SUMMARY

• Advanced Analytics - Regulatory Compliance i.e. Basel II/III
• Wholesale Credit Risk Modeling- Capital Requirement Analytic
• Credit & Collections Strategies- Technology Solutions
• Global Leadership (USA & Europe)- Talent Recruitment & Development
• Performance Turnarounds- Marketing/ Business Development
• Risk Management Analytics- Human Resource Management / Budgeting
• Manage risk of $160 Billion of RMIC mortgage portfolio.
• Led the launch of branded credit card (Farmers Insurance brand credit card) targeted 7.5 Million customers as part of loyalty program.

TECHNICAL SKILLS:

• Extensive software knowledge: SAS (including SAS/ETS, SAS/OR, SAS/IML), MATLAB, R, SQL, Microsoft office package, and others
• Wholesale and retail credit risk modeling (PD, EAD, LGD)
• Artificial Intelligence, Machine Learning, Game Theory and econometric methods
• Regression Analysis, Multivariate Techniques, Survival Analysis and Categorical data analysis
• Media mix modeling
• Time series modeling i.e. ARIMA, GARCH, EGARCH and vector time series
• Model Validation and Tuning including back testing

TECHNICAL SKILLS

Chief Data Scientist / Founder

Confidential, DE

Responsibilities:

• Wholesale and retail risk modeling (PD, EAD and LGD)
• Capital requirement analytics and forecasting (CCAR)
• Implementing the big data initiatives and advanced analytics including Hadoop framework
• Regulatory approvals including FCRA, Basel II/ III
• SAS/ R training as applied to risk modeling

Chief Data Scientist

Continental, DE

Responsibilities:

• Risk modeling (PD, EAD and LGD)
• Underwriting modeling for sub-prime and near prime lending
• Capital requirement analytics and forecasting (CCAR)
• Implementing the big data initiatives and advanced analytics including Hadoop framework
• Regulatory approvals including FCRA

Director - Head of Analytics

Confidential, CA

Responsibilities:

• Led the modeling team including underwriting, risk and marketing.
• Develop reinsurance and investment tools including reserving models.
• Led the big data initiatives and advanced analytics
• Media mix modeling to address effective media mix spending of $285 million per quarter.
• Grow brand awareness, consideration and other business metrics.
• Helps drive customer and market research techniques that drive detailed target persona development used for targeting.

Director

Confidential

Responsibilities:

• Led the modeling team in the development and implementation of different models to support clients. Models include risk models (PD, EAD and LGD) and capital market models including rating models.
• Manage clients across investment banking, corporate and insurance firms.
• Research and development of financial models for investment in equities, fixed income, commodities and other asset classes.
• Portfolio optimization / portfolio construction.

Director Decision Science

Confidential

Responsibilities:

• Led the risk management and capital impairment efforts of the company’s UK/ USA card portfolio, improved its financial condition and manage risk, which was the critical objective.
• Led the Basel risk modeling (PD, EAD and LGD) including the implementation of the Basel framework.
• Provide overall leadership across the global decision science team supporting Europe, USA and Africa countries.
• Manage compliance initiative effort with robust documentation of assigned projects to ensure applicability of results and fulfill Barclay’s governance requirements.
• Participate in overall project design and delivery with other functional teams and end-clients.

Mortgage Modeling & Research

Confidential

Responsibilities:

• Develop and implement prepayment, default, severity, cure rates models and other behavior models for Mortgage Backed Securities (MBS), CMBS (Commercial Mortgage Backed Securities) and Asset Backed Securities (ABS) using Loan Performance (loan level securities) data, McDash data (data from servicer) and other internal company data
• Implement pricing unit using VBA, SAS, C# and MATLAB
• Build a robust reserving model in compliance with Basel II

Assistant Vice President

Confidential

Responsibilities:

• Manage bank risk while in charge of the bank portfolio growth across all retail product i.e. Mortgage, credit card, and loan and deposit product including current, savings and certificate of deposit accounts.
• Led efforts in decreasing operating costs by 18% through realigning risk, compliance, and internal audit units through the development of a corporate assurance function.
• Develop models to support marketing campaign.
• Test design across different portfolio.
• Develop loan level econometric prepayment, default, delinquency, and loss severity models for inclusion in the LoanPerformance RiskModel software (mortgage populations include prime, alt-A, subprime, and other specialty mortgage segments).
• Calibrate, validate and develop assumptions for models and support applications used to capture interest rate and credit risk.
• Develop strategies for growing number of customers for the bank while reduce attrition across deposit and loan products.
• Develop risk scorecard for Fortune 100 clients for various channels and products.