Bank Product Analyst


Technical Skills SAS, Access, SPSS, SQL, C/C++, Java, Excel, Forecasting/Time Series, Predictive Modeling, Simulation


International Bank
Bank Product Analyst, Model Management and Governance (November 2009 - October 2012)

Responsibilities: Basel Expert; Forecast in SAS ARIMA 20 quarters of sales and losses across all product lines; Identified and analyzed macro economic factors outside of and their relationships to sales strategy; Established and maintained the model management program, board and management level policies to optimize profitability revolving around statistical and financial models; Prioritized model development and retirement.

  • Reduced turn-around time for quarterly economic forecast to 2 weeks. Shortened 3 months (12 to 15 months to 9 to 11 months) of data collection time of vintages/campaigns to forecast vintage monthly risk. Built custom event (credit default) distribution to predict events by vintages and further analyze the relationships between macro economic factors and sales strategy.
  • Reduced vendor costs of >$200,000 per annum by creating a gender-by-first-name utility to replace an external vendor servicing direct mail labels and compliance (Fair Lending) analysis. Reduced overhead and consulting costs of >$500,000 by having created a common study framework to be shared by both sales strategy and compliance departments. This common study framework involved turning the multiple years' sales strategies into one statistical taxonomy shared by departments. This method greatly enhanced the transparency of individual strategic components as well as compliance risk.
  • Reduced vintage management costs by creating a statistical distribution to predict time-to-peak, time-to-median and total loss model across all vintages of installment products.
  • Created the first board and management level policies, database of models, processes, risk metrics and thresholds for development, monitoring, validation and data quality. Managed consumer lending and portfolio models. Prioritized model retirement and development.
  • Managed one part time documentation archivist and led two junior analysts. My hiring recommendations resulted in two of the three department vacancies.

Operational Risk Analyst, Operational Risk (December 2007 - December 2009)
Responsibilities: Recruited to introduce Basel philosophy into the Bank and to turn from a compliance department into a risk department; Managed risk arising among operation departments, business continuity exercise, information security and counter party risk.

  • Drafted the first operational risk management framework in 2008 which was implemented in 2009. Improved reporting and turned it into quantified risk reporting. Reduced 10% of outage hours by having a regular quantitative IT outage report.
  • Reduced >10% operating costs (> 1000 FTE hours) by procedurizing business continuity exercises.
  • Developed and implemented key process and control identification program for the Bank. This program helped identify financial costs of the controls against the risks and losses associated with the processes.
  • Maintained External Event Database for the development against large event model. Quantified operational loss (by fraud, vendor and external events) of 2008. Implemented Bank wide vendor database to manage counter party risks.
  • Researched on the relationship between operational risk and credit risk among all $10B+ banks (120 banks in 2008) in the United States to CRO.
  • Consulted on operational risks for 2 call centers and 1 processing center in total of 350 employees. Consulted on IT projects regarding operational risk controls and data security controls. Liaison with Internal Audit, external auditor and OTS and assist with the Centers to reach finding resolutions. Reviewed and managed counter party risks among 7 vendors.

Royal Bank of Canada (US$600B), Toronto, Ontario
Operational Risk Analyst, Operational Risk (April 2006 - December 2007)

Responsibilities: Constructed process review. Basel II expert in operational risk.

  • Reduced 2% of total loss provision (total of credit risk, operational risk and market risk) by creating and re-organizing regularly distributed reports, particularly by organizing metrics and indicators;
  • Conducted quantitative studies to identify sources of operational risk among business units.
  • Assisted department re-structuring between risk and audit departments by statistics research;
  • Supported the design of integrating SOX, AML, Internal Audit, Group Risk Management and Op Risk reviews in to minimize the impact on business operation.

Statistics Analyst, Talent Insight & Analytics (July 2004 - April 2006)
Responsibilities: Identified factors contributing factors to employee performance, time to contribution, attrition and hiring. Assisted in modifying HR strategies, programs and incentives to manage human capital.

  • Reduced 4% the first year attrition rate in the teller role by designing and implementing HR measurements and scorecards for HR strategies.
  • Identified time to contribution for Investment Representative which in turned contributed changes in training and hiring programs for this role.
  • Identified risk indicators and risk controls for human capital management.
  • Researched and modelled HR data and managed Key Performance Indicators which provided meaningful, actionable and timely information for Executives to more effectively manage human capital assets.
  • Projected and simulated the work force's age distribution to assist long term (10-year time span) work force planning. Results created a review of long term overall HR strategies, recruiting, compensation and retention.

Canada Financial Group, Toronto, Ontario
Financial Advisor (June 2002 - June 2004)

  • Sold life insurance, mutual funds and mortgages.
  • Managed two other producers.

Gametronics, Toronto, Ontario
Mathematician (January 2001 - January 2002

Responsibilities: Developed and managed random number generators. Simulated on game behavior. Consulted on gaming (land based and online) design quantitatively.

  • Developed the longest random number generator in the company for gaming machines.
  • Maintained compliance across various jurisdictions gaming regulations.
  • Simulated game behaviors in C/C++ and Java.
  • Conducted statistical analysis on horse racings, sports and industrial trends of gaming.

GMV Network, Chicago, Illinois
Mathematician (January 1999 - August 2000)

Responsibilities: Created algorithms to compress audio and video data. Managed software development protocol. Analyzed online data for clients. Managed relationships with industrial groups (MPEG4, W3C, etc).

  • Improved 95% of the raw code run-time performance of for audio video player in Unix C/C++ and Java.
  • Designed and maintained software development cycle and testing procedures.
  • Conducted statistical studies on clients' websites concerning demographics, hits and visitor behaviour.
  • Managed a department of two and trained two new programmers.


  • Master of Science in Mathematics at Michigan State University, East Lansing, Michigan
  • Bachelor of Arts in Economics at Beloit College, Beloit, Wisconsin