Marketing Management
Resume:
Charles S. Mutsalklisana, Ph.D.
Temple City, CA 91780 ********@*****.***
SUMMARY:
Senior econometrician (statistician) with PhD in Economics, MBA
in Operation Management and 7-year background in the risk
management and analytical marketing of banking and health care
industry. Broad knowledge SAS/SQL, advanced statistical,
economic and quantitative analytical. Highly skilled in art of
combining industry experiences, academic expertise and
creativity to address complex business problems and needs,
yielding models and analytics that are customer centric, data
driven, statically sounds, informative and actionable. Effective
communication skills with aptitude to socialize statistics and
analytics information to actionable objectives that drive
business forward and improve ROI. Interested in pursuing a
statistician, econometrician or modeler position.
SPECIALTIES
Risk Modeling, Marketing, Behavior Economics/Consumer Behavior,
Retail Banking, Technology Strategy, Deposit, Insurance,
Mortgage, Small Business, Ecommerce.
STATISTICAL
SKILLS: Logistic Regression, Probit, Multiple Linear Regression,
Analysis of Variance (ANOVA), Factor Analysis, Principle
Components Analysis, Generalized Linear Modeling, Discrimination
Analysis, CHAID Decision Trees, Segmentation, Cluster Analysis,
Bootstrap, Statistical Test Design and Hypothesis Testing,
Quantile Regression (QREQ), Panel Fixed and Random Effects,
Instrumental Variables Regression, Propensity Score Matching
(PSM), Non-Parametric and Semi-Parametric Estimation, Kernel
Functions, DiNardo, Fortin and Lemieux (DFL) Decomposition,
Oxaca Blinder (OB) Decomposition, Forecasting and Time Series:
Autoregressive Moving Average (ARMA), Autoregressive Conditional
Heteroscedasticity (ARCH).
TECHINICAL
SKILLS: SAS (BASE, STAT, MACRO, SQL, JCL, Unix, Enterprise Guide and
Enterprise Miner), SPSS, XENO, STATA, Eviews, SQL (Microsoft SQL
Server, Oracle Developer, Teradata SQL Assistant, TOAD), SSH
Tectia, UltraEdit, QWS3270 Secure, Matlab, FORTRAN, Gauss,
Visual Basic C+, Microsoft office: Excel, PowerPoint, Word,
Access, Visio.
EDUCATION: PH D, in Economics with a specialization in Econometrics and
Macroeconomics, August 2011
UNIVERSITY OF CALIFORNIA, RIVERSIDE
Master of Arts, in Economics, June 2005
UNIVERSITY OF CALIFORNIA, RIVERSIDE
Master of Business Administration, concentration in Operations
Management, March 2000
CALIFORNIA STATE UNIVERSITY, SAN BERNARDINO
Bachelors of Science in Mathematics, specialization in
Statistics, June 1997
UNIVERSITY OF CALIFORNIA, IRVINE
8/2012 - Present: Vice President, Senior Risk Quantitative Developer (Lead
Statistician) - Bank of America .
. Organize, research and develop account level consumer behavior risk
models to rank order deposit account risk, set deposit hold and
overdraft limits on personal and business checking, saving and money
market.
. Develop statistical models using a variety of techniques including
Linear/Logistic Regression (XENO, SAS BASE), combining business needs
(segmentation, exclusion and waterfall, oversampling and randomized
block sampling) and statistics to predict consumer behavior in Deposit
space.
. Present results to senior management and business partners on model
implementations, analytical assistance (such as Military bank
conversion, Deal Grade model performance on LRS data) and making
strategic recommendations.
. Perform model recalibration and change in control, utilizing the
neutral value to address the legal/compliance.
. Execute model validations (in sample/out of time/post campaign) to
ensure model compliance with all regulatory and legal guidelines,
check for model risk, validity of assumptions and variety of other
statistical measures for model performance and stability.
. Track model performance of various metrics such as KS, gain chart,
lift chart, actual versus expected (AE), population stability index
(PSI), etc.
. Operate on multiple data platforms, connecting complex Bank of America
data using JCL, QWS3270 and FTP on IBM Mainframe deposit data, SAS
Server on Bacardi cards data, SAS Server SASPLEX and W Teradata.
. Participate in Model Independent Validation, validating the adequacy
of a model in order to ensure that defective models are not activated.
3/2011 - 8/2012: Senior Marketing Information Consultant (Lead
Statistician) - Bank of America .
