Jul 1, 2012|Other IT & Programming|$0|Completed
Oct 1, 2011|Other - Finance & Mgmt|$55|Completed
A self-motivated MBA and M.S. (computational finance) professional with combined 10+ years of experience in consumer credit risk, loan portfolio analytics, data mining, and statistical modeling with Fortune 500 companies. Skilled in creating new opportunities for revenue and income growth and portfolio strategies through advanced credit risk management practices, credit operations & process implementation, and SAS-based data mining and statistical analysis in multiple fields. A proven and effective combination of sophisticated quantitative skills, financial acumen, and entrepreneurial decision-making.
1) Wireless telecom portfolio credit risk analytics & modeling.
2) Home loans portfolio risk analytics and product management.
3) Development of risk-based pricing models for adjustable mortgage products using lifetime credit loss rates and Basel II economic capital.
4) Analysis of price elasticity of adjustable mortgage products within the framework of RAROC-driven credit risk premiums.
5) Application of Risk Model by Loan Performance Inc. to generate credit loss rates
6) Assessment of credit risk of consumer loan products through multivariate logistic regression modeling of credit risk factors and payment trends.
7) Executive-level write-ups of monthly and quarterly business review presentations on credit risk performance
8) Creation of housing sales databases to identify housing price trends and high-cost areas and to develop a housing price stability index at MSA...
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Manager, Credit Risk Management
2011 - Present
Wireless telecom portfolio credit risk management including predictive credit modeling, credit decisioning strategies, and credit dashboard analytics. Developed a predictive model through logistic...
2010 - 2011
Credit card direct marketing analytics, marketing campaign strategies development, and predictive modeling. Developed several SAS macro platforms that extracts, processes, and analyzes customer...