve.
  • Results of study supported recommendations for policy change on assumed loans.
  • Developed BI Reporting tool using SAS Visual Analytics Web Report Studio after initial BI design using MicroStrategy in single-family loan endorsements and applications by program area for headquarters program managers.

Technical Environment: SAS 9.1.3/9.2, BASE/SAS, SAS Enterprise Guide, SAS/MACRO,SAS/SQL, SAS/CONNECT, SAS/ACCESS, SAS/ODS, Oracle 11g, Sybase, MicroStrategy, SPSS, and Sharepoint

Adjunct Professor and Faculty

Confidential, Washington, DC

Responsibilities:

  • Conducted mortgage portfolio risk assessments, feasibility studies, impacts analysis of economic and demographic trends to mitigate mortgage issuer risk exposure and promote local economic development
  • Developed an early warning tool that bolstered Confidential ’s ability to mitigate loan concentration exposure risk by devising a 3-tiered risk-ranking via econometric time series, protecting earnings during financial crisis

Technical Environment: Windows/UNIX secured remote government; SAS, SPSS, ArcGIS, STATA, MapInfo

Director of Regional Economics

Confidential, Washington, DC

Responsibilities:

  • Managed and improved forecast methodology in a 10-year housing price forecasts for 50 states by in two-stage economic models used to determine credit pricing for mortgage loan purchase reviewed
  • Advised senior management on U.S. economic and mortgage market trends impacting credit pricing and foreclosure risk exposure by synthesizing regional housing data into quarterly reports and high-level briefs

Technical Environment: SAS UNIX, Matlab, Eviews, RATS

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