Vice President Resume New York, NY - Hire IT People

SUMMARY

Eight years of predictive modeling/programming experience (Python, R & SQL)
PhD in Economics, specializing in time series analysis and handling large datasets (up to five million observations)

PROFESSIONAL EXPERIENCE

Confidential, New York, NY

Vice President

Responsibilities:

Built a Pre - Provision Net Revenue model (PPNR) for firm’s Prime Brokerage business
Manages a team of six to ensure delivery of 13 PPNR model to the Federal Reserve Bank; oversees model development, back-testing, re-calibration and control & governance of all PPNR models

Confidential, New York, NY

Assistant Vice President

Responsibilities:

Forecasted Pre-Prevision Net Revenue (PPNR) and balance sheet for multiple trading desks (Municipal, Equity Financing, Fixed Income Financing & Fixed Income Syndicate) under normal and stressed economic scenarios
Back-tested models using in-sample and out-of-sample data
Projected the variable compensation for Barclays IHC in Python
Designed the model selection logic and the user interface of a customized modeling tool in RShiny
Produced model documentations that will be submitted to the Federal Reserve Bank

Confidential, New York, NY

Assistant Vice President

Responsibilities:

Attributed to firm’s successful Comprehensive Capital Analysis and Review (CCAR) submission; designed, built and back-tested loss forecasting models (PD/LGD/EAD) in SAS
Designed firm’s internal macroeconomic stress scenarios for CCAR and ICAAP
Forecasted U.S. medium home price model in SAS, which is fed to the main model as a key driver

Confidential, McLean, VA

Senior Consultant

Responsibilities:

Part of a team that developed a customized wealth product in SAS and SQL that provides estimates of individual household liquid wealth; used a System of Simultaneous Equations to provide estimates of total asset and product mix (deposits, stocks, etc.) concurrently, employing a two-stage least squares regression technique for each equation. This product is expected to generate $15 million in revenue every year.
Single-handedly developed a consumer spending product and a credit outlook product in SAS and SQL. This product is expected to generate $10 million dollar every year.
Developed predictive models to identify prospects for the marketing campaign of a leading hotel group. These models are a key component of a $1 million dollar contract.
Single-handedly developed a model that predicts potential donation amount for a non-profit organization in SAS and SQL; model results outperformed competitor’s result and won the client over from the competitor, resulting in a three-year contract worth $395,000.
Managed one direct report and up to four additional resources for large projects