Quantitative Investment Analyst

• Oct 2019 - Present

Diversified Loan Fund Alternative Credit/Fixed Income Quantitative modeling with Python Asset-backed securities valuation Diversified Loan Fund Alternative Credit/Fixed Income Quantitative modeling with Python Asset-backed securities valuation

Associate

• Oct 2017 - Sep 2019

Wholesale Credit Analytics & Solutions - Design, implement and validate Wholesale Credit Analytics and Solutions allowance methodology in traditional credit product portfolio for held-for-investment loans and lending related commitments - Integrate credit risk models with quantitative research team on feeder models such as PD, LGD and EAD for CECL/IFRS9 regulatory framework; Perform deep-pocket analysis for product-specific portfolio and allowance model overlays and adjustments -… Show more Wholesale Credit Analytics & Solutions - Design, implement and validate Wholesale Credit Analytics and Solutions allowance methodology in traditional credit product portfolio for held-for-investment loans and lending related commitments - Integrate credit risk models with quantitative research team on feeder models such as PD, LGD and EAD for CECL/IFRS9 regulatory framework; Perform deep-pocket analysis for product-specific portfolio and allowance model overlays and adjustments - Conduct portfolio risk profile analysis to identify fundamental drivers of credit provision allocation changes; Create analytical dashboards/visualization tools to assist in communication of key risk parameters and portfolio back tests Show less Wholesale Credit Analytics & Solutions - Design, implement and validate Wholesale Credit Analytics and Solutions allowance methodology in traditional credit product portfolio for held-for-investment loans and lending related commitments - Integrate credit risk models with quantitative research team on feeder models such as PD, LGD and EAD for CECL/IFRS9 regulatory framework; Perform deep-pocket analysis for product-specific portfolio and allowance model overlays and adjustments -… Show more Wholesale Credit Analytics & Solutions - Design, implement and validate Wholesale Credit Analytics and Solutions allowance methodology in traditional credit product portfolio for held-for-investment loans and lending related commitments - Integrate credit risk models with quantitative research team on feeder models such as PD, LGD and EAD for CECL/IFRS9 regulatory framework; Perform deep-pocket analysis for product-specific portfolio and allowance model overlays and adjustments - Conduct portfolio risk profile analysis to identify fundamental drivers of credit provision allocation changes; Create analytical dashboards/visualization tools to assist in communication of key risk parameters and portfolio back tests Show less

Analytics Consultant

• Sep 2015 - Oct 2017

Decision Analytics - Basel Pillar II/ICAAP credit risk model validation - Prospect acquisition strategy in direct mailing and telemarketing for small businesses advising top U.S. financial institution on - Scorecard model redevelopment and decision framework analysis for Auto and Unsecured Installment Loans Decision Analytics - Basel Pillar II/ICAAP credit risk model validation - Prospect acquisition strategy in direct mailing and telemarketing for small businesses advising top U.S. financial institution on - Scorecard model redevelopment and decision framework analysis for Auto and Unsecured Installment Loans

Research Associate

• Sep 2015 - Dec 2015

Intern

• Aug 2013 - Nov 2013