QUALIFICATIONS

I have a track record successfully applying my business skills and experience as well as programming, mathematical modeling, statistics, and economics to solving business problems. I have worked independently for over 10 years and am focused on client requirements and schedules. I have an MBA, an MS in Computer Science, and I am ABD (all but Dissertation) for a PhD in Mathematics.

EDUCATION

The Wharton School, MBA/General Management and Marketing, 1980
The University of Arizona, MS/Computer Science, ABD (all but Dissertation) for PhD in Mathematics, 1973

EMPLOYMENT

May 2007 – Present: Consultant Demand Planning, LLC
Working with another person to design and build a activity / stock ordering Forecasting system for an upscale international food retailer with a national and international presence with SAS ETS. I make extensive use of ARIMA, and local forecasting techniques. We also build and test many ad hoc models. Also worked with ARCH, STATESPACE, and AUTOREG Models.

June 2006 – Dec 2006: Consultant MasterCard, International Identification of Small Business Cardholders / Manipulation of Very Large Datasets.

Worked as a consultant to MasterCard’s Data analysis/Data mining Group. Built, documented, and implemented a neural net model to identify small business customers. Used Enterprise Miner 5.2 working with multi-terabyte files on AIX systems. Additionally, performed data extraction and analysis on a very large project for Bank of America.

Feb 2005 – Apr 2006 Manager, Auditing SOX Compliance, Deloitte & Touche
As part of a Data Quality and Integrity Organization, I handled SAS99 and Sarbanes-Oxley (SOX) issues for more than 600 mutual funds. This involved working with very complex accounting data, reconciling it as closely as possible to the published financial reports for each fund, and running various audit tests for fraud detection.

I redesigned and developed the system for doing the analysis – it was not in a form for the production work that was required. After doing this, I delivered the work products ahead of schedule and cut the anticipated cost of doing each fund in half. This involved extensive SAS development (4000+ lines of code).

1994 - 2005 Independent Consultant, Market Analysis & Planning Services
I acted as an individual contributor, project leader, and mentor for clients in finance, government, health care, utilities, publishing, retail, credit, and consumer product environments. I focused on applying statistical modeling techniques and good business practices to deliver timely results supporting management decision-making. I put a strong emphasis on getting projects that are time-critical or off-track back on schedule by working with the client to setup delivery schedules that were easy to audit and manage.
Modeling assignments include:

Working with Credit Scores and Credit Information from Credit Bureaus for Banks and Financial Institutions
Survival Analysis of Financial Data Used parametric and semi-parametric models to analyze default and conversion rates of mortgage loans.
Logistic Analysis, Other Limited Dependent Variable Analysis Used in the analysis of clinical trials and in marketing analysis for business. I have worked with many variations including Logistic Analysis, Contingency Table Analysis, Multinomial Analysis, Ordered Category Analysis, and Discrete Choice Modeling. Used I have used General Estimating Equations (GEEs) in SAS’s PROC GENMOD to analyze clustered data in clinical settings. Additionally, I have handled clustered data with both fixed effects models using PROC PHREG and hybrid fixed effects models with GEEs.
Experimental design and power analysis, especially using nQuery
Statistical Testing
Econometric Analysis, Regression Analysis, especially panel and cross sectional data. Forecasting and ARIMA techniques as presented in (say) Green’s Econometric Analysis using LIMDEP.
Psychometric Analysis Test reliability analysis using Alpha, Tests of interrater Reliability using Kappa.
Cluster Analysis Cluster Analysis using a variety of hierarchical and partition clustering techniques.
Survey Estimation Survey analysis accounting for weighing, clustering, and stratification in sample design. (This is also used in clinical data analysis).
Survival Modeling using life tables, proportional hazards analysis, or more parametric approaches.
Discrete Choice Modeling. Discrete Choice Modeling is often used for marketing and policy analysis. I have worked with SAS PHREG Procedure or LIMDEP’s FIML Models for non-nested or nested choice models.
Risk Analysis and Simulation Modeling of Complex Systems

1984-1994 Director, New England Telephone
I built and managed the development of regression models to support rate cases before state public utility commissions. The models were used to estimate short term and long term demand effects on rate changes for telephone services.

Here is some of my modeling work.

Regression Modeling Depending on needs, the models involved pooled regression and time series modeling, employed SURE corrections where appropriate, adjusted for residual correlation, tested for, and tested for, and corrected hetroskedestic errors. In pooled models, I tested and estimated fixed and random effects models as well as mixed fixed and random coefficient models.
Non-Linear Models. I estimated many Logit Models (for instance: whether poor people would drop phone service if rates were increased). I estimated models with non-symmetric effects (where the demand coefficient in a pricing model is different when price drops than from when it raises.
Survival Analysis, I developed and estimated MTTF of CENTREX lines for long-term business contracts, I
Other Models I estimated the (wire) distance involved in in-state phone calls (Markov Models). Additionally I estimated switching models for business services,

Technical Skills

Computer Languages

SAS, SPSS, STATA, Mathematica, LIMDEP, Many Other Languages. Taught SPSS. Extensive use of STATA for evaluation of Clinical Trials Data. SAS Experience includes BASE including SQL, MACRO, and SAS Procedures, STAT, MDDB, ENTERPRISE MINER, SHARE, ACCESS, CONNECT, EIS, ETS, GRAPH, IML, EG, others

Computer Systems

P/C using Microsoft Windows Releases and LINUX. UNIX (SUN, FreeBSD, IBM), AIX, MAC (OS9, OSX, 10.1 through 10.3

Risk Analysis and Risk Management

Extensive work in Risk Analysis and Risk Management at a Princeton Consulting Organization, Fleet Bank, and Market Analytics. The work included Risk Scoring for Credit Card Application, Scoring for Marketing Campaigns, and scoring the risk of default on small loans in secondary credit markets. Experienced in Logistic Regression, presenting the results of risk analysis to business people, and implementing the results in production applications.

Contact: Contact information available to DataShaping clients.

URL: www.datashaping.com/resumes16715r.shtml
Please mention datashaping.com when contacting me. Thank you.