Treasury Manager Resume

PROFILE:

6+ years of financial services experience in quantitative analysis and statistical modeling, combined with CFA and Master of Finance.
Rich consulting experience in quantitative analysis, financial modeling and risk management
Thorough understanding of customer behaviors, credit risk and investment products
Effective experience in team supervision, project leadership and relationship management
Ability to clearly communicate complex subject matter to clients, senior management and support teams
Exceptional skills to analyze vast amount of information and derive actionable insights
Outstanding programming skills in SAS, SQL, Excel VBA, SPSS, C#, C++ and Java, etc.

WORK EXPERIENCE:

Confidential

Treasury Manager

Responsibilities:

Build statistical models and processes to manage market risks of investment portfolios and banking products on the bank’s balance sheets
Model default and prepayment of investment portfolios to meet regulatory requirements in Comprehensive Capital Analysis and Review (CCAR) and Dodd - Frank Act Stress Test ( Confidential )
Conduct analysis on customer risk factors of retail and commercial credit products to provide asset-liability management (ALM) and fund transfer pricing (FTP) model assumptions
Back-test external models on retail and investment portfolios and monitor output accuracy over time
Built statistical CCAR models to project prepayments of the Confidential . auto and commercial loan portfolios, and defaults of the Confidential securitized product portfolios
Conducted analysis on default and prepayment behaviors of Confidential ./Canadian commercial loan and lease portfolios, and recommended changes on key risk assumptions to the treasury senior management,
Created tools and processes to validate cash flow models for Confidential . investment portfolio with data extraction from Bloomberg, BlackRock, Intex and PPR, etc,

Confidential

Senior Analytic Consultant

Responsibilities:

Manage statistical modeling projects that produce credit risk scores for clients’ account acquisition, account management and debt collection processes.
Lead quantitative research and analysis projects in retail risk management, marketing and profitability
Consult with retail banking clients to identify market opportunities and integrate their target marketing, credit decisioning and account management strategies to capitalize such opportunities.
Engage clients and the sales team in development of innovative business solutions that improve efficiency of clients’ business processes and provide them with competitive advantage in product offering.
Mentor team members in credit risk analytics, statistical modeling and retail credit portfolio forecasting.

Confidential

Senior Analyst, Customer Analysis and Modeling

Responsibilities:

Lead a team in analyzing customer data and providing insights to support senior management in strategic decision making.
Build quantitative models to evaluate risk credit card applications and recommend approval decisions.
Conduct testing on credit risk and market response by designing test frameworks, acquiring data from external sources and data-mining outcomes for credit policy improvement.
Build data infrastructure and analytical tools to improve efficiencies in data analysis and to drive business strategies.
Train company-wide analysts in digital-channel analytics and mentor junior analysts of the team in credit card economics and data analytic techniques.
Led the Canada digital team in an enterprise initiative to evaluate and acquire an $8 million digital analytic platform and ensure that it best meets business objectives.
Recommended to senior management and obtained their approval for returning to sub-prime market at the early recovery stage with in-depth analysis on risks and marketing conditions.
Initiated a project and led an international team to develop a business intelligence system that improved the efficiency of digital analytics by 70% and saved the company more than $1 million per year.
Established a data analytics support framework for the business that reduced required resources and increased efficiency by at least 50%.

Confidential

Software Developer

Responsibilities:

Developed a business intelligence enterprise solution for apparel retailers. The system was sold to more than 20 retail enterprises in 4 countries within 3 months.
Designed and developed a software solution to internationalize all enterprise resources planning products of the company into 6 languages and locales.
Improved system management processes and reduced time spent on system maintenance by 80%.

Confidential

Systems Analyst

Responsibilities:

Developed business intelligence systems to provide an integrated view of 10 million customer accounts in both Hong Kong Bank and Heng Seng Bank.
Implemented anti-money laundering policies in a backend data warehouse system that scanned 5 million transactions every day to identify suspicious customer behaviors and accounts.