Quantitative Analyst Resume
Cherry Hill, NJ
SUMMARY:
- Over 20 years of experience in the Information Systems industry. Career s have included the system analysis, technical design, application development, data conversion, coding, testing and support of a number of successfully projects in the Telecommunication, Finance, Mortgage, Brokerage, and Pharmaceutical areas. Thrives in an environment that requires the ability to learn new skills and successfully apply them to solve business problems.
TECHNICAL SKILLS:
HARDWARE: PC Systems:IM Compatibles
Client Server: SunOS 5.8, Sun Solaris Sparc 2, 5, 2000, SGI, Iris Indigo, IBM 3600/4700
Mainframe: IBM 30xx, 43xx
SOFTWARE: OS: MS - Windows, Windows NT, MS-DOS, OS2, UNIX (Sun Solaris and SGI Irix), MVS, VM/CMS, TSO, ISPF, And DOS/VSE, Open VMS
Database: Access, Oracle (11g.), DB2 (mainframe & PC), MS SQL serverLanguages: SAS Base, SAS SQL, SAS Macro, SAS Access, SAS EG 5.1, PL/SQL, SQL*Loader, Easytrieve, COBOL, CICS, JCL, APL, VB 6.0, VB.NET, ASP.NET, SQL, BRIO 8.0, Informatica 8.1,Business Objects 5.1.6Librarian, Panvalet, Micro Focus COBOL.
Utilities: IBM UTILITIES, File-AID, INFOMAN, AWR, ENDEVOR, INTERTEST, XPEDITER, VIASOFT, PRF-Platinum Report Facility, SAS Data Studio, SAS DM System, TOAD, Q+E Database Editor 8.0.1.4., PL/SQL Developer, MS-Visual Source Safe, Microsoft Office, MS Visio, LSH, COGNOS Report Studio10.1
PROFESSIONAL EXPERIENCE:
Confidential, Cherry Hill, NJ
Quantitative Analyst
Responsibilities:
- Extracted, analyzed, validated data from different sources (BLDM, MRE, UNIFI) to identify Mortgage and Deposit model inputs, ran validation analysis ad - hoc reports to understand level of data quality.
- Worked on stress testing forecasting models for Residential and Commercial Real Estate portfolios.
- Ran analysis and built reports, graphs with Average Balance TREND lines between industry Mortgage and HELOAN/ HELOC data with segmentation by FICO band, by region, by states.
- Automated TARGET Credit Card stress testing modeling process for different segments, such as, Paydown Rate, Finance Charge, and Average Spending.
- Trained team members with usage of SAS EG5.1.
Confidential, Wilmington, DE
Sr. Credit Strategy Analyst
Responsibilities:
- Validated existing credit borrowing strategies against changed data, coordinated associated ICDP (Integrated Credit Decision Platform) Blaze strategy coding changes, modified and created documentation.
- Developed and maintained programming specifications and data dictionaries to be used in feasibility analyses and data investigations.
- Implemented strategy revisions by modifying old and creating new SAS simulation code, producing data sets, tables, and figures for assigned strategies by extracting data from Oracle and DB2 databases using SAS EG 5.1
- Worked with credit strategy owners, execution partners, managers to determine the impact of upstream data changes.
- Coordinated with modeling and Business Enablement (BE) teams to ensure the priority of credit strategy rules.
- Developed UAT test plans, detailed task summaries, and readiness plans.
- Provided ongoing production support by monitoring productions jobs, analyzed Auto Approval trend for Credit Line Increase, ran projections and statistical data analysis ad - hoc reports.
- Participating in the of new staff as needed.
Confidential, Philadelphia, PA
Sr. Business Programmer Analyst
Responsibilities:
- Created and presented quality dashboards based on analyzed data, reviewed status reports and highlighted issues to make a data - driven decisions.
- Was responsible for validation of business requirements and systems capability to produce accurate and complete reporting starting from data collection, aggregation and allocation inclusive of data correction requirements.
- Provided guidance thorough data analysis and monitored data quality progress.
