PROFESSIONAL EXPERIENCE:

Sr. Risk Manager

Confidential

Responsibilites:

• Responsible for risk management and fraud detection, modeling, analysis and strategy
• Developed and implemented real time fraud scoring decision system for online money transfer for the first time in MoneyGram’s history
• Increase volume and automation while reducing loss and overhead of manual review for the company, with millions of dollars in profit gains.

Software: R, SAS, PL/SQL, Linux

Statistical techniques: Machine learning techniques including neuro - networks, random forest, support vector machine, KNN, K-fold CV, logistic regression, market basket analysis, association rules, text mining, Naive Bayes, recommendation system, etc.

Manager

Confidential

• Responsible for developing residential customer survival and life time value models.
• Responsible for electricity load forecasting.
• Responsible for improveing/developing 5 year gain/loss planning/forecasting process.
• Responsible for campaign design, pricing and marketing strategies.
• Responsible for mentoring other team members, and serve as a source of expertise for the entire organization.

Software: SAS (PC SAS, UNIX SAS, Enterprise Guide), Oracle SQL, R, MS Office, etc.

Statistical techniques: survival models, stochastic time series models, longitudinal data models, experimental design, etc.

Senior Manager 

Confidential

• Responsible for building consumer lending behavior models for underwriting, fraud detection, marketing response, collection, etc.
• Responsible for designing underwriting and account management analysis, strategies, sizing.
• Manage and maintain cooperation and communication between the modeling and analytics group with Confidential management, IT implementation, and legal/compliance groups.
• Manage and hire the U.S. account team.

Software: SAS (Enterprise Guide, Enterprise Miner), SQL, R, MS Office, etc.

Statistical techniques: logistic regression, reject inference, random forest, boot-strapping, voting, bagging, simulation, optimization, ensamble model, machine learning, text mining, pattern recognition, big data, social media data, etc.

 Lead Business Analyst

Responsibilities:

• Design and develop applications for the Obama administration’s Make Home Affordable program, build response models for Make Home Affordable home loan modification campaigns, profile customers for various campaign offers, set up campaign trial and control groups with experimental design, do performance and net present value analysis for loan modification, conduct customer segmentation, present analytical works and weekly/monthly reporting to senior management, make recommendations to senior management on campaign strategies, database design, performance comp methodology, mortgage industry servicer score card design, etc.

Software: SAS (SAS MACRO), Oracle SQL, UNIX shell programming, R/S4, MS Office, etc.

Statistical techniques: ANOVA, ANCOVA, general linear models, logistic regression, linear regression, decision tree, principal component/factor analysis, graphic design, etc.

Senior Statistician

Confidential

include evaluating and designing marketing strategies for various channels, products and business partners, interfacing and communicating with internal clients, managing and coordinating projects and team-members, developing statistical models and analysis addressing business issues such as response, sales, persistency, retention, cross-sell/up-sell, building market segmentation and clusters, managing reports, etc.

Software: SAS, UNIX, SQL, etc.

Statistical techniques: logistic regression (binomial and multinomial), cluster analysis, multivariate analysis including ANOVA, canonical correlation, principal component and factor analysis, categorical data modeling, longitudinal data modeling, experimental design, survey and test analysis, etc.

Director of Modeling and Analysis

Confidential

• Responsible for direct marketing, cross-sell, retention model development and validation, CRM, sales optimization, experimental design, campaign analysis, retention analysis, product profiling, daily/monthly/quarterly tracking system building and reporting, database creation. Interact with marketing managers on campaign analysis findings and strategies. Work with vendors on file generation and implementation of response scores, etc.

Operating system: UNIX, MS Window, Internet.

Software and programming languages: SAS (Base, Graph, Stat, ETS, OR, SQL, IML, Connect, Macro), Oracle SQL, Unix shell programming, Impromptu, Excel, Word, PowerPoint, and Outlook.

Statistical techniques: Logistic (binomial/multinomial) and OLS regression, general linear models, mixed models, survival models, time series models (AUTOREG, ARIMAX, etc.) cluster analysis, chaid analysis, decision tree, linear programming and non linear programming, OR, etc.

Consultant

Confidential  

• Responsible for making a forecast system for purchase, receivable, activation, delinquency, bad debt, etc., in terms of different market segmentation schemes, such as vintage point and geographic areas.

Operating system: Window NT, internet

Software: Eviews, ISQLW, Excel, and Microsoft office.

Statistical techniques: various techniques for dealing with pooled time series data, including ARIMA, ARCH, VAR, SUR, fixed/random effects, etc.

Modeler

Confidential

• Responsible for Confidential segmentation and building statistical models for predicting consumer behavior such as charge-off, roll-rate, attrition, purchase, recovery, bankruptcy, etc. Research on new statistical methodologies, such as revised Heckman Two Step censored model with a logistic distribution. Make presentation and interact with the users for implementation of the models. Also interact with the system side for model score implementation and data compilation.

Operating system: Unix and Microsoft Window, Internet.

Language: SAS, including Base SAS, SAS/STAT, SAS/IML, SAS/ETS, SAS/GRAPH, SAS/SQL, etc. Also SAS macro and advanced programming efficiency techniques.

Statistical techniques: OLS, probit, logit, tobit and other censored data techniques.

Market Research Analyst

Confidential

• Responsible for market research and data analysis, and new product planning and launch. Conducted surveys and analysis on enhanced wireless communications products. Performed analysis on the market demand for these products. Performed user segment and target market studies. Make presentations and recommendations to the management.

Operating system: Microsoft Window, internet

Language: SAS

Software: Eviews, Excel, MS Office

Teaching assistan

  Confidential

Operating system: MS-DOS, MS Window, internet

Language: Gauss, SAS

Software: TSP, MS Office

Research and teaching assistant

Confidential

Operating system: MS-DOS and Macintosh, electronic mail system

Language: SAS

Software: Econometric Tool Kit, Word Perfect, Apple word processor