SUMMARY OF QUALIFICATIONS

• Strong quantitative, programming and analytical skills. Proficient in Statistical analysis, Predictive Modeling, Credit Risk Analysis and statistical programming.

• 7 years of experience with SAS 9 years of experience in IT

• Excellent written and verbal communications skills. Team facilitator willingness to learn

• Risk Management, Credit Card Fraud, Basel-2, Database Marketing, Segmentation Clustering, Linear and Logistic Regression, Time Series Analysis, Multivariate Analysis-Principal Component, Factor Analysis Discriminant Analysis, SAS/SPSS/PASW/STATA, SAS Enterprise Guide, R, SQL, Teradata, VBA, KXEN, Data Mining, Test/Control Design, Survey, Data Preparation, Model Building and Validation, Application Development in UNIX and Shell Scripting, Scenario Analysis and Stress Testing, XML

WORK EXPERIENCE

Confidential

Responsibilities:

• Writing, maintaining and implementing credit models in SAS for Mortgage and Auto Loans
• Using XML Mapper in SAS to get mortgage information from Zillow.com
• BASEL 2 PD, LGD, EAD segmentation, RWA calculation and model implementation for Mortgage portfolio
• Loan Loss Forecasting for Mortgage Portfolio calculating accounting and economic losses
• Model Validation using SAS/STAT model documentation and writing white papers
• Coding in SAS Enterprise Guide and SAS Macros for model implementation
• Integrating raw data from various sources to test inputs files required for modeling portfolio performance by designing, developing and maintaining new SAS based processes
• Developing metric checks for various source system files to analyze monthly and quarterly data trends using Proc SQL and SAS/STAT procedures
• Extracting tables from Oracle using SQL consolidating data and creating SAS datasets
• Working closely with business managers to analyze customer related data, assisting with tracking issues and data quality investigations

Confidential

Responsibilities

• Develop SAS Macros for Anti Money Laundering services Analytics using SAS, SAS Macros, SAS SQL
• Reading and writing XML files from SAS
• Modifying existing scenarios and creating new scenarios for AML/BSA
• Created various transformation procedures by using SAS 9.3, SAS Data Integration Studio, and SAS Enterprise Guide
• Executed the SAS jobs in batch mode through UNIX shell scripts
• SAS Enterprise Guide was used to convert existing SAS programs to SAS stored processes using dynamic prompts and produced packaging and streaming outputs as required.
• Developed SAS programs to create a customer mailing list for Direct Mailing and Telemarketing. Used SAS/ODS to produce RTF and HTML reports.
• Used Data Null and SAS procedures such as report, tabulate, freq, means, summary and transpose for producing customized reports using SAS Web Report Studio.
• Developed Data cleaning techniques using statistical procedures like PROC Freq, PROC Means, PROC Univariate, PROC Compare and PROC SQL
• Performed Source system study to load the Hierarchy Table. Created Multiple Mappings to load data from including mainframe data available in DB2 schema
• Liaising with business clusters for business queries and providing technical advice and support
• Customizing and enhancing the existing ETL process.
• Used UNIX shell scripting for scheduling of jobs
• Scheduled and evoked several programs and tasks using Unix Shell Script.
• Create, maintain and publishing mapping frameworks and project related documents.
• Generating detailed multi-tab Excel reports using SAS ODS Tagsets and Libname statement for Consumer reporting.
• Created complex web reports from SAS data and information maps using SAS WEB REPORT STUDIO
• Supporting development and production teams by identifying and reporting data quality issues for achieving error less results.
• Fine tuning and performing code enhancements to reduce run time and improve efficiency.

Confidential

Responsibilities

• Develop propensity models for targeting customers
• Reading and writing XML files from SAS
• Writing queries in Teradata for complex ad-hoc business analysis
• Performed market research and segmentation analysis using SAS, SQL and Excel to get the potential target customers and identify the market trend and opportunities
• Created various transformation procedures by using SAS 9.3, SAS Data Integration Studio, and SAS Enterprise Guide
• Executed the SAS jobs in batch mode through UNIX shell scripts
• SAS Enterprise Guide was used to convert existing SAS programs to SAS stored processes using dynamic prompts and produced packaging and streaming outputs as required

