Forecasting Manager

Professional Objective: Position providing potential for career growth in the areas of econometric forecasting, credit scoring, database marketing, risk and response modeling, strategic planning, marketing research, statistical analysis, analytic software development, and SAS programming.

 

Technical Skills: Advanced Data Analysis Skills, Multivariate Statistics, Logistic Regression Modeling, Classification and Regression Trees (CART), ARIMA Forecasting, Econometric Modeling, Survival Analysis, Elasticity Measurements, Factor Analysis, Principle Component Analysis, New Product Forecasting, Tobit Regression (Single & Double Sided), SAS, EVIEWS, Visual Basic 6.0, SQL, VB.net, VS2005.

 

Work Experience:

 

TRANSUNION. Atlanta, Georgia, Title: Senior Manager – Research & Econometrics (May 2006 to present) Principle Accomplishments and Responsibilities:

 

·         Directed econometric research and implemented a new forecasting platform to enhance modeling efforts

·         Primary liaison with economic service providers

·         Developed and managed econometric forecasting models for over sixty credit series such as delinquency and average balance trends across a wide variety of portfolio categories (bank card, mortgage, retail, etc.)

·         Created analytics for the mortgage division including home price repeat sales index to support property valuation

·         Managed a staff of  statistical modelers responsible for developing custom credit and marketing scoring solutions

·         Researched new analytic methods for credit risk and database marketing

 

 

TRANSUNION. Atlanta, Georgia, Title: Senior Manager – Analytic Decision Systems (November 2004 to May 2006) Principle Accomplishments and Responsibilities:

 

·         Managed a staff of  statistical modelers responsible for developing credit and marketing scoring custom solutions

·         Designed and developed modeling system which integrated scoring methodologies into a common platform to standardize statistical analysis and increase the efficiency of modeling efforts

·         Special consultant for econometric forecasting and SAS programming

·         Developed methodology and practical implementation procedures for  single sided and double sided tobit models

·         Developed methodology and practical implementation procedures for  survival analysis

·         Developed methodology and practical implementation procedures for  variable clustering

·         Developed methodology and practical implementation procedures for  outlier detection, exploratory data analysis (EDA), and leverage plots for logistic regression

·         Developed methodology and practical implementation procedures  for attribute sensitivity for use in logistic, linear, and tobit models

·         Developed training materials for credit scoring and other analytical methods

·         Responsible for hiring and training new statisticians

 

 

SUNTRUST BANKS Atlanta, Georgia, Title: Vice-President of Modeling – Credit Risk Management (June 2001 to November 2004) Principle Accomplishments and Responsibilities:

 

·         Develop and coordinate analytics and quantitative modeling associated with the SunTrust Risk Rating System as mandated by the Basel Accord. Work with all lines of business (residential mortgage, consumer, business banking, mid-commercial, and large commercial) to integrate system requirements and establish viable and reliable risk ratings for RAROC and reserve requirements.

·         Developed and implemented scoring and recovery models for mortgage and consumer lines of business.

·         Developed and implemented a comprehensive modeling platform in SAS and Visual Basic 6.0 enabling the efficient estimation of linear, logistic, and tobit models. Platform includes automatic features that integrate optimal transformations, dummy variables, interaction terms, graphics, missing value options, validation analysis, and the automatic production of scorecard coding in SAS.

·         Introduced tobit modeling and survival analysis to credit risk management.

·         Set methods and procedures for model estimation, validation, and data requirements

·         Develop modeling documentation and support material for annual review by Fed.

·         Develop strategic and tactical solutions for stress testing across consumer, mortgage, and commercial portfolios.

·         Assist in the development of a credit risk management data warehouse in SAS.

 

EQUIFAX CORPORATION Atlanta, Georgia, Title: Assistant Vice-President of Modeling (November 1995 to June 2001) Principle Accomplishments and Responsibilities:

 

·         Manage Programming and Econometric Services  (PhDs, programmers, statisticians).

·         Developed and supervised numerous regression modeling projects for business applications. Projects include custom risk models, response / prospect models, and general-purpose demand forecasting models.

·         Developed and Designed Equifax Income Predictor – generating over $5,000,000 annually.

·         Developed & Directed Stress Test Services line of business for strategic customers using econometric applications and simulation techniques.

·         Designed KEIMS – Knowledge Engineering Interactive Modeling System – a GUI/ SAS AF Interactive Modeling Systems for Credit Scoring Applications – rated “Best in class”.

·         Special Internal Consultant for Equifax Corporate Projects: Stock Repurchase, Price Elasticities, Dispute Resolutions, and Corporate “BETA” analysis for acquisitions.

·         Direct and Develop PC Based Interactive Applications – Visual Basic development.

·         Developed Training Software for internal employee development and external sales initiatives.

·         Special Consulting in Econometric Decision Support Solutions for Strategic Clients.

·         Implement and Direct the Development of GIS function within Decision Solutions.

·         Modeling Liaison between Knowledge Engineering and Wharton Econometrics Forecasting Group.

·         Introduction of new R&D Techniques such as Tobit Analysis for Insurance Claims, Nested Logit Modeling, and Pooled Cross-Section Time Series Models.

 

 

BELLSOUTH CORPORATION: Atlanta, Georgia, Titles: Manager / Internal Consultant - Statistics and Econometrics. (May 1987 to August 1995) Principle Accomplishments and Responsibilities:

 

·         Prepared Strategic Decision Support Models for Market Retention and Customer Satisfaction

·         Prepared Quantitative Studies to Measure Market Potential and Demand for New and Existing Products.

·         Developed Choice Models to Estimate Purchase Probabilities for Target Marketing and Channel Effectiveness

·         Managed and Directed Market Research Projects for Quantitative Modeling

·         Developed Econometric Forecasting Models and Revenue Application Programs

·         Prepared Statistical Estimates of Advertising Effectiveness and Segmentation

·         "Quantitative Skills" Instructor for 300 Forecasting Personnel

·         Served as Special Consultant in Econometrics, Forecasting, and Demand Analysis

 

ATLANTA GAS LIGHT COMPANY: Atlanta, Georgia, Titles: Economic Analyst, Rate Analyst. (August 1981 to May 1987) Principle Accomplishments and Responsibilities:

 

·         Directed Quantitative Research with Outside Consultants

·         Developed Analytical Modeling Procedures to Estimate Sales and Conservation Efforts

·         Designed a Corporate Computerized Rate Planning Model

·         Developed Econometric Forecasting Models to Estimate Peak-day Requirements

·         Produced Quantitative Studies for Competition and Rate Case Planning

·         Developed Financially Based Decision Support Tool for Evaluating Stock Price Fluctuations

 

Special Achievements:

  • Developer of Forecasting Solutions’ Online Analytic Toolkit for the worldwide web (www.jeffreysmorrison.net). Reviewed and recommended by Quantminds.com 2/15/2010.
  • 2005 Author of the Year for the RMA Journal – Best Series (Preparing for the Basel Capital Accord – Common Problems, Practical Solutions).
  • Author, designer, and developer of LifeCast Pro – an interactive software package for statistical analysis, target marketing, and new product forecasting.
  • Credit Technology, an international journal, featured nine byline articles in their publication series in 2004-2005 complete with English & Portuguese translations.

 

 

Educational Background:

                MASTER OF SCIENCE IN BUSINESS ECONOMICS. Georgia State University, 1986.

                BACHELOR OF SCIENCE IN ECONOMICS. Georgia Tech, 1979.

                BACHELOR OF SCIENCE IN INDUSTRIAL MANAGEMENT. Georgia Tech, 1978.