SAS Analyst Resume

EXPERIENCE

10/07-Present Portfolio Analyst Confidential
Maintain and implement ACCESS databases in regular basis for front officers to look up aggregate exposure, internal rating, risk asset, credit cost, economic capital, and RAROC etc. Provide credit alarm reports to traders and relationship managers with up to date credit information in timely fashion when Stock Price, CDS, External Ratings, EDF, and Secondary Loan Price hit the trigger. Provide reports to senior management and analyze portfolio exposure by internal risk grade, large scale, product type, industry concentration, and problem asset. Perform stress testing on risk asset in American Division portfolio.

06/05-10/07 SAS Analyst Fair Lending Risk Management,Confidential
Provided quarterly reports to monitor mortgage business risk and enhance fair lending policy and HMDA compliance. Analyzed disparities in mortgage interest rate, broker fee, underwriting decision, and application processing time among applicants with ethnic difference. Manipulated large data sets. Performed statistical analyses and credit risk modeling. Prepared and updated large data sets periodically.

07/04-02/05 Statistical Research Analyst Confidential
Transferred, identified and extracting sound and relevant data. Conducted statistical analyses and generated reports on large data sets. Developed and maintained logs to track completed, reviewed and submitted data.

09/01-08/02 Budget Analyst Capital Projects, Confidential
Analyzed fund allocations for construction services. Forecasted the total cost for proposed construction projects. Processed fund procurements electronically to apply for approval by Mayor's Office of Management and Budget. Monitored approval status periodically on FMS. Composed formal letter in request of abnormal cost for reconstruction.

EDUCATION

Master of Professional Studies in Applied Statistics in Finance concentration.
Master's Degree Project - Portfolio Analysis: Identified undervalued prices and high potential earnings of stocks, allocated assets for the optimal portfolio by modern portfolio theory, captured the sensibility of each excess stock premium to excess market premium by CAPM, and examined if stock price fully reflects arrival information by random walk theory.
Master of ArtsinMathematical Statistics
Thesis - Estimated gaps among students with ethnic, gender, and birthplace difference in the CEEB test by catagorical data analysis, identifiedcomponents influencing student performance by factor analysis, and forcasted individual student's grade by logistic regression analysis
Bachelor of Artsin Mathematics
Simultaneously obtained BA/MA

TECHNICAL SKILLS

Financial Modeling - CAPM, Portfolio Optimization, Logistic Regression, Linear Regression Analysis, Survival Analysis, Random Walk and ARIMA.
Clinical Trial Research - ANOVA, Factorial Analysis, GLM, Linear Mixed Modeling for investigation on
drugs and therapies that contribute to the improvement of patient's life quality.
Computing - SAS, SQL, ACCESS, EXCEL, VBA, SPSS, POWERPOINT, and C++.
Databases - SYBASE, DB2, ORACLE, and ACCESS

HONORS AND AWARDS National Golden Key National Honor Society, Hunter College Chapter of National Honor Society Pi Mu Epsilon Local Dean's List, Hunter College Scholar-Athlete of the Year, CUNY Honorable Mention Award, Scholarship and Welfare Fund, Philip & Aida Siff Educational Foundation Scholarship, CUNY Men\'s Volleyball Championship, Hunter Scholar-Athlete Award.

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