SUMMARY:

• Strong analytical techniques including Monte Carlo simulation, Value at Risk, and time series model, hazard modeling, time series, including calculating risk parameters and performing back - testing and validation by using advanced modeling techniques
• (Probability of default, loss given default modeling, exposure at default, prepayment)
• Efficient with SAS Base, SAS/STAT, SAS Enterprise miner, SAS/ETS, SAS/CONNECT
• SAS/Insight, SQL, DB2 programming, and Microsoft office. Excellent Data mining techniques
• Strong experience in SAS programming on PC, UNIX and Mainframe environments.
• Extensive experience with huge data sets and data manipulation.
• Advance SAS Programming Techniques including SAS Macro Language.
• Microsoft Excel, Word, Visual Basic Macro

TECHNICAL SKILLS:

• SAS
• S-PLUS
• STATA
• ENTERPRISE MINER
• NEURAL NETWORKS

PROFESSIONAL EXPERIENCE:

Confidential, Norwalk, CT

Senior Manager

Responsibilities:

• Perform a critical review and analysis of the modeling framework with a key emphasis on the strengths and limitations of a model, impact of and criticality of model assumptions used, and its relationship to research literature and/or industry practices
• Ensure the model implementation is aligned with the model’s purpose and its underlying analytical approach including a thorough analysis of input data, review of the underlying code used in implementation, and model performance
• Contribute to the creation of compliant and auditable business processes to support on-going
• Monitoring and implementation testing requirements as defined in Firm’s Model Governance
• Control model risk by ensuring that the model exposure, market conditions, model limitations and scope of usage are not materially different from the approved model
• Define evaluation criteria and process to ensure consistent evaluation of correctness of
• Implementation & use across various risk and financial model types Ensure confirmations to SR11-7 ongoing monitoring regulatory requirements
• Perform validation of model implementation and assess business ongoing monitoring practices
• Ensure models have adequate and reliable back-testing processes in place and monitor model performance for errors and failures and ensure that their resolutions are sound
• Perform annual model re-assessment reviews by summarizing critical information around
• Model performance, model reviews and progress on action items. Provide inputs into model policy and LOB procedures
• Perform pre-post implementation testing to confirm accuracy of the implementation correctness

Confidential, New York, NY

Vice President, Risk Analyst II

Responsibilities:

• Lead scorecard design and validation to support growth initiatives and portfolio risk\management models.
• Development of scorecards for modeling default and bankruptcy events for auto loan applicants
• Oversee development of behavioral scorecards to model various portfolio events in the lifecycles of the customer
• Develop, implement and manage holistic strategies for modeling design, development, validation, calibration, documentation, approval, implementation, monitoring and reporting
• Conduct analytics to validate the performance of existing quantitative risk models, recommend changes, and lead gap closing projects
• Design and execute a comprehensive and granular program of backtesting and benchmarking to support the validation of the risk rating system.
• Provide independent review and validation of statistical risk models
• Report on model performance and support regulatory communication on model governance
• Develop new techniques & tools for model performance assessment
• Provide ad hoc support business unit statistical modeling teams
• Develop credit bureau preference tables based on risk ranking rather than on the quantity of the credit data.
• Make recommendations for tactical and strategic action plans for execution within Credit and other functional areas as needed.

Confidential, Stamford, CT

Senior Manager

Responsibilities:

• Work in concert within GCG Divisions to develop and execute successful customer Acquisitions, cross- sell, and retention programs via direct marketing channels.
• Build, implement, validate statistical predictive models and segmentation schemes to
• Identify most responsive/valuable targeting segments.
• Identify opportunities to use data to develop customer strategies and improve business Performance.
• Track, analyze and evaluate campaign performance and program metrics. Recommend optimal Targeting, offers, and other improvements based on test results.
• Providing strategic direction in internal clients in product conversion, retention and existing customer management programs.
• Apply experimental design principles to test-and-control study design, implementation, and analysis..
• Collaborate with Decision Management teams across Citi’s Global Consumer Group on joint projects.

Confidential, New York, NY

Senior Manager

Responsibilities:

• Developed and implemented strategies to ensure that reward usage across the US business drives value for the customers and Confidential, with particular focus on MR Partners.
• Built behavior-predictive models to estimate key metrics like net-profit, redemption rate, spend lift, and attrition.
• Campaign analysis, profitability and significant tests based on key measures metrics such evaluation of key airlines as membership rewards program partners.
• Evaluated existing membership of inactive spenders for potential engagement opportunities.
• Validated membership rewards enrollment and linkage processes.

Confidential, New York, NY

Assistant Vice President

Responsibilities:

• Developed a new real time risk authorization scorecard for making decision at time of Authorization for delinquent accounts
• Developed and implemented new Authorization Credit Line Increase Strategies based on utilization and internal risk score, to determine credit lines increases for core and associate citi portfolios.
• Reassigned cushion assignment table to more effectively screen risky accounts and set exposure, reduce ‘preset’ exposure, increase NCM
• Involvement in maintaining monthly authorization characteristics and performance reports f the entire portfolio population declines and approvals
• Utilized data mining techniques to develop and optimize credit decision strategies for the purpose of optimizing and profitability.
• Validated the effectiveness of existing cutoff scores, forecast delinquency and losses.
• Responsible for developing analytics, optimization decision logic, and experimental design
• Tests/controls and statistical models for Decision Management to support cross selling business objectives
• Provided detail segmentation analysis to interpret customer behavior to ensure optimal business decision making across marketing and operation activities
• Assist in the implementation of any models or segmentation schemes developed for marketing programs.
• Validate model performance monthly and provide reports to upper risk management.

Confidential, Stamford, CT

Assistant Manager

Responsibilities:

• Responsible for developing and maintaining complex statistical databases and models for the Database Management - Modeling/Analysis Department.
• Create new processes or improve existing ones to improve efficiency in segmentation development
• Participate in the name selection process with Database Marketing for all clients assigned.
• Provide partnership marketing support in model development, product implementation, result tracking, and campaign management.
• Provide consultation to other functions, such as Marketing, to meet Telemarketing and Direct Mail needs, and ensure that information is exchanged appropriately to and from the Statistical Modeling group to meet overall department goals.
• Take ownership of assigned clients and campaign results

Confidential, New York, NY

Analyst / Data processing

Responsibilities:

• Assist in the design of questionnaires and make preliminary analyses of the results.
• Carry out descriptive and multivariate statistical analysis
• Data management and variable coding
• Perform statistics and computer analysis on existing data sets.

Confidential

Assistant Desk Analyst

Responsibilities:

• Used statistical modeling to analyze industrial trends and report findings that were significant to the Research Division
• Consulted businesses that used BES’S regional model to evaluate production policies
• Developed methods to refine the forecasting capabilities of BEA’s regional model for various member’s of European Community (ECC)
• Evaluate the impact of ECC grant programs on Gross Domestic Product (GDP)

Confidential

Intern, Operations Management

Responsibilities:

• Negotiated cargo contracts of freight, freight rates and brokerage fares
• Sold, purchased and arranged for financing of trans-oceanic cargo vessels
• Acquired management skills to operate an international shipping office
• Processed and analyzed insurance claims, coordinating with underwriters, average adjusters and repair shipyards.