Sales Analysis

Sr. Statistical Portfolio Analyst 2004- Present
FIRST TENNESSEE BANK, MEMPHIS, TENNESSEE
Primarily responsible for loan-level statistical model development and related forecasting systems, implementing the models in software, forecasting, tracking and back-testing of developed models and communicating results. Conduct analytical problem definition, data acquisition analysis and communication.

Primary Projects
• Work with consulting company to build new Economic Capital model, allocate economic capital across the consumer and commercial credit portfolios, and document for the purpose of internal technical validation of the methodologies.

• Conduct commercial credit risk forecasting for economic capital and Basel II regulatory capital. Perform analysis for commercial risk parameter validation, commercial scorecard validation.

• Develop loan-level predictive models and forecast for default, loss and prepayment for Heloc loan, installment loan and credit card using Logit/Survival model programmed in SAS.

• Roll Rates analysis and forecast: update roll rate table monthly, forecast roll rates for the next 36 months using time series and using Markov chain for the roll rates states transition analysis.

• AVM Validation: Developed validation process to compare different AVM models, and rank the AVM models based on utility rate, effective hit rate, and median absolute deviation.

• Geographic Concentration Analysis: Develop a correlation analysis process to evaluate the geographic concentration risk based on the portfolio distribution, population distribution, GDP, interest rate, unemployment rate, HPI and house price appreciation, establish the proper geographic concentration holding limits at state level, identify and monitor the risk markets.

Economist 2002 - 2003
TIME WARNER CABLE, MID-SOUTH DIVISION, MEMPHIS, TENNESSEE
Facilitated research, development and administration of the key metric areas; Evaluated various marketing campaigns; Analyzed market trends and addressed negative patterns.

Primary Projects
• Created ICOMS daily, weekly and monthly reports needed by company management using Query/400 and CL programming.

• Performed customer lifetime analysis, campaign effect analysis and campaign revenue projection using econometric methodology programmed in SAS.

• Forecasted daily sales calls received and daily sales using time series methodology.

• Created Sales Management System which provided sales representative information and maintenance, CSR Cable/MISP sales detail/summary reports and trend analysis.

• Created Field Tech Management System which included install tech trouble calls analysis, service tech repeat trouble calls analysis, productivity reports and factor analysis reports.

 

 

 

Logistics Analyst 1999 - 2000
NEW YORK AIR BRAKE CORPORATION (NYAB), Watertown, New York (2000)
KNORR BRAKE LIMITED, A SUBSIDIARY of NYAB, Kingston, Canada (1999)
Managed product demand forecasts, market trend analysis, and planning for distribution products, including set-up, material requisition, and change management.

Primary Projects
• Established a comprehensive process for product forecasting which included product demand analysis, market trend analysis, error reports, monthly deviation analysis, new product monitoring, and consolidation of intercompany demands.

• Conducted a full sales analysis of TC Johnson for the past four years of activity to determine customer impact of the NYAB acquisition.

• Developed an aftermarket analysis model, analyzing the market share for replacement parts by key customers and finding the factors that affect market share and how they affect it.

Market Analyst 1990 - 1993
CHINA JIANGSU MACHINERY AND EQUIPMENT IMPORT AND EXPORT CORP., Nanjing, China
Performed basic statistics functions and developed and maintained a customer database. Prepared text documents summarizing numerical analysis results.

Primary Project
• Built a dynamic model to analyze and forecast import and export market trends.

Research Assistant / Teaching Assistant 1997 - 1999
CONCORDIA UNIVERSITY, Department of Economics, Montreal, Canada
Tutored students and evaluated coursework in Statistics, Macroeconomics, and Econometrics.

Research Projects
• Created simulated option price model and constructed a general equilibrium model of the term structure of interest rates to analyze Canadian short-term interest rates.

• Built a capital asset pricing model (CAPM) to analyze the Dow-Jones weekly price index.

• Applied generalized autoregressive conditional heteroskedastic model (GARCH) to analyze and forecast the volatility of the S&P 500 daily return index.

• Employed Logit, Probit, and Hazard models to simulate the labor market.


EDUCATION / AWARDS

Graduate Diploma in Computer Science, 2001
CONCORDIA UNIVERSITY, Montreal, Canada

Selected Coursework

Introduction to C++ • Discrete Structures and Formal Language • Computer Organization and Assembly Language • Object-Oriented Programming • Operating Systems • Principles of Data Structures • Files and Database • Tools and Techniques for Software Engineering • Computer Network and Protocols • Human Computer Interactions

Graduate Projects
Database Design for Mutual Fund Company: used the ORACLE Database Managing System to develop a miniature database with a set of tables and a form-based interface to insert, update, and retrieve information (SQL Plus, ORACLE under UNIX).

Web-based Graduate Registration System: managed all aspects of student registration; system was accessible with different privilege levels, such as students, faculties, program managers, and monitors (Programmed in ASP, Visual C++, HTML, IIS used as web server; SQL server used for database).

Passed Chartered Financial Analyst (CFA) Level I Test, 1999

Master of Arts in Economics, 1999
CONCORDIA UNIVERSITY, Montreal, Canada
• Coursework focused on Econometrics and Finance
• Awarded the Balvir Singh Medal, 1999
• Awarded Quebec FCAR Fellowship, 1998-1999
• Awarded J.W. McConnell Memorial Graduate Fellowship, 1998

Bachelor of Arts in Economics, 1990
NANJING UNIVERSITY, Nanjing, China
• Major: Quantitative Economics


COMPUTER SKILLS
• Operating System: Windows XP/NT, UNIX, DOS, AS/400
• Programming Language: C++, VB, JAVA, ASP, HTML, Assembly Language
• Database Management: SQL Language, Oracle Programming, DB2
• Statistic Software: SAS, GAUSS, TSP, Forecast Pro
• Application: UML, Rational Rose, MS Office - Excel, Access, Word, PowerPoint