Management Manager

David Zhu

* ******** *****

Garnet Valley, PA ***61

610-***-****(h) or 610-***-****(c)

***********@*****.***

CAREER SUMMARY: Manager of an Analytics/Modeling team in statistics and decision analytics. Eleven

years experience analyzing, developing and implementing model structures for high-volume decision making

in financial services (consumer lending, credit card and auto finance). Deep knowledge of predictive

modeling and data mining techniques applied to problems in credit risk management (pricing, originations,

collections and repossession strategy, database marketing, Basel loss forecasting and regulatory compliance).

SKILLS: Include predictive and segmentation modeling, data mining and analysis, and project management.

Proficient SAS/SAS Macro programming Skills in UNIX, IBM Mainframe (TSO/MVS) and PC environments.

Extensive experienced in a variety of modeling and data mining tools: including SAS/STAT, SAS Enterprise

Miner, CHIAD, CART and Knowledge STUDIO. Proficient in ORACLE/SQL, Teradata/SOL, and Microsoft

Office products.

WORK EXPERIENCE:

11/2005 – Current: Wells Fargo Auto Finance (WFAF) VP and Risk Management Manager

Responsible for scorecard development and implementation, decision analytics and ad hoc

research/analysis for credit risk management of auto finance

Responsible for score and strategy implementation, monitoring and periodic validation in originations and

collections.

Developed origination scorecard for auto Direct & Indirect lending and collection scorecards including

Behavior Score, Roll Rate Score and Payment Propensity Score

Helped and provided technical support to business team to created origination strategies to control the

acquisition credit risk.

Managed Scoring & Validation team which responsible for complying Wells Fargo corporate Credit

Scoring policy conducting scoring, model validation, performance tracking, PSI reporting, origination

strategy validation.

Create and automated portfolio and scorecard performance reports, represented the results to senior

management

Worked with corporate internal auditors, Risk Asset Review, and OCC examiners in scorecard and

strategy examinations

As a member of the Wells Fargo Financial (WFF) Scoring Independent Review Committee reviewed all

newly developed scorecards.

Participated WFAF Credit Risk Committee (CRC) meeting representing modeling, validation and Basel

areas, presented the result of strategy and scorecard validation, made recommendation base on validation

results.

Managed Basel team for Basel II development and implementation. Established Basel II frame work by

developed PD, EAD and LGD models using logistic regression and segmentation analysis.

As a member of Wells Fargo Corp Credit Basel Steering Committee participated in discussion of Basel II

development and implementation

Managed credit bureau data purchase, exciting account bureau refresh and outsourcing analytical projects

to venders

9/2004 – 11/2005: Wells Fargo Auto Finance Risk Management Consultant

Developed account Behavior Score, Recovery Score and Repossession Score to support new collection

strategy

Helped and provided technical support to loss mitigation team to created collection strategies for the

efficiency of collection on different delinquency levels

1/2001 – 9/2004: The Bank of New York (DE) Senior Business Strategy Analyst

Developed BPL Targeting Model 2.0 for Business and Professional Lending direct mail campaign. The

model exceeded the champion model by 33.6% in approved accounts, $2 MM more in booked balance.

Redeveloped Equity Link net convert model for direct mail campaign. The model exceeded the champion

model by 15.5% in approved accounts, $4.9 MM in booked balance.

Developed Personal Edge net convert model for direct mail campaign. The model exceeded then

champion model by 26% in approved accounts, $2.6 MM in booked balance.

Developed ING Personal Edge net convert model for ING Personal Edge direct mail campaign

Analyzed Campaign results and evaluated targeting models for consumer lending direct mail campaigns.

Provided business strategy recommendations to the senior management.

Developed two cross sell models for the Bank’s cross sell project of retail customers.

Performed ad hoc analysis for customer relationship management of the bank’s retail customers.

6/1999 – 1/2001: GE Capital Auto Financial Services Risk Officer

Developed loss forecasting model using survival analysis for acquisition projects.

Developed regression tree model to analyze the auto leases loss severity from sample selection,

verification and correction of the collected data, to the development of regression tree model.

Developed classification tree model to analyze the Re-Marketing data to help the management team to

determine Re-Marketing strategies.

Coordinated and participated risk audit projects for Sub-Prime auto loan business from designs the

process to delivery the results.

Designed and developed the Auto700 program tracking report process and generated the report weekly.

Developed and maintained Auto leases residual forecasting models and generated the forecasting reports

monthly.

Participated acquisition projects to provide variety of analysis.

8/1998 – 6/1999: GE Capital Card Services Database Marketing Analyst

Monitored and evaluated marketing campaigns as making reports to present results to the senior

management.

Automated marketing reporting process by writing SAS Macro programs and reduced the process time by

65%.

Designed and developed Fee Services & Partnership database SAS programs by using SAS Macro

technology and reduced the process time by 75% and maintained the database.

EDUCATION:

MS in Statistics from University of New Orleans, New Orleans, US

BS in Mathematics from Jiansu Normal College, Nanjing, CHINA

Training:

Relationship Database, Computer Science Department, University of New Orleans

Computer Programming, Computer Science Department, University of New Orleans

Executive Presentation Training

The 7 Habits of HIGHLY EFFECTIVE PEOPLE

BUILDING BETTER SCORECARDS – Concepts & Techniques of Scorecard Development

SAS Trainings:

- SAS Macro Language, SAS

- Applying Survival Analysis for Business Time-to-Event Problems

- Data Mining Cookbook – Introduction to Effective Predictive Modeling,

- Predictive Modeling Using Logistic Regression

- Predictive Modeling with SAS Enterprise Miner

- Credit Risk Modeling for Basel II Using SAS

- Credit Scorecard Development and Implementation

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