VP of Risk Management Resume Dallas, Texas - Hire IT People

OBJECTIVE:

Seek a full - time position to utilize my extensive experience in Credit Scoring, Auto Leasing, Math Modelling, Statistical Analysis, Big Data, Machine Learning and Software Engineering.

SUMMARY:

Expert in Credit Scoring. Published 8 peer-reviewed papers including 5 SCI-indexed journal papers, covering various aspects: Information Value, Mutual Information, Reject Inference, KS, AUC, Weight of Evidence, Weighted Logistic Regression and Confusion Matrix.
Seasoned Data Scientist specializing in Data Mining, Machine Learning, Financial Fraud detection, Risk Management, Collection, Consumer Loan default prediction.
Extensive programming experience in SAS, SQL, R, C# and C/C++ (UNIX/LINUX).
6 years of experience in leading/supervising Data Scientists to develop predictive models.
20 years working experience (6 years in Data Science and 10+ years in Software Engineering).

COMPUTER EXPERTISE:

Languages: SAS, R, Python, C#, C/C++, VC++, JAVA, PERL, VISUAL BASIC

Software Processes: Waterfall, Spiral, Rapid, Agile, Cloud, Visualization

Operating Systems: UNIX (SunOS and HP), WINDOWS 10/7/VISTA/XP/2000/NT/98, LINUX

Applications: Hadoop, .NET, Visual Studio, XML, SQL, ClearCase, Tableau

WORKING EXPERIENCE:

Confidential, Dallas, Texas

VP of Risk Management

Responsibilities:

Manage a team of Data Scientists/Business Analysts to provide analytical supports across auto leasing about residuals, automatic reporting (Daily Lease Dashboard, Daily Mortgage Dashboard. comparison between lease and retail), portfolio performance, scorecard development (R, MySQL).
Discover a math formula to determine how much be charged per mile for excess mileage at lease-end.
Develop a math model to help underwriters adjust residuals higher or lower in order to optimize profit.
Perform trend analysis per ALG’s bimonthly residuals (Time Series, Regression, R, MySQL) to control residual risk.

Confidential, Addison/Fort Worth, Texas 2 /08

Sr. Data Scientist/Team Leader

Responsibilities:

Developed credit scoring models (Risk, Fraud, Collection and DM Response models)using SAS.
Data Mining: Analyzed raw data from different vendors including Experian and TransUnion, treated missing values and special values, defined new variables, derived Bad Definition through Roll Rate Analysis and Vintage Analysis, and did segmentation analysis via decision tree.
Modeling: Automated variable deduction through SAS macros.
Wrote SAS macros for logit plots, missing value replacement, special value treatment, flooring and capping, lift table and KS.
Converted raw data into scores in Excel/VB for the IT to implement the model. Validating: Wrote SAS macros to validate models via KS, AUC, Lift Tables.
Led development of company’s first credit scoring models with machine learning in R.

Sr. Data Scientist/Team Leader

Confidential

Responsibilities:

Led a team of Model Governance Analysts to develop roadmap and frame work of model governance per Regulatory requirements from SR11-7 and CCAR.
Designed a 2-satge process for post-implementation evaluation: Stability Analysis for data and Performance Analysis for model (Hadoop, R, SAS). Implemented the process by writing SAS micros.
Developed a credit loss (LGD) models using Linear Regression and Fractional Regression to predict loss for our defaulted loans (SAS).

Confidential, Dallas, Texas

Sr. SAS Consultant

Responsibilities:

Provided Medical claim reports for Medicare Part A and Part B using Base SAS 9.2.
Responsible for routine (weekly or monthly) and ad hoc reporting for internal and external customers.
Experience in large tables with millions of rows and hundreds of columns in large data warehouse of thousands of tables.

Confidential, Dallas, Texas

Sr. Statistician

Responsibilities:

Wrote SAS programs and macros to provide comprehensive analytical support for performance improvement initiatives.
Developed and implemented measures, designed complex data analysis tools, as well as analyzed and organized data to facilitate targeted clinical interventions to improve patient care and strategic planning.
Extensively use of SAS Proc Report and SAS Proc Tabulate to produce colorful and structured reports in ODS RTF/PDF. Projects included:
Predicted the risk of death within 30 days discharges for heart failure patients.
Predicted readmission within 30 days of discharges for heart failure patients by Logistics Regression.

Confidential, Dallas, Texas

Sr. Software Engineer

Responsibilities:

Enhanced, maintained and sustained Confidential ’s Qfiniti software for call recordings (Visual Studio 2005, .NET, SQL, Stored Procedures, VC++, C#, XML).

Confidential, Richardson, Texas

Senior Software Engineer

Responsibilities:

Developed and sustained EMX 2500/5000 Call Processing software in the areas of EMX 2500 CDMA 2000 and SS7/ISUP (C/C++, Assembly and ClearCase under UNIX).

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Vp Of Risk Management Resume

Dallas, TexaS

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