Consultant Resume
New York, NY
TECHNICAL SKILLS:
General Computer Skills: Data Science Programming; Machine Learning; Parallel processing; MS Office; VBA; C#/C++; Intex, Bloomberg API
Statistical Programming & Data Processing: R, Python, SQL, Spark, Hadoop, pandas, numpy, scikit learnVisualization ggplot2, Shiny, seaborn, matplotlib, networkX, networkD3
Methods: General Linear Model, Logistic, SVM, Tree - Based Models, Bayesian Methods, Boosting, Dimensionality Reduction, Unsupervised & Supervised Learning
Languages: Fluent in French & English
EXPERIENCE:
Consultant
Confidential, New York, NY
Responsibilities:
- Created and developed specific prototype algorithm, utilizing NLP (natural language processing), on a large unstructured social media data set from a community social network to discover trends in the fashion industry; script is written in Python, R, SQL, Spark and NLTK.
- Created visualizations using networkX and networkD3 based on extracted data to facilitate decisions concerning the client business.
Consultant
Confidential, New York, NY
Responsibilities:
- Built a script to automatically reconcile data for a large investment portfolio - reduced process time by 90% using VBA and Bloomberg Add-In
- Wrote a script to format large amount unstructured data from PDF statements to be later reconciled with other databases.
Consultant
Confidential, Washington, DC
Responsibilities:
- Performed statistical analysis to analyze their proprietary data
- Added relevant external data to generate more insight and comparison with similar organizations.
- Implement various data visualizations that were included in a final written report and presentation to the staff.
Vice President
Confidential, New York, NY
Responsibilities:
- Built multiple tools in Excel/VBA/C#/Bloomberg/Intex APIs to analyze Credit Derivatives;
- Capabilities include: automated pricing of collateral bottom up based on market assumptions
- Analyzed and traded Credit derivatives such as securitized and insurance products.
- Improved infrastructure by implementing a SQL/VBA database containing key structural features, collateral quality covenants and risk/return sensitivity analysis for various securities
- Created a parsing tool to clean (regex) HTML pages to provide industry news to sales forces
- Developed an Excel/VBA BWIC CLO tranche pricing tool to automate process and efficiently analyze securities; Increased desk productivity by 30%.
- Implemented an automated monthly risk and pricing valuation tool for 800+ securities; built in Excel/Access/Intex/C#/VBA to compile relevant data, compare key metrics and stratify deals based on key assumptions
- Performed portfolio analysis using rating agency methodology to assist issuers with the development of an optimal structure;
- Generated cash flow and duration analysis; Modeled waterfalls depending on various sensitivity stresses
- Structured VC backed ABS deals and CLOs using INTEX modeling software & Excel/VBA
Associate Vice President
Confidential, New York, NY
Responsibilities:
- Reverse engineered existing CDO transactions using INTEX script repackaged and rated them using ratings methodologies
- Responded to various business and management questions to ensure deal closings and coordinated inquiries /problem resolutions with all necessary parties of the transaction (lawyers, auditors, trustee, investors, etc)