SUMMARY

• Having Master’s Degree in Statistics with 7 years of SAS advanced programming and analytical work experience with Model monitoring product development & implementation, MANTAS Anti - Money Laundering (AML) scenario development & validation using different statistical techniques in SAS.
• Developed advanced SAS Macros to perform repeated tasks and to avoid manual intervention thus improved automation process of production jobs.
• Extensive programming experience in SAS/Enterprise Guide, SAS/BASE, SAS/STAT, SAS/SQL, SAS/Macros, SAS/Access, SQL, PL/SQL and used SAS/Visual Analytics, Microsoft Excel for Graphs & report generation.
• Executed SAS ETL jobs to transform large datasets to create input datasets and to extract relevant information for statistical analysis.
• Expertise in understanding & preparing Technical Design Document, Business Requirement Document, Functional Specification document, User Manual, check lists from client given details with experience in MS Office.
• Worked on SAS integration with Oracle server through ODBC connector (drivers) and SAS/Access.
• Trained from SAS institute on Predictive modeling techniques in SAS & Trained on R from external vendor.
• Experience in other tools like R, SPSS, MANTAS (AML tool), ModelEye (Model Risk Governance Platform) along with having hands on experience in UNIX, Oracle, Toad, SQL developer and MySQL.
• Developed and automated SAS programs for Model Monitoring Measure metrics calculation for model performance (stability) & validity checkups for all predictive models.
• Hands on experience with SAS statistical model development programming on various statistical tests such as t-test, chi-square test, univariate distributional analysis, linear and non linear Regression analysis, DMRT, logistic regression, OLS, Time Series and clustering models.
• Model building of various statistical models like linear and nonlinear regression is done primarily by detecting outliers, missing values substitution, variable reduction, variable transformation, sampling, deciling techniques in SAS.

TECHNICAL SKILLS

• SAS/BASE
• SAS/STAT
• SAS/SQL
• SAS/MACRO
• SAS/Access
• SAS/Enterprise Guide
• SAS Enterprise miner
• SAS Rapid Predictive Modeler
• SAS Data integration studio(ETL)
• SAS OLAP Cube Studio
• SAS Web Report Studio
• SAS Add-In for Microsoft Office
• SAS Information Delivery Portal
• SAS Information Map Studio
• SAS Management Console and SAS visual Analytics

PROFESSIONAL EXPERIENCE

Confidential

Senior Associate - Analytics

Responsibilities:

• Extensively used BASE SAS, SAS/Macros, SAS/SQL, SAS/Access, SAS/Enterprise Guide and SAS/STAT for data extraction (Import/Export), data manipulation, data analysis and report generation using SAS/ODS statements.
• Written SAS programs to develop and automate the model monitoring measure metrics or KPI’s calculation for different measures like Validity, Stability, and Goodness of fit, Model Selection Criterion checking before & after model building for different models like Logistic, Linear Regression, Time Series and Ordinary Least Squares etc.
• SAS integration with product database (MySQL) server is done through MySQL ODBC connector (drivers) and SAS/Access.
• Provided Graphs for all monitoring measures for all models using SAS/Visual Analytics and Microsoft Excel.
• Identified if any defects exists in the product implementation and followed up with technology team to resolve/fix the defects
• Prepared full-fledged product User manual including technical and functional specification and configured in Product Help

Confidential

Application Programmer Analyst

Environment: UNIX

Responsibilities:

• Extensively used BASE SAS, SAS/Macros, SAS/SQL, SAS/Access and SAS/STAT for data extraction (Import/Export), data manipulation, data analysis and report generation using SAS/Visual Analytics and SAS/ODS statements.
• Executed SAS ETL jobs to transform large transaction datasets (wire, Cash, MI, FOT and FOTP) to create input datasets and to extract relevant information for statistical analysis.
• Extensively used SQL and PL/SQL to execute MANTAS jobs and scenario code emulation from XML’s to SAS.
• Complex SAS Macro programs written in SAS for Mantas scenarios validation.
• Data extraction done using SAS/SQL pass through facility from Mantas database and validation checklist provided to client
• Performed Outlier analysis using SAS/PROC UNIVARIATE to generate threshold analysis reports to understand the statistical distribution of tunable thresholds by each scenario and provided threshold limits to generate the alerts
• Performed statistical Analysis using different statistical procedures in SAS (SAS/STAT) to validate MANTAS alert generation system.
• Generated statistical distribution metrics using SAS/STAT procedures for each threshold by scenario/segment and provided the location of production threshold value on percentile distribution (P5, P10, P20…etc.) to see how thresholds have been set to generate alerts.
• Provided alert sample using PROC SURVEYSELECT and sampling techniques to make sure none of the productive alert is missed by decreasing the threshold limits (assume thresholds were set to too high) or reducing the false alerts by increasing the thresholds limits (assume thresholds were set to too low).
• Identified if any suspicious activity is not captured by the MANTAS scenarios, by reviewing the random sample of customer’s transaction history over a period of time.
• Generated the alert risk scoring models by comparing productive versus non productive alerts and performed DMRT (PROC GLM) and Logistic Regression (PROC LOGISTIC) to find significant variables.
• Generated graphs using SAS/Visual Analytics and MS Excel to understand how productive and non-productive alerts are distributed above the threshold line
• Used different SAS procedures to validate customer/account segments which are created to detect AML to verify if any material deviation that would impact scenarios.
• Provided ad hoc reports as and when client requires.