- Created PL/SQL Store Procedures to generate monthly /quarterly/ yearly standard reports as well as ad hoc reports that analyze trend outcomes over the time. Modified and maintained standard operating procedure (SOP) documentation.
- Developed and reviewed mapping specification, SDTM datasets, and listings. Participated in statistical design and data analysis of clinical trials in cardiovascular and respiratory therapeutic areas
- Was involved in design, development and implementation of technical solutions for integrating, analyzing and reporting of data using SAS and SQL. Developed and modified SAS programs, macros and procedures that produce tables, figures, listings and derived datasets. Analyzed reports of data by running Level 1 validation procedures.
Confidential, North Wales, PA
Principal SAS DIS Programmer
Responsibilities:
- Was responsible for annotation of case report forms (CRF s) in accordance with CDISC published or sponsor specific guidelines with appropriate metadata to reflect case report tabulation (CRT) data sets. Reviewed CRF annotations created by other DIS programmers, created CRT data set specifications per CDISC or sponsor specified requirements.
- Developed and modified SAS programs, macros and procedures that produce tables, figures, listings and derived datasets that summarize results of clinical trial projects according to Statistical Analysis Plan (SAP).
- Validated data sets and listings (phase I - III) per formal, documented QC process.
- Transferred data from Oracle database to SAS data sets and generated SAS Edit checks programs for data validation (range and cross-table logical checking, finding of outliers).
- Served as a technical resource within DIS and DM departments, contributed to departmental SOPs and WPs.
Confidential, North Wales, PA
Sr. SAS Administrator / Analyst
Responsibilities:
- Rewrote numerous clinical studies SAS programs and Macros in order to run with SAS Enterprise Guide on UNIX.
- Created Company s Migration strategy and FAQ (Frequently Asked Questions) documents for supporting and of 600 SAS users at the transition period from SAS Windows to SAS EG on UNIX environment.
- Developed and modified SAS programs that produce tables, figures, listings and derived datasets that summarize results of clinical trial projects according to Statistical Analysis Plan (SAP).
- Participating in the of new staff as well as the beginners to the SAS.
- Verified SAS datasets containing clinical data from external sources. Wrote and executed SAS programs in support of Clinical Data Management (DM) department to clean and lock a database. Participated in UAT of clinical trial data collection system (phases I - IV).
- Acted as a technical consultant to DBAs and biostatisticians by contributing toward process improvement, ensuring that SAS programs adhere to SOPs, guidelines, and specifications.
Confidential, Philadelphia, PA
IT Solution Delivery-ETL
Responsibilities:
- Was responsible for processing of more than 1.5 billion records of historical information, utilizing SAS, SQL, COBOL and Hyperion tools on UNIX and Open VMS platforms. Created Unix Shell Scripts and Procedures. Supported the SAS IT infrastructure as the primary contact for all technical and administrative SAS issues.
- Performed the role as subject matter expert for SAS IT infrastructure. Worked with the Analytics IT group to support daily production and test environments. Created business and functional specifications for new development and all modifications to existing process as part of the SDLC.
- Performed data acquisition and data integrity check of internal and external mortgage data to be loaded into the company Data Warehouse and DataMart. Developed test scripts to validate results before posting. Provided client s to facilitate UAT Testing. Created segmentation reports using Excel Pivot tables.
- As a member of ETL team was in charge for Daily, Monthly, and Quarterly SAS jobs.
- Designed and maintained 50+ mappings/sessions/workflows for extraction, transformation and load (ETL) between external sources and reporting Data Warehouse by using Informatica in MS Windows/ Oracle and SQL Server databases. Developed and implemented the coding of Informatica Mappings (from source - to-target) for the different stages of ETL. Fixed mappings. debugged the sessions by utilizing the logs of the sessions.
- As a Project Manager managed Legacy Portfolio by analyzing reserves calculation as a future loss with delinquent population. Was responsible for all aspects of loan-level delinquency/default/prepayment models.
- Gathered requirements, engaged with business partners and developed requirements documentation. Reviewed and analyzed data, escalated unresolved issues to the next level. Provided performance reports and recommendations for Senior Management.
