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Treasury Manager Resume

PROFILE:

  • 6+ years of financial services experience in quantitative analysis and statistical modeling, combined with CFA and Master of Finance.
  • Rich consulting experience in quantitative analysis, financial modeling and risk management
  • Thorough understanding of customer behaviors, credit risk and investment products
  • Effective experience in team supervision, project leadership and relationship management
  • Ability to clearly communicate complex subject matter to clients, senior management and support teams
  • Exceptional skills to analyze vast amount of information and derive actionable insights
  • Outstanding programming skills in SAS, SQL, Excel VBA, SPSS, C#, C++ and Java, etc.

WORK EXPERIENCE:

Confidential

Treasury Manager

Responsibilities:

  • Build statistical models and processes to manage market risks of investment portfolios and banking products on the bank’s balance sheets
  • Model default and prepayment of investment portfolios to meet regulatory requirements in Comprehensive Capital Analysis and Review (CCAR) and Dodd - Frank Act Stress Test ( Confidential )
  • Conduct analysis on customer risk factors of retail and commercial credit products to provide asset-liability management (ALM) and fund transfer pricing (FTP) model assumptions
  • Back-test external models on retail and investment portfolios and monitor output accuracy over time
  • Built statistical CCAR models to project prepayments of the Confidential . auto and commercial loan portfolios, and defaults of the Confidential securitized product portfolios
  • Conducted analysis on default and prepayment behaviors of Confidential ./Canadian commercial loan and lease portfolios, and recommended changes on key risk assumptions to the treasury senior management,
  • Created tools and processes to validate cash flow models for Confidential . investment portfolio with data extraction from Bloomberg, BlackRock, Intex and PPR, etc,

Confidential

Senior Analytic Consultant

Responsibilities:

  • Manage statistical modeling projects that produce credit risk scores for clients’ account acquisition, account management and debt collection processes.
  • Lead quantitative research and analysis projects in retail risk management, marketing and profitability
  • Consult with retail banking clients to identify market opportunities and integrate their target marketing, credit decisioning and account management strategies to capitalize such opportunities.
  • Engage clients and the sales team in development of innovative business solutions that improve efficiency of clients’ business processes and provide them with competitive advantage in product offering.
  • Mentor team members in credit risk analytics, statistical modeling and retail credit portfolio forecasting.

Confidential

Senior Analyst, Customer Analysis and Modeling

Responsibilities:

  • Lead a team in analyzing customer data and providing insights to support senior management in strategic decision making.
  • Build quantitative models to evaluate risk credit card applications and recommend approval decisions.
  • Conduct testing on credit risk and market response by designing test frameworks, acquiring data from external sources and data-mining outcomes for credit policy improvement.
  • Build data infrastructure and analytical tools to improve efficiencies in data analysis and to drive business strategies.
  • Train company-wide analysts in digital-channel analytics and mentor junior analysts of the team in credit card economics and data analytic techniques.
  • Initiated research on www.capitalone.ca online traffic from mobile devices and recommended marketing strategies which were adopted in the construction of a mobile-friendly customer acquisition channel.
  • Led the Canada digital team in an enterprise initiative to evaluate and acquire an $8 million digital analytic platform and ensure that it best meets business objectives.
  • Recommended to senior management and obtained their approval for returning to sub-prime market at the early recovery stage with in-depth analysis on risks and marketing conditions.
  • Initiated a project and led an international team to develop a business intelligence system that improved the efficiency of digital analytics by 70% and saved the company more than $1 million per year.
  • Established a data analytics support framework for the business that reduced required resources and increased efficiency by at least 50%.

Confidential

Software Developer

Responsibilities:

  • Developed a business intelligence enterprise solution for apparel retailers. The system was sold to more than 20 retail enterprises in 4 countries within 3 months.
  • Designed and developed a software solution to internationalize all enterprise resources planning products of the company into 6 languages and locales.
  • Improved system management processes and reduced time spent on system maintenance by 80%.

Confidential

Systems Analyst

Responsibilities:

  • Developed business intelligence systems to provide an integrated view of 10 million customer accounts in both Hong Kong Bank and Heng Seng Bank.
  • Implemented anti-money laundering policies in a backend data warehouse system that scanned 5 million transactions every day to identify suspicious customer behaviors and accounts.

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