Senior Data Science Consultant Resume
NyC
SUMMARY
- I am a finance professional with deep industry and product knowledge in financial modeling, programming, and development of many types of financial - based software tools, including tools for Investment Valuation, Risk Management, Fixed Income Pricing, Equities Pricing, Options Pricing and other Derivatives Pricing
- Comprehensive understanding of all types of data used in Investment Banking, Corporate Banking, Investment Management, Asset Management, and Risk Management
- Almost 12 years of experience working with large scale data remediation projects, from issue identification, through to remediation/resolution as it relates to capital markets, investment analytics, regulatory risk, equity risk, credit risk, market risk, commodity risk, operational risk and business risk
- Almost 12 years of experience designing and delivering information solutions, including Data Quality & Governance, Data Analytics, Business Intelligence, and Data Controls
- Able to mine hidden gems located within large sets of structured, semi-structured and unstructured data sets, including flat files, relational databases, and many things in between
- Almost 12 years of experience automating multiple processes using C#.NET, VB.NET, SQL Server, Access, Excel, VBA, R, and Python
TECHNICAL SKILLS
Microsoft Office: Professional Plus 2013, including Word, Excel, PowerPoint, Access, Outlook, MS Project, MS SharePoint, Oracle Crystal Ball (Fusion Edition), as well as Windows 7, and Windows 8
Advanced knowledge of: VBA, RAD, Visual Basic, VB.NET, ASP.NET, C#.NET, MS SQL Server Management Studio, SQL, Transact-SQL, and Stored Procedures (SProcs). Working knowledge of SQL Server Reporting Services (SSRS), SQL Server Analysis Services (SSAS), SQL Server Integration Services (SSIS), HTML, & XML, R programming language, and Python
PROFESSIONAL EXPERIENCE
Confidential
Senior Data Science Consultant
Responsibilities:
- Focus primarily on data governance, data analytics, and data architecture, including 2052A liquidity reporting, automated reconciliation of same, and Y9C
- Developed several dozen KRIs for key stakeholders in almost 20 different departments at the Bank of China
- Automated several processes for financial reporting, data reconciliation, and risk management requirements (CCAR & DFAST)
- Using a combination of Visual Studio, VBA, SQL, R, and Python for all automation processes around Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL)
Confidential, NYC
Senior Data Science Consultant
Responsibilities:
- Developed several automation scripts to help the Confidential credit card marketing controls team standardize multiple business processes, thereby dramatically reduced the time to complete work streams, and completely eliminated errors in reporting
- Created robust documentation, and operating procedures, of all technical solutions and the underlying design of reporting framework
Confidential, NYC
Manager
Responsibilities:
- Led team to develop pricing tools for calculating discounted cash flows (DCF) for thousands of bonds, based on credit spreads, cash flows, and rates, while accounting for different LIBOR, asset classes, currencies, term to maturity, and fixed/floating attributes of bonds (CCAR & DFAST)
- Led a team to develop and run a SQL Server database which aggregated dozens of Excel files to produce reports for resolution planning for one of the largest banks in the world; previously, it took almost 12 hours to complete this process but my team optimized the process to run in just 5 minutes
- Managed a team of 12 people to conduct comprehensive reviews of calculation logic for 47 quantitative tools, for CCAR and DFAST stress testing, and capital planning analysis
- Developed and maintained interactive relationships with close to 100 clients, in different financial services sectors, to design and implement investment screens, strategy simulations, factor backtests, and portfolio optimization processes
- Assisted with multiple training sessions pertaining to quantitative financial products, both internally at Capital IQ, and perform similar training services to external clients
- Used SQL Server, Visual Studio, Excel VBA, and MS Access VBA to develop automation processes, to run dozens of business tasks, the overall result of which is dramatically reduced time to complete projects, significantly improved accuracy, and overall radically reduced cost of operations
Confidential, NYC
Business Intelligence Consultant
Responsibilities:
- Led and developed architectural and design patterns for 8 MS Access databases to calculate requirements for economic capital (EC), and identify risk positions, for purpose of Basal II financial reporting
- Implemented several ETL solutions to get data from raw form, to structured form, for financial reporting purposes and financial modeling processes
- Focused on reporting for Probability of Default (PD), as well as LGD and EL calculations, for credit default risk
Confidential, NYC
Automation Consultant
Responsibilities:
- Used SQL Server to develop a library of dynamic queries for financial performance reports, trading-related reports, time series analysis, dashboards, KPIs, and various other types of BI reports
- Developed stored procedures, and user defined functions, to calculate daily, weekly, monthly, and annual returns, as well as transaction profit/loss, winning trades, maximum drawdown, cumulative profit, etc.
Confidential, NYC
Automation Consultant
Responsibilities:
- Developed VBA code (for both Excel and MS Access) for the purpose of managing multiple business processes, including creating queries to fetch data from several Oracle databases, as well as dozens of SQL Server databases.
- Reconciled Balance Sheet data, for purposes of financial modeling, financial accounting, and automation of reporting from the General Ledger (CCAR & DFAST)
- Reviewed calculations for credit default risk, mostly for corporate bonds, but also for government bonds and municipal bonds
Confidential, NYC
Data Consultant
Responsibilities:
- Created and maintained a SharePoint web portal to host thousands of Excel files, for portfolio reporting, and managing financial accounts for high net worth clients
- Automated process of logging Excel files in and checking files out; optimized reporting of asset values, using real-time market data for securities prices (Bloomberg API)
Confidential, NYC
Data Consultant
Responsibilities:
- Developed T-SQL automation scripts for SQL Server database, as well as Excel-VBA scripts to communicate with SQL Server
- Produced dozens of financial models based on various SQL Server data sets
Confidential, NYC
Data Consultant
Responsibilities:
- Used Excel and MS Access to do financial modeling, and create financial forecasts, on a weekly basis, monthly basis, quarterly basis, and annual basis to report on corporate financial targets and variances
- Used C# & ASP to create a web-based ‘dashboard’, with a login control, to allow users to see (only) their relevant financial reports, based on different sales group, and function within sales groups
Confidential, NYC
Consultant
Responsibilities:
- Developed a customized risk model to automatically calculate risk exposures for dozens of financial transactions, based on all user inputs
- Used Excel/VBA to create a model to measure risk exposure for each policy underwritten; did the same for the aggregate portfolio of risk
Confidential, NYC
Consultant
Responsibilities:
- Used VBA to program six Access databases for purposes of financial reporting for Treasuries and Security Services (TSS) business
- Automated reporting for integrated cash management, securities and trade finance solutions to handle transaction processing, clearing, and liquidity management