PROFILE:

• Data Analytics, Data Modeling, Credit Risk Management, Analytical Reporting, SAS/Base, SAS/DI, SAS/VA, SAS/Macro, SAS/EG, SAS/SQL, SQL Server, Tableau, Advanced Excel, Basel, AML, CCAR
• Data analytics Professional with experience of more than 9 years in Business Consulting, Regulatory Reporting, Credit Risk Modeling and Information Management in retail banking domain with leading multi - national banks.
• Strong programming experience on statistical analysis and reporting tools such as SAS & SQL
• High level understanding of data visualization tool "Tableau"
• Strong working knowledge of various SAS modules including SAS/Base, SAS/DI, SAS/VA, SAS/Macro, SAS/SQL, SAS/EG, SAS/ODS etc.
• Experienced in end-to-end development of Basel II credit risk models using linear, logistic regression and time series techniques
• Knowledge of different regulatory guidelines such as US Final Rules and Basel concepts in retail banking including PD, EAD, LGD, EL, RWA etc.
• Understanding of Anti Money Laundering in Banking and CCAR modeling process
• Experience and expertise of Banking and Insurance products such as Credit Cards and Home/ Auto Insurance
• Strong experience in development and management of standard reporting processes and SAS Visual Analytics identifying actionable insights and recommendations.
• Experience in driving process streamlining and automation reducing manual efforts and resulting in sustainable cost saves.
• Experience of scoping analysis and reporting by collaborating with stakeholders to track and monitor ongoing business activities.
• Experience in running SAS/SQL programs on Mainframe/Unix Servers
• Experience in data validation, profiling, quality, migration, visualization, and integration
• Advanced skills on data cleansing, manipulation and statistical analysis using SAS procedures such as PROC SUMMARY, PROC SORT, PROC FREQ, PROC MEANS, PROC SUMMARY, PROC UNIVARIATE, PROC FORMAT, PROC TRANSPOSE, PROC CORR, PROC LOGISTIC, PROC REG, PROC GLM, PROC VARCLUS and many SAS data steps like ARRAY, MERGE, SET etc.
• Experience in bringing large data from SAS and non-SAS data sources into a SAS environment and performing SAS data manipulations against the resulting sets. This includes ability to merge datasets and to write SAS Macros and generate list outputs/reports.
• Good command in importing and exporting complex internal data to and from Microsoft Excel, Microsoft Access, Oracle and CSV using SAS IMPORT/EXPORT Wizard, PROC IMPORT, PROC EXPORT and SQL Pass-Through facility
• Experience in Advanced Excel, Word, PowerPoint & VBA (Basic)

TECHNICAL SKILLS:

Analytics Tools: Base SAS V9.1, V9.3, SAS/VA, SAS/DI, SAS/Macro, SAS/SQL, SAS/ODS, SAS/EG

Programming Languages: SAS, SQL, Excel VBA (Basic), DB2

Microsoft Office Products: MS Excel (Advanced), Word, PowerPoint

Reporting tools: SQL Server

Servers: Mainframe, Unix

PROFESSIONAL WORK EXPERIENCE:

Confidential, NYC, NY

SAS Data/BI Analyst

Responsibilities:

• Import raw data from bank's credit card "HUB" database, perform data scrubbing & validation
• Create daily, weekly and monthly ACV data mart to derive NII, NFI, credit card sales, balance, defaults etc
• Involved in Data Mapping efforts with detailed understanding of the database structure
• Design several ETL jobs using SAS DI Studio to port the ODS data into data marts with tasks involving configuring metadata libraries in SMC, developing transformation logic and staging the final data
• Create visualization framework using SAS/VA & presented data driven insights to management
• Perform data quality checks, data cleansing, data reconciliation with different teams at different levels using PROC MEANS, PROC FREQ, PROC SORT, SET, MERGE etc.
• Develop analytical reports using PROC REPORT, PROC TABULATE, ODS statement and present detailed view of different portfolios at different levels to senior management for key decision making
• Analyze risk data using PROC UNIVARIATE, PROC SUMMARY, PROC FREQ, PROC CORR, PROC RANK, PROC TRANSPOSE etc.
• Develop SAS Macro programs and using macro functions (%LET, CALL SYMPUT, %NRSTR, SYMGET etc.) to reporting processes to improve process efficiency and provide more meaningful information vital to the overall strategies
• Develop repetitive loops for retrieving array variables for joining of datasets for ad-hoc reporting
• Coordinate with different stakeholders and presenting estimates at regular intervals
• Actively involved in different kind of SQL queries for matching of the data

Environment: Windows, SAS 9.3, Base SAS, SAS/VA, SAS/DI, SAS/Macro, SAS/ODS, SAS/SQL, MS SQL Server, MS Excel (Advanced), Word, PowerPoint

Confidential

Data Modeling Consultant

Responsibilities:

