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Financial Statistician, Data mining and Analytics, 3y.exp. (Seattle, WA)

INTERESTS: Derivatives analysis and modeling; quantitative and qualitative data mining, analysis, modeling and optimization; risk and credit data modeling; time series data analysis, model construction and forecast; statistical computing and multivariate data analysis;
 
SKILLS
  • Time series: Model construction and forecast with SAS SQL, MACRO, HPF(High performance forecast) package, PROC FORECAST, ARIMA and AUTOREG(GARCH), seasonal pattern, intervention patterns modeling
  • Derivatives Analysis: Derivatives analysis and modeling especially in interest rate and credit derivatives with binomial tree and Black-Scholes models; financial products pricing
  • VBA EXCEL: Creation of user defined Form, Function and Macro; Matrix manipulation
  • Optimization: Linear programming for objective function and constraints modeling with DASH Xpress-IVE (Linear, Quadratic)
  • Data mining: Data mining and modeling with SAS Enterprise Miner; Microsoft SQL Server, ORACLE SQL Developer; SAS SQL, MACRO; Data presentation with SAS ODS and REPORT, VBA coding with EXCEL and ACCESS
  • Statistical analysis
    • Statistical computing with MLE, LS, IWLS, EM, Bootstrap, Permutation test, simulations like Markov chain Monte Carlo (MCMC) with Gibbs and MH sampling approaches, accept-reject and important sampling algorithm
    • Multivariate analysis with principal component, factors, classification, cluster, determination, canonical, structural modeling with latent variables
    • Qualitative data analysis and modeling with log-linear, logit, logistic models, ordinal response, test of independence of variables
    • Quantitative analysis with applied linear models like general linear and nonlinear regression, Ridge and Poisson regression; Analysis of variance with experimental design including fixed and random effects modeling
    • Hypothesis construction and testing, power and sample size analysis of a test;
    • Reliability analysis with censored data, probability plot, contour confidence interval
    • Quality control with Chart monitoring, Markov chain and six-sigma approaches
  • Computer skills
    • Use SAS (SQL,IML,MACRO,BASE,STAT,ETS,GRAPH), C++, C, SQL, R, SPSS SYNTAX, PYTHON, S-Plus DASH and VB to program; Basic knowledge using UNIX Shell script and JAVA; Strong VBA skill with Excel and Access.
  • Actuarial (SOA) Exam: Passed exam Financial Probability (score: 10/10) and Financial Mathematics (score: 8/10) both in May 2005.  
  • Software:  SAS, SAS Miner and HPF, Microsoft SQL Server, ORACLE SQL Developer, PUTTY, SPSS, R, PYTHON, DASH, Minitab, S-Plus, S-Plus-Splida, Microsoft Visual studio, Microsoft Office including Access and Project
WORKING EXPERIENCES

2007.2 – Current, Statistician, Data mining and analytics, Washington Mutual Corporation

  • Data Mining and profile analysis for Home Equity Loan DM campaigns with SAS Miner, MACRO, ORACLE SQL and EXCEL
  • Binary response Logistic model construction and evaluation
  • Loan Prepayment model validation and modification
  • Programming with SAS and VBA EXCEL to generate campaign report
  • Database marketing, customer segmentation and analytics
2006.3 – 2007.2, Operations Research Analyst, Revenue Management, RCI, New Jersey, USA
  • Doing research and modeling construction in SAS with historical data to provide solutions to business questions and problems
  • Supply, Deposits, Usage and Utilization Time series forecast with SAS HPF package, PROC FORECAST, ARIMA and AUTOREG
  • With SAS time series forecast, doing optimization with DASH Xpress-IVE
2005.6 – 2005.11, Data analyst, Bio-Rad, Woodinville Washington, U.S.A
  • Writing Macro and codes with Visual Basic Application(VBA) for Excel to do automatic data extract, validation, calculation and analysis.
  • Construct modeling for quality chart control and process monitoring
2004 – 2005.5   Teaching Assistant, Department of Statistics, Washington State University
  • Grade homework for courses of Statistics
  • Participate in statistical consulting, give office hours to tutor students
1995 – 2002    Mechanic, Lead Production Controller & Planner for Engine Shop,  
Guangzhou Aircraft Maintenance Engineering Company (GAMECO), China
  • Using Visual Basic with Access to create Form and Query for Database construction update
  • Maintenance and troubleshooting for aircraft engines
  • Make detailed production plan for Engine Shop
  • Arrange daily production task, resolve problems in production
EDUCATION

2003 – 2005    Department of Statistics, Washington State University (WSU), U.S.A

  • Master of Science, Statistics (GPA: 3.91)
  • Main Courses: Time Series Analysis, Statistical Computing, Multivariate Analysis,  Applied Linear Models,  Qualitative Analysis,  Variance Analysis,  Quality Control,  Reliability
  • Interests Reading: Options, Futures and other Derivatives; Fundamental Corporate Finance; C++ Programming; Introduction to Visual Basic.
1991 – 1995    Northwestern Polytechnic University (NPU), Xi’an, P. R .China           
  •  B.S., Aero-engine Control Engineering
REFERENCES: available upon request.

Contact: Contact information available to DataShaping clients.

URL: www.datashaping.com/resumes16712r.shtml
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