Credit Risk Data Analyst

Xuan Trieu

***********@*****.***-Wylie, TX *****- 682-***-****

Professional Summary

Experienced Quantitative Finance and FinTech Professional with experience and background in building systems for Financial Risk models and methodologies including Market Risk, Credit Risk, and Model back-testing.

Statistical Modelling - Statistical Testing- Model Risk Validation (OLS Multivariate Regression Analysis).

Proficient with Python, R, Matlab, & SAS language.

Skills

Experience with Python, R, Mathlab, SAS coding.

Proficient in Microsoft Office (Excel, Word, PowerPoint, Access, PowerBI).

Excellent organizational, communication and presentation skills with attention to details.

Data Analyst, Credit Risk, Model Validation.

Professional Experience

Enterprise Bank & Trust, Clayton, MI (December 2023 to Present)

Model Risk Specialist

Prepares and analyzes detailed documents model validation for Customer Under Writing Model, Reserves on Impaired Loan Model.

Evaluating identified model risks and reaches conclusion on strength and limitation of model.

Assisting and leading model owner in the model documentation, and ongoing monitoring performance for Budget Model, Customer Under Writing Model, Reserves on Impaired Loan Model.

Collaborated with cross functional teams for model validation and testing functionality of OCC’s risk systems.

Conducted independent validation of new and existing credit risk models that are used in risk management, capital calculation, stress testing etc.

Model Validation and findings testing with scenario analysis, sensitivity analysis, methodology review, data analysis.

Automated risk reporting processes using Python, reducing report generation time by 40% and improving accuracy and efficiency in risk management operations. Developed model validation framework for the structured finance products

Monitoring and managing the findings of models in Archer to ensure the model owner updating the findings on time.

Santander Bank, Dallas, TX (August 2021 to November 2023)

Sr. Specialist, Model Developer

Created pricing models using advanced machine learning techniques like LightGBM, XGBoost, Random Forest, and Decision Trees involves developing robust, scalable algorithms to predict prices, optimize pricing strategies, or assess risks.

Python provides powerful libraries and tools that make this process efficient and effective.

Developed Pricing models like Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) involves leveraging statistical and machine learning techniques to predict credit risk.

These models are critical for financial institutions to comply with regulatory frameworks like Basel II/III and to make informed lending decisions.

Data Analysis:

Identified patterns, relationships, and potential insights in the data.

Used visualizations (e.g., scatter plots, heatmaps) and statistical methods to understand how existing variables influence the target variable.

University of Texas at Arlington, Arlington, TX (January 2017 to December 2019)

Graduate Teaching Assistance - Teaching Fundamental Data Science course (Python), College Algebra, Developmental Math

Applying descriptive and inferential statistics to understand data distributions.

Examples include hypothesis testing, confidence intervals, and regression analysis.

Communicated insights through clear and impactful visualizations such as bar charts, line graphs, and dashboards using Matplotlib, seaborn,

Education and Certification

PhD of Science in Mathematics (December 2021)

University of Texas at Arlington, Arlington, TX

Master of Science in Mathematics (October 2019)

University of Texas at Arlington, Arlington, TX

Bachelor of Arts Degree in Mathematics, Minor in Education (May 2014)

University of Texas at Arlington, Arlington, TX

Coursera Certificates:

Linear Regression with Python (Verify at coursera.org/verify/GELGTR485UCA),

Python and Statistics for Financial Analysis (coursera.org/verify/4WE7A4FN9RY5),

University Admission Prediction Using Multiple Linear Regression (coursera.org/verify/P8LT4747JCR5)

Certificates from University of Science - Ho Chi Minh City Computer Science Center:

Fundamentals of Python (Certificate No. TT/2020/002657)

Python for Machine Learning, Data Science and Data Visualization (Certificate No. TT/2020/000554)

Databases and SQL for Data Science (Certificate No. TT/2020/001295)

Mathematics and Statistics for Data Science (Certificate No. TT/2020/000554)

Data Pre-Processing and Analysis (Certificate No. TT/2020/001928)

R Programming Language for Data Science (Certificate No. TT/2020/003442)

Machine Learning with Python (Certificate No. TT/2020/004053)

Honors & Awards

GANN fellowship and Pi Mu Epsilon.

Outstanding Transfer Scholar (2011 to 2014)

Phi Theta Kappa Scholarship (2011 to 2013)

Volunteer

Volunteer tutor at St. Ignatius of Loyola College Preparatory School, 2013

Volunteer tutor at TCC Southeast campus, 2012

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