• Closely worked with senior modelers in building Basel II PD model. Work included data extraction, data quality checks (DQC), data scrubbing & reconciliation, creating new variables, macro variable transformation, segmentation and sampling, continuous variable binning, variable reduction using information value (IV); stepwise selection methods; cluster; correlation; single & multifactor analysis, segmentation, sampling, develop statistical model using logistic regression, performing statistical tests and model documentation
• Carrying out customer credit history data extraction from Bank's credit card database and other sources using SAS PROC IMPORT, SQL PASS THROUGH FACILITY and LIBNAME.
• Summarizing raw dataset and performing data parsing using SAS procedures such as PROC SQL, PROC SUMMARY, PROC TRANSPOSE, PROC MEAN, PROC CONTENTS, PROC FREQ, PROC SORT and SAS data steps like ARRAY, MERGE, SET etc.
• Using logical statements such as IF/ELSE, WHERE and other SAS/SQL statements to create new variables, segmentation and out of time sample
• Creating in-time validation sample using PROC SURVEYSELECT
• Creating fine classing and coarse classing using SAS macros and calculating weight of evidence (WOE) and information value (IV) for each model variables
• Using PROC CORR and VIF to check correlation between the variables
• Creating variables clusters using PROC VARCLUS
• Developing PD model using PROC LOGISTIC in SAS
• Calculating PSI, KS, Accuracy Ratio/GINI, RMSE for model stability, discrimination power and accuracy
• Validating new model on in-time and out of time validation samples using statistical tests
• Working on model documentation including portfolio details, methodology and model development process
• Plotting frequency distributions of predicted probability of loan default histogram by PROC GPLOT and GHART.
• Estimating Regulatory capital, RWA and EL using model calculated PD and given EAD and LGD.
• Summarizing the result and report to senior modeler by PROC TABULATE, PROC FORMAT and SAS/ODS

Environment: Windows, SAS 9.3, Base SAS, SAS/VA, SAS/DI, SAS/Macro, SAS/ODS, SAS/SQL, MS Excel (Advanced), Word, PowerPoint, Basel II, Regression

Confidential

SAS Data/Reporting Analyst

Responsibilities:

• Work as an inevitable resource supplying scrubbed data for different teams
• Create SAS data mart to report monthly acquisition across product class and customer segment, portfolio measures such as total balance, turnover and receivables and portfolio volume in terms of total valid card accounts across product class and customer segment
• Extract data from Oracle database using PROC IMPORT, SQL Pass-Through facility in SAS environment and create SAS files
• Design ETL jobs using SAS/DI and visualization framework using SAS/VA
• Create visualization framework using SAS/VA & presented data driven insights to management
• Import all Reports using Stored Process, BI Dashboard and Information Map to Information Delivery Portal
• Develop ETL code using SAS DI Studio to create SAS tables and views.
• Perform data validation, cleansing and reconciliation with historical patterns and other teams
• Develop analytical reports using PROC TABULATE, SQL procedures and present detailed view of different portfolios at different levels to senior management for key decision making
• Develop SAS MACRO programs to automate different modeling and reporting processes to improve process efficiency and provide more meaningful information vital to the overall strategies
• Coordinate with different stakeholders and presenting estimates at regular intervals
• Actively involved in different kind of SQL queries for matching of the data

Environment: Mainframe, SAS 9.1, Base SAS, SAS/VA, SAS/DI, SAS/Macro, SAS/ODS, SAS/SQL, MS Excel (Advanced), Word, PowerPoint, VBA (Basic)

Confidential

SAS BI Analyst

Responsibilities:

• Created sales and service leads dashboard to track and monitor status of sales and service leads through various CRM channels across different product groups and different regions
• Used SAS VA to forecast monthly sales and other KPIs
• Built queries to fetch data from disparate source systems and calculate key metrics such as total sales and services leads, leads to sales conversion ratio, and volume of open, pending and closed leads across various product groups and channels.
• Provide business intelligence insights and data provider responsible for providing all inputs as requested by Monitor, working closely with LEOs (local executive offices) to understand the requests better
• Supported data preparation and implemented Risk assessment model to segment customers into various risk buckets. Developed insightful reports to present portfolio distribution, data readiness and drive effective customer contact strategy.
• Create visualization framework using SAS/VA & presented data driven insights to management
• Involved in Data Mapping efforts with detailed understanding of the database structure
• Develop repetitive loops for retrieving ARRAY variables for joining of datasets for ad-hoc reporting
• Perform analyses, development and evaluation of data/reports in a data warehouse/enterprise environment which includes data requirements

Environment: Unix, SAS 9.1, Base SAS, SAS/VA, SAS/DI, SAS/Macro, SAS/ODS, SAS/SQL, MS SQL Server, MS Excel (Advanced), Word, PowerPoint