Credit Risk Analytics & Predictive Modeling Resume
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SUMMARY:
14 years in Predictive Modeling and Analytics for Financial Services
TECHNICAL SKILLS
- Advanced SAS Programming
- SQL
- Teradata
- UNIX
- R
- Angoss
- C
- MATLAB
PROFESSIONAL EXPERIENCE:
Credit Risk Analytics & Predictive Modeling
Confidential
Responsibilities:
- Model Development, validation and production implementation of new acquisition, Behavioral & Authorizations, Portfolio models (stress testing, loss forecasting)
- Segmentation & Strategy development at transaction level scores for dynamic scoring for portfolio management
- Customer base universe expansion by testing new FICO XD score with Risk based pricing initiatives
- Analytics for Fraud & AML models implementation, audit and operational support
- Coordinating with the different data vendors & IT infrastructure teams for streamlining the information flows for credit underwriting purposes.
Credit Risk Scoring and Underwriting
Confidential
Responsibilities:
- Developed, implemented & managed the Credit Risk scoring and Underwriting systems and New merchant on - boarding process
- Produced Risk / Marketing Portfolio tracking reports for New Originations, Existing customer (CLI & CLDs) and Collections
- Developed P&L optimization strategies to increase receivables and minimize the default risk of borrowers, for Pay-day, sub-prime consumer and micro-business loans lender
Confidential
Credit Risk Scoring and UnderwritingResponsibilities:
- Providing Statistical, Analytical and Quantitative modeling for the Database Marketing and
- Supported Customer loyalty and Retention teams in development, validation and implementation of campaign management, targeting models for improving the response cross-sell opportunities
- Developed transaction level credit line strategy for the on-line bidders, and predictive strategy for minimizing the Unpaid Items
- Supported Customer loyalty and Retention teams in development, validation and implementation of campaign management, targeting models for improving the response cross-sell opportunities
- Web analytics to measure the effectiveness of the rewards and loyalty efforts, articulate and socialize strategic recommendations based on rigorous data analysis.
Confidential
Credit Risk Scoring and UnderwritingResponsibilities:
- Credit Scorecard models development of new account acquisition, underwriting, authorizations, credit line management and collections strategies in decision.
- Credit risk policy implementation for Small Business cards portfolio involving development of KPI reports, model) stability analysis, over-rides analysis, vintage analysis, loss forecasting
- Analyses for new merchant on-boarding, Partial and full charge backs, collections to minimize the operating losses and to improve the revenues using risk-based pricing.
- Provided support for Patriot Act and KYC implementation