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Rushabh Sheth | Elance
 
176985602337900
Last Sign-in: Apr 6, 2014

Rushabh Sheth

SAS Data Analytics & Credit Risk Modeling
   United States
  |   Bellevue, WA
  |  10:35 am Local Time

Overview

SAS data and analytics expert with extensive SAS analytics skills backed by over 8 years of experience in credit risk management and analytics.

Skills include:
- SAS programming
- logistic regression analytics
- data mining and analytics
- SPSS programming
- consumer credit risk management
- credit scoring model development
- market segmentation analysis
- Credit risk-based pricing
- Basel II economic capital loss analytics and pricing
- SAS object-oriented modules (macro-based)
- Credit decisioning and underwriting strategies

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Jul 1, 2012|Other IT & Programming|$0|Completed

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Portfolio

The proposal consists of three parts. The first and main part of the proposal is a Key...
SAS Code for the Work Sample on ABFC analysis
Output file associated with the SAS code for the Work Sample

Skills (1)

Tested
SAS Analytics

Service Description

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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Employment

T-Mobile USA
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...
Wells Fargo
Consultant
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...
Cascade Star, Inc.
Founder/President
2005 - 2009
Started up an online multinational e-commerce jewelry company with employees and infrastructure in the United States and India. Managed the growth of the company to nearly $1 million in revenues by...
Washington Mutual
Vice President
2003 - 2006
Management of credit risk analytics and credit underwriting of the $140 billion held-for-investment mortgage portfolio. - Developed highly segmented risk-based pricing models for adjustable...
Providian Financial
Credit Manager
1998 - 2003
Management of credit decisioning systems and credit risk analytics supporting consumer credit risk model development for accounts acquisition. - Initiated and managed the design and implementation...

Education

University of Washington
Master of Science, Computational Finance
2012 - Present
University of Washington
MBA
2005 - 2007
Stanford University
Bachelor of Science, Mechanical Engineering
1995 - 1997

Keywords

SAS
SPSS
data analytics
credit risk
R
My Snapshot
IT & Programming
1
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Identity
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Rushabh_com
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Member Since
November 2008
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Rushabh Sheth | Elance

Rushabh Sheth