SUMMARY

• SAS Certificated with 8 years of overall experience as Risk Analyst and SAS programmer in business and finance domains.
• Excellent understanding of financial requirements of Banking and Regulatory Compliances, such as CCAR/DFAST, Dodd - Frank stress testing and enterprise risk management.
• Experienced working on Pre-Provision Net Revenue (“PPNR”), Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) modeling for commercial and Industrial (C&I) loan, Consumer loan, Loss Forecasting for Mortgage portfolios, Quantitative Model Validation.
• Excellent visual presentation of data by using Tableau and R studio.
• Experience in data validation, data cleaning, and statistical description reporting using statistical procedures such as PROC FREQ, PROC MEANS and PROC UNIVARIATE.
• Excellent Experience in utilizing SAS Procedures, Macros, and other SAS application for data extraction, data cleansing, data loading and reporting.
• Solid knowledge of statistical techniques such as ANOVA, Hypothesis testing, linear regression, logistic regression, decision tress, clustering.
• Good understanding and hands-on experience on Forecasting Techniques such as Churn Analysis, Credit Risk Analysis and Survival Analysis, and Segmentation Techniques such as Cluster Analysis and RFM Analysis.
• Strong ability to write SQL queries using PROC SQL and Experience in SAS/BASE, SAS/MACRO, SAS/ODS, SAS/SQL, SAS/STAT, SAS/GRAPH, SAS/FORECAST, SAS ENTERPRISE MINER
• Expertise in using the analytical tools such as SQL, SAS, Advanced MS Excel (VLOOKUP, Pivot Table), Weka, STATA, Erwin and UCINET.
• Effective team player with strong communication and interpersonal skills.

PROFESSIONAL EXPERIENCE

Financial Analyst III

Confidential, San Francisco, CA

Responsibilities:

• In-depth validations and challenge processes for CCAR models, Basel models and Consumer Lending (unsecured personal loans, credit & debit card accounts).
• Complete quantitative model validation processes and analyses including assessing model conceptual soundness, evaluating assumptions and data integrity, testing model numerical, statistical and computational accuracy, and performing outcome analyses.
• Closely worked with senior modelers in building PD, EAD, LGD model for Commercial and Industrial (C&I) loan and Consumer loan using SAS.
• Validating new model on in-time and out of time validation samples using back testing and benchmarking
• Develop customer scorecard by building statistical models, such as regression model, decision tree and neural network to analyze KPI.

SAS Consultant/ Risk Analyst

Confidential, Dallas, TX

Responsibilities:

• Processed, managed, and cleaned macroeconomic data for stress testing use by enterprise risk management
• Implemented and monitored enterprise-wide Pre-Provision Net Revenue (“PPNR”) risk and financial forecast modeling used in the CCAR and DFAST process - forecasting asset balances (including loans/leases and deposits), noninterest income, and noninterest expense based on macroeconomic scenarios.
• Involved in building logistic regression models to figure out if the new applicants are qualified to offer new credit cards, collaborate with Internal Audit department to ensure the timely delivery of results and related analysis.
• Built retail customer data summary reports using PROC SUMMARY, PROC MEANS, PROC FREQ and GCHART.
• Created SAS data sets by extracting data from Microsoft SQL Server database and Excel using PROC SQL, PROC Import, SAS Data Step, cleaned, validated and manipulated data by SAS and SQL.
• Implemented the variable selection and transformation by SQL, SAS/Base and SAS/Macro.
• Summarizing raw dataset and performing data parsing using SAS procedures such as PROC SQL, PROC SUMMARY, PROC TRANSPOSE, PROC MEAN, PROC CONTENTS, PROC FREQ, PROC SORT and SAS data steps like ARRAY, MERGE, SET etc

Business Intelligence Analyst

Confidential - Richardson, TX

Responsibilities:

