SUMMARY OF QUALIFICATIONS:
- Strong quantitative, programming and analytical skills. Proficient in Statistical analysis, Predictive Modeling, Credit Risk Analysis and statistical programming. SAS Certification. M.S. in Mathematics/Statistics
- Excellent written and verbal communications skills. Team facilitator; willingness to learn.
- Risk Management, Credit Card Fraud, Basel - 2, Database Marketing, Segmentation & Clustering, Linear and Logistic Regression, Time Series Analysis, Multivariate Analysis-Principal Component, Factor Analysis Discriminant Analysis, SAS/SPSS/PASW/STATA, SAS Enterprise Guide, R, SQL, Teradata, VBA, KXEN, Data Mining, Test/Control Design, Survey, Data Preparation, Model Building and Validation, Application Development in UNIX and Shell Scripting, Scenario Analysis and Stress Testing
Statistical Software: SAS 9.1 - DATA Step, BASE SAS, PROC SQL, SAS/STAT, SAS IML, SAS ETS, SAS Macro Programming, SAS Enterprise Miner, SPSS, PASW, STATA, R, Win-bugs, KXEN, CHAID
Applications: Word, PowerPoint, Excel- Pivot Tables VLOOKUP Index VBA, MATLAB (Numerical Analysis), UNIX Scripting Optimization- Excel Solver, AMPL Simulation- Arena 10.0
Languages: C, C++, SQL. Database- Oracle, MS Access, MS SQL Server 2005, PostGRESQL, SAS/SQL
Mainframe: MVS, JCL, COBOL, CICS, DB2
Model Implementation/Data Analyst
Confidential, McLean, VAResponsibilities:
- Writing, maintaining and implementing credit models in SAS for Mortgage and Auto Loans
- BASEL 2 PD, LGD, EAD segmentation, RWA calculation and model implementation for Mortgage portfolio
- Loan Loss Forecasting for Mortgage Portfolio; calculating accounting and economic losses
- Model Validation using SAS/STAT; model documentation and writing white papers
- Coding in SAS Enterprise Guide and SAS Macros for model implementation
SAS Systems Developer
Confidential, Columbus OHResponsibilities:
- Develop SAS Macros for Anti Money Laundering services; Analytics using SAS, SAS Macros, SAS SQL
- Modifying existing scenarios and creating new scenarios for AML/BSA
Confidential, Hoffman Estates ILResponsibilities:
- Develop propensity models for targeting customers.
- Writing queries in Teradata for complex ad-hoc business analysis
Confidential, Downers Grove IL
- PD Modeling by regression methodology using mortgage loan specific characteristics like LTV, FICO and macroeconomic variables
- Using multivariate statistical methods, data mining and econometric methods for segmentation, credit risk modeling, regression analysis, forecasting and Stress Testing
- SAS ODS reporting and generating monthly reports (Asset Liability Management, Performance Analysis)
Confidential, Naperville IL
Sr Consultant (Pricing)Responsibilities:
- Automating retail and contract pricing using SAS. Data Mining and Data Preparation. Report automation using Excel and SAS
Confidential, Phoenix, AZ
Manager (Risk Management)Responsibilities:
- Credit card fraud mitigation strategies to enhance profitability.
- Generating reports in SAS Enterprise Guide. Creating views and tables using PROC SQL and Teradata
- Modified statistical models to calculate ProbF and Lift- probability measures to calculate fraud risk of a transaction
Confidential, Schaumburg, IL
Sr. Statistical AnalystResponsibilities:
- Coupon redemption by Smartphone customer analysis with retail data using SAS, Logistic Regression, Optimization- Linear and Integer, Kernel Density Estimation. Correlation/Covariance Analysis
- Reporting ad hoc SQL query metrics using Teradata to client.
Confidential, Mettawa, IL
Sr. Credit Policy/ Risk AnalystResponsibilities:
- Estimation and validation of risk parameters - Probability of Default (PD), Exposure At Default (EAD) and Loss Given Default (LGD) for Basel II regulatory compliance.
- Created and maintained econometric models that forecasted the levels, percentages, and/or characteristics of commercial loans for risk management and Stress Testing purposes.
- E Developed clustering model using K-means with internal and bureau variables to identify risky pockets of population as an alternative to segmentation modeling using SAS, R
Confidential, Suwanee, GA
- Develop predictive models using Linear and Logistic Regression, Time Series (ARIMA), Factor Analysis and reporting key metrics and scorecards to management.
- Exploratory data analysis and market segmentation using Credit Bureau data, analysis of Distressed Debt and Mortgage portfolios. Analytics using Experimental Design, MA Time Series, ARIMA. Cash Flow Analysis using NPV/IRR
- Passed Exam P conducted by the Society of Actuaries.
- Pursuing CFA and FRM designations.
- SAS® Certified Base Programmer for SAS® 9
- Recipient of UGS (University Graduate Scholarship) and UGA (University Graduate Assistantship) from the University of Cincinnati for pursuing graduate studies.