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Resume Details:
Click here for the printer friendly format
| Resume ID #: |
684 |
| Position desired: |
Contract |
| Travel: |
Weekly |
| Relocate: |
Limited |
| Current location: |
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SAS Product Experience
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Base SAS® Enterprise Miner™ SAS / ETS® software SAS / IML® software
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Industry Experience
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Financial Services for 3 year(s) Healthcare for 3 year(s) Higher Education for 5 year(s)
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SAS functional experience
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End-user Training
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SAS technical experience
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Develop and modify SAS programs SQL programming skills
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SAS software experience:
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• SAS experience: 10 years of experience with SAS, BASE SAS/STAT, Enterprise minor.
Advanced macro programming skill.
Expert in large data set manipulation using SAS SQL, matrix manipulation using SAS IML.
Expert in statistical modeling: regression, logistic, time series (PROC FORECAST).
Skillful in SAS graphic function PROC GPLOT.
Skillful in data set cleaning formatting and labeling PROC FORMAT, PROC TRANSPOSE
Proficient in SAS data summary function PROC TABULAE and PROC REPORT.
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Non-SAS general professional experience:
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Work History |
Financial institution
1/2009 to
credit risk analyst
• Loss forecasts and profit analysis for various loan portfolios ( logistic regression, roll rate matrix produced by SAS on metadata)
• Develop time series model for internal home price index prediction (PROC FORECAST/PROC STATESPACE/PROC ARIMA)
• Develop score card models for collection and loan mitigation strategy
• Monitor model performance and automate and update existing models (write SAS macros to automate the model development process and production monitor process)
Irwin Financial
3/2007 to 9/2008
Quantitative analyst
• Model validation and development for Basel II economic capital OCC regulation
• Validation of other risk-related models including: liquidity, asset valuation, market risk (write SAS macros to replicate results produced in Excel VB script to validate result separately on a daily basis; Output directly to Excel to produce report)
• Meet with federal regulator and internal company staff to consult on model implementation and changes.
Education
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University of Minnesota - Minneapolis, MN
PhD Statistics
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Bowling Green State University - Bowling Green , OH
MA statistics
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Candidate's Professional training
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