DI WU

E-mail: odaxwf@r.postjobfree.com

Home Address: **** ********* ***, *** # **, Cincinnati, OH 45220 513-***-****

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SUMMARY Statistical Analyst with broad experience in statistical analysis and data mining. Direct experience with developing statistical loss forecasting models for consumer loans and leases, creating and maintaining Basel II RWA Calculators, summarizing data for presentation to upper management, automating financial reports, and documenting programs, data sets and analyses. Focused on attention to detail, meeting deadlines, and continuous improvement. Relocating to California.

WORK Financial Engineer Sep 2006 - present

EXPERIENCE U.S. Bank Cincinnati, OH

Focused on profitability reporting, investment decision analysis, loss forecasting, and ad-hoc reporting. Other areas of experience have been in Monte Carlo simulation and Basel II RWA calculation.

• Responsible for Consumer Finance pricing which involved weekly pro formas and monthly pricing packets (100+ pages) to manage product profitability for retail indirect lease and manufactured housing.

• Developed and managed a new, robust 20+ page monthly reporting suite for student lending.

• Managed loss forecasting models for all Consumer Lending products.

• Performed Monte Carlo simulation for indirect lease residual risk assessment.

• Created and Maintained Basel II Risk Weighted Asset (RWA) Calculator for various Consumer Lending products.

• Created ad-hoc reports for various business lines.

EDUCATION Master of Science in Computer Science May 2006

Vanderbilt University Nashville, TN

GPA: 3.97/4.00

Master of Science in Statistics Jun 2004

University of Toronto Toronto, ON, Canada

GPA: 3.84/4.00

Bachelor of Science in Statistics Jul 2003

Peking University Beijing, China

STRENGTH Passed all three levels of the CFA Exam;

AND SKILLS Statistical analysis, data mining, and Monte Carlo simulation;

MS Excel (lookups, pivot tables, macros, links, graphs), MS Access (queries, reports, forms), MS PowerPoint (management presentations);

MS SQL Server 2000/2005 (T-SQL, view, procedure, function, DTS);

SAS (Base SAS, SAS/STAT, SAS/GRAPH, SAS/SQL, SAS/IML), S-Plus / R, Matlab.

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