. Lead, research, develop, validate and implement quantitative/analytic
statistical models and applications using a variety of techniques
including Linear/Logistic Regression (SAS Base, SAS server Rsubmit)
and Decision Tree Modeling (SAS Enterprise Miner), combining business
needs and statistics to predict or describe consumer behavior for
customer targeting, proactive customer retention and win back in Home
loans, Insurance and Ecommerce space, etc. using terabytes of Bank of
America data.
. Supported marketing campaigns by creating segmentations, targeting
strategies, and design of experiments.
. Provide marketing campaign assistance by perform monthly model
scoring, change in control and provide strategic recommendations to
the business partners.
. Automate model scoring using SAS Macro and SQL to standard processes
on bank SAS server SASPlex data, vender Epsilon DB2 SQL data and bank
W Teredata (SQL) by generating scores in real-time resulting in
increased process efficiency
. Forecast and simulations of business outcomes using the parameters of
market response models.
. Create reports and presentations for business partner mortgage and
insurance marketing department, such as Portfolio, Merrill Lynch
Investment, Payoff and Recaptured analysis.
. Participate in strategy groups and the LOB partners on the right use
of our marketing models for decision making in order to enable the
business to make customer-centric targeting decisions and deepen
customer relationships.
. Mentor Junior statisticians.
2/2010 - 2/2011: Lead Statistician - Kaiser Permanente - Commercial
Programming Systems, Inc.
. Develop, implement, and evaluate complex statistical models to predict
or describe consumer behavior (e.g., response, conversion,
termination, plan selection, lifetime value, etc.) using SAS Base.
. Design and analyze structured experiments to understand/measure the
effects of changes in various advertising factors.
. Estimate minimum sample size, effect size, power, duration, and cost
for tests in paid search, online banners, direct mail, shared mail,
email, telemarketing and other media channels.
. Synthesize results into actionable insights that improve overall
return on investment.
. Manage analytic/data needs including model scoring, audience
segmentation and mail/call file production for acquisition and
retention marketing campaigns.
. Extract, integrate, explore, and transform data from multiple source
systems using SQL (Microsoft SQL Server, TOAD and Oracle).
. Provide statistical consulting services in support of small business,
individual and ecommerce lines of business.
9/2003 - 8/2009: Lecturer - Department of Economics - UC Riverside
. Lecture, supervise teaching assistants, provide academic advisement,
maintain office hours, and assign grades.
. Principal Macroeconomics (Summer/2006) and (Summer/2008)
. Statistics (Summer/2007) and (Summer/2009)
9/2003 - 3/2010: Teaching Assistant - Department of Economics - UC
Riverside
. Lead section activities, conduct laboratory and programming tutor
sessions, maintain office hours, proctor exams, grade and record
assignments, papers, and exams.
. Principal Econometrics (Winter/2006); Statistics (Fall/2006) and
(Winter/2008); Forecasting in Business and Economics (Spring/2009);
Principal to Money, Banking, and Credit (Fall/2008), Research Methods
in Business and Economics (Fall/2005) (Spring/2008); Principal,
Intermediate and Theory Macroeconomics (Fall/2004), (Summer/2005),
(Spring/2006), (Fall/2007), (Winter/2007), (Spring/2007),(Fall/2008);
Principal, Intermediate and Theory Microeconomics (Spring/2005),
(Winter/2005), (Spring/2008), (Winter/2009).
9/2000 - 5/2003: Senior Risk Financial Analyst/Junior Statistician -
Washington Mutual Bank (Chase Bank)
. Assist senior statisticians in risk modeling (Origination, Servicing,
and Severity).
. Perform data mining and analysis using SAS and SPSS
. Manage and maintained large origination and transaction mortgage
databases.
. Analyze and clean raw data in preparation for modeling projects.
. Produce Ad-hoc, monthly and quarterly production reports
. Create presentations for the Home Loan Risk Management Department.
. Review, analyze and write synopsis of portfolio analytics
(Origination, Delinquency, and REO).
. Write and document SAS, SPSS and SQL programs to automate standard
processes.
Activities: APICS (Association for Operations Management)-President
and Vice President
Honor Society: Phi Kappa Phi and Gamma Kappa
Beta
Laotian Thai Cultural Club at UCI, UCR and
CSUSB- Senior Advisor
Volunteer: Share Tutorial at UCI;
Conversation Partner at UCI, UCR and Osaka Institute (Japan)
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