Modeler/Risk Analyst Sr Resume Wilmington, DE - Hire IT People

SUMMARY

Proficiency in SAS, SAS base certified programmer
Experienced in collecting, organizing, cleaning and analyzing data, processed large data set into desired format using SAS/SQL
Experienced and motivated modeler and analyst. Perform predictive models, including OLS, logistic regression, neural networks, decision tree, naïve bayes classifier, ARIMA, and design of experiment with SAS/STATA/MATLAB
Experienced in business planning, financial analysis and marketing strategy.

PROFESSIONAL EXPERIENCE

Confidential, Wilmington, DE

Modeler/Risk Analyst Sr

Responsibilities:

Build risk models for Auto - decision group to leverage customers’ information for loan growth and loss decline
Review the model sample for appropriateness for use as a basis for understanding future period (eg: characteristic stability, seasonality).
Transform Inputs and Impute missing value, including WOE, log transformation, imputing missing value with sample median, multiple imputation, etc.
Perform Logistic regression, Decision Tree, Neural Network or Model Ensemble on training data to predict probability of default.
Consider whether the meaning of each predictor accords with understanding of the business problem and investigate any disagreement and potentially constrain the model.
Validate the model’s predictive performance (Gini, K-S) by using validation data and compare it to similar/old models on other portfolios.
Conduct swap analysis to see whether the business comfortable with the profile of the swap sets from the old model to the new model; whether the inferred performance of the swap-ins sufficient to justify the new model.
Generate Adverse Action code for implement group to deploy the model if the new model is justified.
Build Invite-To-Apply or Pre-Qualified models on New Customers, Present Customers or Former Customers for acquisition group to better identify target market to raise response rate and loan booked rate.

Confidential, Wilmington, DE

Business Development Specialist Intern

Responsibilities:

Facilitated Delaware Kauffman FastTrac New Venture and Growth Venture Program for 5 times; evaluated and presented the outcomes of the program through survey and statistical analysis
Participated in daily one on one small business consultations; reviewed business plans and gave suggestions on financial analyses and marketing researches.
Bilingually translated for Delaware Department of State and various visiting Chinese business delegation.

Confidential, Newark, DE

Teaching Assistant

Responsibilities:

Assisted students to use SAS in managing database, modeling, forecasting and interpreting the results;
Led the discuss sessions on Math-Econ and Advanced Micro and Macro Economics for graduates in PhD program.

TECHNICAL SKILLS

Models: OLS, ARIMA, logistic model, Decision Tree, Neural Network, Asset pricing model and DCF models

Statistical: SAS, SQL, R, SPSS, STATA, MATLAB;

Finance: Bloomberg Certificate, knowledge of CFA level 1

Office: Word, Excel, PowerPoint