Confidential
Sr. Business Analyst/ Developer
Responsibilities:
- Was responsible for data mapping, data archiving, field mapping, data definitions, and data conversion of Customer Master, Order Management, Chargeback, A/P, A/R, GL processing.
- Designed and wrote SAS programs, Unix Shell Scripts and Procedures. Coordinated with DBA to create new tables in IBIS data warehouse for new interfaces. Created SAS datasets and macro libraries. Promoted code from development environment to production. Tested batch jobs and scheduled jobs with Crontab.
- Extracted data from Oracle database to SAS data sets and generated SAS Edit checks programs for data validation.
- Provided programming support for clinical trial (PhaseI - IV) data reporting and regulatory submissions. Created derived-analysis SAS datasets. Maintained statistical programs and macro libraries for generation of datasets and listings. Executed analyses specified in SAP and RAP under the guidance of the statistician.
- Created SAS macros to submit CDISC procedure to export and import an XML document in CDISC ODM format based on SDTM standards.
Confidential, Newark, DE
Sr. Project Analyst
Responsibilities:
- Developed strategy plan for acquiring 12M new accounts from UK ensuring quality and timeliness of project.
- Reviewed field to field data mapping requirements supplied by project managers. Wrote SAS queries to verify the accuracy of mapped data, analyzed data and developed new set of testing programs to identify possible exceptions.
- Prepared unit test plans/scenarios and evaluating results against plans.
- Developed set of reporting programs, generated Ad - Hoc analyses and reporting to satisfy business requests.
- Automated reporting procedures for each conversion by using SAS Macros.
- Performed ad-hoc analysis of marketing acquisition campaigns (Mail, Direct Calls and Digital)
Confidential, Horsham, PA
Sr. Project Manager/Analyst
Responsibilities:
- Was involved in full life cycle implementation of two Data Marts (Campaign Management and Marketing) by using SAS Macros and SAS SQL for data extraction from ORACLE database. Scheduled and monitored batch Data Mart jobs, space consumption on the system. Developed PL/SQL modules.
- Extracted customers from Fleet Credit Card Services Database for Direct Mail and Telemarketing campaigns following in - house client s select criteria. Projects included fee-based and non-fee based incentive Credit Card promotions based on the FICO scores, utilization, etc. (such as travel packages, insurance, magazine subscription and sweepstakes). Assured the of high quality results within timeline and budget.
- Interfaced with user groups to help meet their short and long term info needs (ran requested Ad Hoc reports).
- Provided campaign-tracking information on a monthly basis based. Created internal Risk model on campaigns responders. Developed internal campaign management reporting capabilities.
- Worked on forecasting of data, providing statistical analysis for Marketing Group.
- Designed and wrote SAS programs for analysis of portfolio performance.
Confidential, Malvern, PA
Senior Programmer/Analyst
Responsibilities:
- Analyzed system requirements and developed system test plan, test cases, and test procedures. Established the test environment; modified JCL, defined and validated system test data. Executed system tests, documented exceptions, reported results.
- Interfaced with representatives of Marketing group and Vanguard Brokerage System. Supported Marketing group requests to retrieve data from the DB2 database based on specified criteria. Monitored batch jobs.
Confidential, Wayne, PA
Senior Systems Integration Analyst
Responsibilities:
- Was responsible for the technical correctness and completeness of integrated systems designs, and participated with customers in the strategic design process - translating business needs into technical systems solutions
- Responsibilities included software design and development, code reviews, extensive unit and integration testing, interfacing with customers and PMO, Ad Hoc development of SAS programs to implement customer promotions in rapidly changing business environment (the programs provided data retrieval from corporate database, processing according to business requirements, presentation of data for business analysis by marketing manager).
Confidential, Tampa, FL
Programmer Analyst
Responsibilities:
- Treatment sub - application for the Customer Billing Services System using DB2, COBOL II, VSAM, JCL, SAS.
- Interacted with Business Process Analysts, gathered requirements, engaged with clients, developed requirements documentation.
- Provided CBSS production support and on-line applications of the Internal Information Management (IIM).