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Consultant Resume

5.00/5 (Submit Your Rating)

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)

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