• Visualized data by Tableau to design 20+ charts such as heat map, box-and-whisker plot, tree map and symbol map according to wireframe from UX team and client’s requirement.
• Prepared new data sets from raw data files using import techniques and validated existing data sets using SET, MERGE, SORT, UPDATE, FORMAT, CONDITIONAL STATEMENT, and various SQL joins such as left join, right join, inner join and full join.
• Collaborated with development team to conduct UAT (User Acceptance Testing) that verifies accuracy of Tableau charts and telecom companies’ signal stability data.
• Collaborated with the Data Modeling team to leverage existing customer profiling, segmentation and predictive models and to extend those models for specific applications and projects.
• Developed deck to present the outcome of data analysis, current state assessment, wireless signal issue, possible root cause and recommendation of how to improve performance to clients (AT&T, Verizon, Confidential and Sprint).
• Extensively used PROC REPORT and PROC TABULATE to create reports.

SAS Analyst

Confidential, Iowa City, IA

Responsibilities:

• Extracted data from the database using SAS, SAS SQL procedures and create SAS data sets
• Cleaned survey data from 5000+ targeted customers using Excel, SQL and SAS to ensure quality excellence
• Developed ER/ dimension model to build data warehouse and generated well organized dashboard to produce reporting by using Tableau
• Processed SAS analyze and RFM score cluster customers, predict market needs and thus expanded market shares, and improved quarterly earnings by 10%
• Conducted RFM analysis for a client and split the customer database into different RFM segments, which were then used in marketing development planning.
• Build regression model to identify brands which have cross price elastic effect on competing brands.
• Performed logistic regression model to analyze churn rate and customer loyalty.
• Developed solutions to optimize loyalty/retention customers, by applying customer behavior consistency and designing sequential offers to attract customers to higher levels of segments
• Identified most valuable potential customers through a series of consumer behavior analyses: RFM analysis, Market Basket and Clustering analysis, and Customer segmentation and Profiling, for increasing response rate, sales and profits.
• Work with complex datasets to extract customized reports using PROC SQL, PROC RANK, PROC SORT, and PROC REPORT for creating a preferred list of customers as per the given requirements from business analysts
• Performed Competitor analysis and studied the impact of deal and price on brand’s market growth.
• Performed transformations like Merge, Sort and Update to get the data in required format.
• Conducted regression analysis to decide which factors are statistically significant in deciding the propensity to buy a product from each segment.
• Used Base SAS procedures FREQ, SQL, SORT, TABULATE, and MEANS to analyze the data
• Responsible for reviewing the team’s other existing SAS programs and modifying them to be more logical and efficient

SAS Programmer

Confidential - Iowa City, IA

Responsibilities:

• Wrote code using SAS/BASE and SAS/MACROS to extract clean and valid data from EXCEL files, ACCESS database and SQL Server.
• Performed data analysis, statistical analysis, generated reports, graphs and listings using SAS/BASE, SAS/MACROS, SAS/GRAPH and SAS/SQL.
• Developed routine MACROS to create Tables, Listings and Figures (TLF’s).
• Used DATA NULL technique for reporting outputs.
• Produced quality customized reports using TABULATE, REPORT and SUMMARY procedures and also provided statistics using procedures for MEANS, FREQ and UNIVARIATE analysis.
• Created HTML and RTF reports using SAS Output Delivery System (ODS).

SAS Programmer

Confidential

Responsibilities:

• Performed Data Cleaning and Validation using SAS data step and SAS procedures.
• Derived analysis datasets from raw datasets using SAS data step and procedures.
• Produced summaries and statistics using PROC MEANS, PROC SUMMARY, PROC FREQ and PROC UNIVARIATE.
• Created Tables, Listings and Graphs (TLG’s) according to Statistical Analysis Plan (SAP) using PROC REPORT and SAS/ODS.
• Validate the derivative variables in datasets with other programmer’s outputs using PROC COMPARE.
• Cross-Validated SAS programs authored by other SAS programmers as a part of QA (Quality Assurance) analysis.
• Worked closely with Data Management Team to perform integrity checks and adherence to data definition standards.
• Collaborated with Statisticians in preparing Formal Reports and Regulatory Submissions.