JON JUNG LEE, CFA, FRM
.**** W
Sunset Blvd, Apt 6; Los Angeles, CA 90026 .310-***-****
.acgjpo@r.postjobfree.com
CERTIFICATION
SAS Certified Base Programmer for SAS 9 (2013)
EDUCATION
University of Southern California Los Angeles, CA
Master of Business Administration: Finance
Cornell University Ithaca, NY
Bachelor of Science, Major: Labor Economics
New York University, Stern School of Business New York, NY
Master of Science in Statistics & Operations Research
EXPERIENCE
GE Capital Stamford, CT
Credit Risk Statistical Modeler 2014
. Developed Basel II AIRB statistical models to estimate PD and LGD
(resolution time, recovery and expense.)
. Worked with IT and functional departments to used SAP BO to source,
clean, and verify data for model input.
. Used R & SAS/STAT to perform descriptive statistics; correlation;
linear regression; and regression/categorical tree.
. Analyzed Basel II (OCC, FIDC) to develop and confirm functional
requirements for LGD and PD models
HD Vest / Wells Fargo Advisors Los Angeles, CA
Financial and Tax Planner
2010 - 2013
. Interviewed client to determine client's assets, liabilities, cash
flow, tax status, and financial objectives.
. Developed and implemented financial plans for individuals utilizing
knowledge of tax and investment strategies.
. With IRS, negotiated currently non-collectible status; OICs; payment
plans; levy releases; and penalty abatement.
. Prepared complex individual and business tax returns (expat,
corporations, partnerships, LLCs, 1040NR, 940s, 941s)
Moody's Corporation New York, NY
Credit Risk Senior Consultant 2005 - 2009
. Designed and implemented credit risk metrics and limit management
reports for Royal Bank of Canada.
. Involved in data-model overview, data mapping, workflow & business
requirement analysis and project planning for
Bank of America, Investors Bank & Trust, State Street Bank, RBS, Bank
Leumi and Bradesco Bank.
. Installation, configuration, modeling, documentation, and training of
Basel II software.
. Used SAS/BASE and SAS/STAT to design LGD and EAD models using SAS for
Bank Leumi.
. Used PL/SQL and SAS/SQL for IRB retail model validation and pooling
testing for Bradesco (Brazilian bank).
Bank of America Capital Markets Calabasas, CA
Credit Analyst 2003 - 2005
. Developed quantitative rating model for banks, insurance, investment
advisors, hedge funds, and broker dealers.
. Set trading limits for counterparties who were trading MBS,
Treasuries.
. Built and back-tested a number of credit rating models to automate a
manual process, including PD, LGD and EAD.
. Researched and wrote reports integrating ratings, profits, debt, and
liquidity for financial firms in Europe and USA.
. Prepared credit meeting package that includes downgrades; upgrades;
margin calls; VaR and MTM; and guarantees.
. Used SAS/BASE, SAS/STAT and SAS/MACRO for descriptive statistics and
scoring model for credit ratings.
Mizuho Capital Markets Corporation New York, NY
Credit Analyst 1999 - 2000
. Researched and wrote reports integrating ratings, profits, debt, and
liquidity for financial and industrial firms.
. Developed databases incorporating comparative ratio analyses; the
system facilitates credit monitoring.
. Researched and presented various analyses and reports on credit
lines, downgrades and volatile swap transactions.
. Used SAS/BASE and SAS/STAT to develop and test valuation model for
oil/gas and timber companies.
Previous Experiences
Pension Administrator at Metropolitan Life Insurance Company (1997 -
1999)
Actuarial Consulting Intern for The Segal Company (1996)
Technical Skills: R, Microsoft SQL, SAS, Oracle SQL, Erwin, Microsoft
Office, SAP Business Objects
Certifications: CFA FRM, Enrolled Agent, SAS Certified Base Programmer
for SAS 9