Sr. Statistical/Credit Risk/Data Analyst

ZHIHUA CHEN

**** **** ***** **. *****: 901-***-****

Collierville, TN 38017

Email: ******.*.****@*****.***

SUMMARY QUALIFICATION

- Extensive analytical experience in consumer and commercial credit risk

within financial service

- Comprehensive knowledge of economic capital for credit, market and

operational risks

- Expertise in using SAS, SQL Server and Microsoft tools for quantitative

analysis and data mining

- Proven ability to solve business problem in creative thinking and strong

analytic skills

- Proven ability to work efficiently and effectively as an individual or as

a team member

- Results oriented with special details attention and strong logical

thinking

- Good communication skills and strong interpersonal skills.

- Hard worker and quick learner with highly self-motivated

- Excellent organizational skills

PROFESSIONAL EXPERIENCE

First Tennessee Bank (First Horizon National Corporation), Memphis, TN

Credit Consultant II, Credit Analytic & Strategy/Credit Risk

Administration (April 2010 - present)

- Lead the development, refinement and annual key parameter

(PD/LGD/EAD/LEQ) updates for credit economic capital in consumer (Credit

Card, IL-RE, Auto, Misc, Unsecured, and Heloc) and commercial (C&I, CRE-

IP, and CRE-Res). Work closely with internal & external teams to collect

and identify data improvement, portfolio segmentation & business channels

and other key parameter settings in eRisk system. Conduct annually credit

portfolio model back-testing & scenario analysis to validate the accuracy

in forecasting credit losses. Develop and enhance the risk adjusted

return on economic capital model. Improve and validate credit economic

capital methodology and support credit portfolio management strategies.

Document the development, refinement, analysis and updates. Run the

monthly economic capital process. Involve in bank other economic capital

related analysis, measurements, audits and activities, such as, expected

loss, provision, reserve, external auditing and coaching the risk

officers and general analysts.

- Assist credit management for portfolio limit setting and portfolio

strategy making by leading portfolio concentration analysis: quality data

collection, segmentation and validation for consumer and commercial

products; portfolios, sub portfolios and cross portfolios differentiation

and aggregation and certain hot areas tracking. This analysis often ties

to the risk adjusted return on capital view of the portfolio performance.

- Lead the key performance and key risk indicators (KPIs & KRIs) analysis

in all business line: historical quality data collection; probability

default migration monitoring; non performance assets and charge off loans

tracking, and recommend the best solutions from the analysis findings to

management.

- Build AML-R alert score card to support the corporate operation

compliances against Fraud & Anti-money Laundering

- Track forwardly the loan loss or net charge off for commercial troubled

debit restructured loans and other credit risk quantitative analysis

Credit Consultant I, Corporate Analytics & Strategy (March 2009 - March

2010)

- Developed and enhanced SAS program for economic capital accounting data

collection, and credit quantitative analysis; Led expected loss and

economic capital calculation; Conducted annually credit key parameters

(PD/LGD/EAD/LEQ) calculations for consumer product and both key

parameters and other key parameters implementation for products both in

consumer and commercial

- Conducted commercial product (NAICS) & segmentation business performance

research and monitored portfolio losses and originations performance to

make recommendation to management.

Senior Statistical Portfolio Analyst, Consumer Modeling & Forecasting

(January 2006 - February 2009)

- Developed and enhanced consumer allowance for loan & lease loss (ALLL)

accounting model; performed consumer roll rate model; applied time series

forecasting model - ARIMA to predict new origination, delinquency

buckets, losses and recoveries for consumer products; initialized the

proposals for consumer PD/LGD/EAD/LEQ by Basel II methodology; conducted

model validation and documentation

- Other credit related analysis, such as senior credit policy overview,

asset quality overview, consumer loss forecast for strategy, and business

decision tree analysis

Reporting Analyst, Consumer Optimization Reporting (August 2005 - December

2005)

- Managed consumer portfolio loss performance, delinquency & charge off

vintage, property inspection waiver overview and identification; designed

regional & national banking business overview and business geographical

analysis; created automatically deliveries of report or results,

validated and documented results and process

University of Tennessee Health Science Center, Memphis, TN

Statistical Analyst Intern, Department of Preventive Medicine (January

2005 - July 2005)

ITT Technical Institute, Memphis, TN

Statistics Instructor, Department of Applied Mathematics (March 2003 -

June 2003)

University of New Orleans, New Orleans, LA

Computer Lab & Teaching Assistant, Department of Mathematics (August 2000

- May 2002)

EDUCATION

. MS, Statistics/Mathematics, May 2002

University of New Orleans, New Orleans, Louisiana

. BS, Engineering, July 1987

Wuhan Institute of Science and Technology, Wuhan, P.R. China

PROFESSIONAL and RELEVENT TRAININGS

. Fair Lending & Equal Treatment, 2012-2013

. Community Reinvestment Act (CRA), 2012

. Economic Profit, 2012

. HCL (CapitalStream) scorecard implementation training, 2011

. Scorecard generated by SAS procedures, 2010

. Economic Capital Allocations and RAROC training, 2010

. Xeno software and scorecard training, 2009

. Advanced Econometrics, 2008

HONOR

. Employee First Power Nomination by CFO, April 2010

. Stock Option Award, April 2006

. Mathematical Association of America Membership Award, April 2002

SOFTWARE PROFICIENCY

. SAS, SQL, SQL Server, S-PLUS, R, SPSS, BASIC, All Microsoft Office

applications including Access, Excel with VBAProject in Visual

Basic, Word and Power point

. Unix, Windows, Citrix, VMware, etc. Platforms

. Oracle and Access Database, Essbase, Mainframe

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