SUMMARY

• Over 4 years of extensive experience in R programming in data extraction, data transformation and data modelling
• Experience in data analysis for finance, pharmaceutical and marketing sectors comprising detailed knowledge of statistical analysis in financial and marketing data for generating reports, tables and graphs
• Developed and modified R programs to load data from the source and create study specific datasets
• Prolonged experience working with databases and statistical analytics tools like R, SAS, SQL, MS Excel and MS Access.
• Experience in data analysis and retrieval from terminals like Bloomberg and Thomson Reuters
• Comprehensive knowledge in all phases of data analysis, selection of appropriate models and statistical tests and reporting
• Outstanding statistical knowledge to interpret and diagnose models and make valid conclusions from voluminous datasets and present it to non - technical teams
• Significant experience in requirement gathering, building, designing and testing applications to meet the functional design and business process design
• Substantial experience with databases like Oracle, MS SQL and MS Access
• Developing algorithmic trading strategies in R and Matlab for equities, options and ETF’s
• Extracting large record files, data mining and analyses, creating marketing incentive reports
• Developing statistical analysis models in R for various domains in finance
• Involved in coding and extracting data from various Oracle tables using Unions and Joins
• Present report data using detailed 2D and 3D plots
• Expertise in statistical analysis, financial modelling, risk management and financial derivatives
• Hands on experience in advanced excel, Matlab, SAS, SQL and in performing ad hoc queries for various application & reports on a daily/weekly or monthly basis
• Adaptable and eager to learn new technologies and business lines rapidly
• Effective team player with strong communication and interpersonal skills

TECHNICAL SKILLS

Language: R, Matlab, SAS, SQL

Database: MS-Access, Oracle

Software: Visio, Microsoft Office (Word, Excel, PowerPoint, Outlook), Bloomberg, Thomson Reuters

Finance: Basel III, VAR, Statistical Arbitrage, CVA, Asset pricing, Option Strategies, Options Pricing Models, Fixed Income and Structured Products, Advanced Excel

PROFESSIONAL EXPERIENCE

Predictive Modeller/R programmer

Confidential, NJ

Responsibilities:

• Develop and coordinate analytics and quantitative modelling associated with a risk rating system
• Undertaking clients’ credit history data extraction from internal Teradata database by RJDBC package
• Summarized raw dataset and performed data parsing by analyzing and eliminating duplicate and inaccurate data using different R packages
• Modifying existing dataset using conditional statements or different criterions to subset a sample dataset for subsequent regression analysis
• Creating a logistic regression for identifying characteristics that influence probability of default (PD) in stats package
• Create scoring and recovery models for mortgage business using R
• Set methods and procedures for model estimation, validation, and data requirements
• Model selection and analysis for fulfilling business objectives
• Interact with business teams to understand the business problem and translate it to data mining problem
• Designed project plans, identified methods to solve the data-mining problems and develop a solution oriented frame work
• Collect, clean, modify and transform the data for model building
• Plotting frequency distributions of predicted probability of loan default histogram with 0.5 cut points by ggplot2 package
• Summarizing results and reporting to senior management in HTML with an R2HTML package
• Writing, reviewing, debugging and executing SAS scripts related to the project and comprehensively converting SAS scripts into R scripts

Data Analyst/R Programmer

Confidential, NJ

Responsibilities:

• Assisted in designing and development of technical architecture, requirement analysis and statistical modeling
• Coordinated with end users for designing and implementing analytics solutions as per project proposals
• Prepared scripts to ensure proper data access, manipulation and reporting functions with R programming languages
• Formulated procedures for integration of R programming plans with data sources and delivery systems
• Provided technical assistance for development and execution of test plans and cases as per client requirements
• Supported technical team members in development of automated processes for data extraction and analysis
• Participated in learning techniques for statistical analysis projects, algorithms and innovative methods
• Prepared detailed technical documentation such as workflows, scripts and diagrams in coordination with research scientists

Marketing Analyst Market Analytics

Confidential, NJ

Responsibilities:

• Performed statistical analysis using R to interpret datasets from both marketing and clinical research
• Imported and exported datasets from vivid sources such as csv, Excel (xlsx), txt, SPSS (sav), Stat (dta) using package foreign
• Carried out statistical analyses using Mann-Whitney (MW) test and logistic regression
• Gathered data from various databases to perform a table lookup and translate data values for meaning and readability
• Modified the surveys and performed multivariate logistic regression to predict the treatment effectiveness
• Generated highly customized reports in the form of listing, HTML, RTF and PDF
• Involved in decision making based on quantitative and statistical analysis of reports

Equity Research Analyst

Confidential

Responsibilities:

• Modeling and implementing equity derivatives for large cap stocks and indices
• Monitored implementation of strategies and created daily MTM reports
• Utilized financial data platforms like Financial Technologies to research and build valuation models
• Conducted portfolio analysis, performance attribution and reported findings back to the firm's partners
• Constructed annual and quarterly financial models that were consequently used to forecast future revenue growth, earnings, and bottom line profitability
• Researched industry trends and analyzed company financial statements in order to make well informed recommendations
• Regularly interacted with management and investment professionals to produce comprehensive research
• Introduced innovative research methodologies to increase efficiency and provide crucial data
• Provided the management with reports regarding current market and macro-economic trends
• Demonstrated ability to comprehend and effectively analyze stocks across industries in a dynamic environment