- 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.
- 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,
Senior Analytic Consultant
- 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.
Senior Analyst, Customer Analysis and Modeling
- 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%.
- 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%.
- 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.