Confidential

Responsibilities

• PD Modeling by regression methodology using mortgage loan specific characteristics like LTV, FICO and macroeconomic variables
• Reading and writing XML files from SAS
• Using multivariate statistical methods, data mining and econometric methods for segmentation, credit risk modeling, regression analysis, forecasting and Stress Testing
• SAS ODS reporting and generating monthly reports Asset Liability Management, Performance Analysis
• Worked on SAS Business Intelligence BI platform to drive the automation of standardized analytics
• Generated SAS EG stored processes with static and dynamic prompts for product-specific analyses.
• Performed advanced querying using SAS Enterprise Guide, calculating computed columns, using filter, manipulate and prepare data for Reporting, Graphing, and Summarization, statistical analysis, finally generating SAS datasets.
• Tested, debugged, documented, and implemented complex SAS Scripting, following project specifications.
• Developed, modified and generated Monthly Business Review MBR reports and Quarterly Business Review QBR reports summarizing business activity using Proc Univariate, Proc Copy, Proc Transpose, Proc Report, Proc Tabulate and Proc Summary.
• Imported data from mainframe flat files and relational database Oracle files into SAS files per detailed specifications.
• Also created and maintained SAS datasets that are extracted from an Oracle Database using SAS/ACCESS for oracle and extensively used Proc SQL to manipulate the data.
• Involved in code changes for SAS programs and UNIX shell scripts
• Created financial mortgage data sets using Data steps, DDE functions and DATA NULL
• Created new financial tables and manipulated customer data by using various joins and merges and then appended the data Proc append from the existing source tables containing millions of records
• Organized and analyzed data to prepare and present report to senior business management using SAS Data Integration Studio and involved in data transformation and cleansing operations
• Used SAS/ACCESS to gather data from RDBMS like Teradata and DB2
• Developed and automated software to extract, analyze and package financial data to be used in Web Report Studio.
• Extensive used SAS ACESS Pass through facility for finance and mortgage data extraction.
• Produced RTF, MSWORD and HTML formatted files using SAS/ODS to produce reports for presentation and further analysis.
• Created and delivered reports and presentations with key findings and recommendations.
• Developed technical architectures, patterns guidelines within the BI and Data arena.
• Provided technical support on SAS programming related to data manipulation and analysis
• Created ad-hoc reports and graphs as per the requirements of the users

Confidential

Responsibilities

• Automating retail and contract pricing using SAS. Data Mining and Data Preparation. Report automation using Excel and SAS
• Participated in determining the criteria for Small Business Marketing campaigns and developed SAS codes to meet those criteria.
• Migration of data from Oracle to Netezza by developing the ETL scripts.
• Maintained and enhanced existing SAS reporting programs for marketing campaigns. Involved in the code review to make sure the output is as we expected and the efficiency is met.
• Prepared new datasets and modified existing datasets using Set, Merge, Sort, Update, Formats and Functions and created Tables and Listings for the same.
• Created the SQL Scripts to extract the data from Netezza staging tables to load to Netezza DW.
• Extracted the Data from Oracle database through EDW technique.
• Used Proc SQL Pass-Through method and Proc Append methods to write statistical analysis results to the oracle database.
• Involved in using Html, JavaScript and SAS Stored Process Web Application to design pages and build various Dynamic and Static Reports.
• Data integration of different individual Business units to create appointment date file by using Macros, Data steps, Match Merge and Hash-look up
• Extensively used various SAS Data Step functions, SAS procedures, and SQL to write reports logics for SAS Stored Processes.
• Implemented a solution to import custom Banners for the reports to be used with SAS Web report studio.
• Helped in campaign improvements by using SAS Marketing Automation.
• Designed standardized and automated ad-hoc, for new product development, on-line marketing, direct mail, reward-based marketing, etc.
• Migrated Mainframe JCL jobs into Unix Shell Scripting for running SAS nightly jobs
• Used proprietary statistics tool to test how the marketing campaigns fared. This included measuring the sales lift attributable to a specific marketing campaign, comparing similar campaigns across multiple tracking windows etc.
• Developed an automated system for Marketing Communications MARCOM . Extracted data from Oracle tables and MVS files
• Forecasted monthly, quarterly and annually customers flow and revenue for Direct Mail Marketing and Tele-Marketing campaigns using SAS and Excel.
• Extensively used Proc Print, Proc Report, and Proc Tabulate for reporting and communicated analysis results to the marketing team.
• SAS Management console used to create metadata libraries.
• Developing SAS Stored Processes that can be easily used by end users using SAS Add-in for Microsoft Office and other SAS BI clients from SAS Information Delivery Portal.
• Developed queries on the existing Oracle and SQL server databases to provide ad-hoc reports using SAS/SQL for marketing department use. Coordinated analyses involving customer information, campaign response data, and demographics.
• Reading and writing XML files from SAS

Confidential

Responsibilities

• Credit card fraud mitigation strategies to enhance profitability.
• Generating reports in SAS Enterprise Guide. Creating views and tables using PROC SQL and Teradata
• Modified statistical models to calculate ProbF and Lift- probability measures to calculate fraud risk of a transaction

