SAS/SQL/VBA/Access

Jia Mi

** ******* ****, ****** ****, NJ *****@****.*** 347-***-****

Summary of Qualifications

Proactively professional with 3 years hands-on experience in quantitative analysis in Statistics and Computer Science

Extensive experience in data mining, model building, statistical analysis, risk and response analytics

Proficient in multivariate analysis, likelihood inference, Bayesian methods and time series analysis.

A team player with strong communication and presentation skills, also with outgoing personality.

Key Skills

Proficient or familiar with a vast array of programming languages, concepts and technologies, including

SAS/Macro( UNIX & Windows)

SQL, Oracle, R, Python

Java, MATLAB, C++

Excel (VBA), Microsoft office suite

Access(Marco/VBA), Tableau

SPSS, JMP( JMP Scripting Language )

Professional Experience

Wealth Management Associate,Morgan Stanley 2016.2~2017.2

Created Access Database and built Access SharePoint application that can consolidate data from various sources.

Responded and fulfilled required data requests from internal and external source using Excel VBA and Access Macro to write queries and run various reports.

Compiled and prepared standard and ad-hoc financial reports and analyses in Excel VBA weekly and monthly.

Built tools to query, clean, and analyze raw data by filtering in SAS.

Maintained and managed data queries in multiple data sources in Access SQL server .

Implemented and maintained shell-based scripts used to update databases and run models.

Consultant for CCAR project, Deutsche Bank 2015.7~2015.12

Set methods and procedures for model estimation, validation and data requirements in SAS, Python.

Built a portfolio stress for emerging market under CCAR and created financial models in Excel VBA libraries to automate calculating Value at Risk according to t-distribution, normal distribution and log-normal distribution then generated reports of VAR vs confidence level.

Used time series in Python to set benchmark of shocks and set shock rules to different assets FX, IR, CM, EQ etc

Built SharePoint application connected to SQL server in Access for other teams to update data and reviewed the book hierarchy files, un-shocked sensitivity files, pre-calculated profit and loss files.

Financial Engineer, Fannie Mae 2013.10~2015.3

Conducted examination of multiple risk factors like FICO, Loan to Value, Debt to Income ratio etc to evaluate mortgage delinquency risk in SAS,SQL

Standardized data according to our data standard, identifying data accuracy, simplifying data exchange, identifying data potential defects etc.

Fixed the internal data missing problem by modifying the model in Java, or C++ or Matlab to change parameters or calculation method.

Used historical data in the newly designed model and compared the model results with real historical data

Applied analytic tools to develop risk measurement analysis for distressed loans in SAS, SQL, and Access.

Analyzed complicated financial data to develop precise projections of assets financial performance in different economic environment in SAS.

Prepared regular and ad-hoc risk report for senior management in Tableau.

Statistical Intern, DuPont 2012.6~2013.6

Programmed in Excel VBA, SAS Macro, and JMP (JMP Scripting Language) to auto mate analysis and reporting process, including calculating desired statistical values and outputting plots, tables, greatly optimizing complicated reporting processes.

Applied SAS, SQL to manipulate large data sets and SAS procedures to analyze data with flexible user-defined options, accelerating biologists’ decision making process.

Research Assistant, National Science Foundation 2011.6~2012.5

Data pulling and cleaning from 16 middle schools of an urban school district by SAS, Excel, SQL and SPSS.

Defined independent variables, reported descriptive statistics and examined correlations between variables in SAS.

Used multi-level regression to analyze significant effects and appropriately interpret key factors enhancing student Algebra learning process in SAS and created tables, forms, queries, and reports.

Research Assistant, Network Virus Detection by Bayesian Method 2009.8~2010.6

Led a group to establish the project goal and cooperated with other Depts to collect massive suspicious IP addresses.

Successfully built a binary classifier using Naïve Bayesian Method by C++, Java with SVM techniques.

Widely applied in Network Security Dept and proven to be 98% effective detecting infected IP address.

Awards and Certificates

SAS Base and Advance Certificates

Outstanding Award of Undergraduate Research Program(out of 128 student) Chinese Academy of Sciences,China

USTC Overseas Alumni Foundation Scholarship (Top honor for freshmen, out of 1,800 students)

Education

Master in Statistics, University of Delaware

2011.1~2013.5

Master in Computer Science, Southern Illinois University

Thesis: A Hybrid Mapping and Scheduling Algorithm for Distributed Workflow Applications in a Heterogeneous Computing Environment, IEEE CSE 2011, ISPAN 2011, IUCC 2011

2008.9~2010.12

Bachelor in Computer Science, University of Science and Technology of China

2004.9~2008.6

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