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

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