Confidential

Responsibilities

• Coupon redemption by Smartphone customer analysis with retail data using SAS, Logistic Regression, Optimization- Linear and Integer, Kernel Density Estimation. Correlation/Covariance Analysis
• Reporting ad hoc SQL query metrics using Teradata to client.
• Participated in business requirement walk through, design walk through and analyzed Business requirements.
• Extraction of data from Oracle, created into datasets. Performing data validation, transforming data from RDBMS Oracle to SAS datasets.
• Done Enhancements for the existing business reports like incorporating new business variables.
• Developed, modified, and generated Monthly Business Review MBR reports summarizing business activity.
• Uploading data into the warehouse application on monthly basis.
• Used statistical models to find the average spending on each merchant and calculated the cumulative percentage.
• Worked closely with data modeling team and management like Marketing managers, Campaign managers, financial managers etc., to analyze customer related data, generate custom reports, tables and listings.
• Worked extensively in sorting, merging, concatenating and Dynamic Formatting as optimized technique for SAS data sets.
• Actively coordinated to develop and maintain SAS codes/programs in a UNIX environment
• Cleaning of data using SAS Procedures like PROC FREQ /PROC UNIVARIATE.
• Extensively used various Base SAS procedures like Proc SQL, Proc Summary, Proc Format, Proc Print, Proc sort etc. for reporting purposes. Used SAS procedures for Importing and Exporting data to MS-Excel.
• Transformations using Base SAS Procedures Functions.
• Extensively used ETL to load data from DB2, SQL server, oracle, Flat files and XML as sources to Oracle Data warehouse as target
• Used Workflow Manager for Creating, Validating, Testing and running the sequential and concurrent Batches and Sessions and scheduling them to run at specified time with required frequency.
• Involved in testing the XML files and checked whether data is parsed and loaded to staging tables.

Confidential

Responsibilities

• Estimation and validation of risk parameters - Probability of Default PD , Exposure At Default EAD and Loss Given Default LGD for Basel II regulatory compliance.
• Created and maintained econometric models that forecasted the levels, percentages, and/or characteristics of commercial loans for risk management and Stress Testing purposes.
• E Developed clustering model using K-means with internal and bureau variables to identify risky pockets of population as an alternative to segmentation modeling using SAS, R

Confidential

Responsibilities

• Develop predictive models using Linear and Logistic Regression, Time Series ARIMA , Factor Analysis and reporting key metrics and scorecards to management.

• Exploratory data analysis and market segmentation using Credit Bureau data, analysis of Distressed Debt and Mortgage portfolios. Analytics using Experimental Design, MA Time Series, ARIMA. Cash Flow Analysis using NPV/IRR

• Extraction of data from Oracle, created into datasets.
• Performing data validation, transforming data from RDBMS oracle to SAS datasets.
• Transformations using Base SAS Procedures Functions.
• Extensively used SAS Data Steps, Statistical models, and Flowchart Design, Listing, Graphing, Summarizing and Reporting procedures.
• Responsible for the cleaning, reformatting, analysis and loading the data into the database.
• Developed new or modified SAS programs to load data from the source and create study specific datasets, which are used as source datasets for report generating programs.
• Data analysis, reports using SAS procedures and SAS/Macros. Used SAS/STAT to create different statistical reports as required.
• Created analytics for the mortgage division by developing a home price repeat sales index to support property valuation
• Automated SAS jobs running on a daily, weekly and monthly basis using SAS/BI Unix Shell Scripting
• Importing all Reports from web report studio, Stored Process, BI Dashboard and Information Map to Information Delivery Portal.
• Used SAS Data Integration Studio to develop various jobs processes for extracting, cleansing, transforming, integrating, and loading data into Data marts and Data warehouse database.
• Developed SAS MACROS for reduction of program length and for faster execution.
• Combined and grouped datasets using concatenation and merging.
• Creating permanent formatted SAS data sets and developed reports using Proc Report, Proc Tabulate and DATA NULL for analysis.
• Extensively used various Base SAS procedures like Proc SQL, Proc Summary, Proc Format, Proc Print, Proc sort etc. for reporting purposes

Confidential

Authored a mainframe software application that makes VaR, calculations of credit risk for fixed income and other financial instrument portfolios. Accrued skills in software engineering, database SQL and mainframes MVS, JCL, COBOL, and DB2 through extensive training

Confidential

Worked on several control system projects, Analyzed machine design specifications, did Ad-hoc business analysis using Excel VBA, Macros and MS Access