Management Project

HALEH VALIAN

**** ****** **., ********, ** *****

E-mail: *.******@****.***

Tel Home: 781-***-****

Tel Cell: 732-***-****

WORK EXPERIENCE & SKILLS SUMMARY

• Forecasting (e.g. Regression and Exponential Smoothing)

• Statistical Data Analysis (e.g. ANOVA, PCA and Hypotheses Testing)

• Data Mining (e.g. Bayesian Learning, Bayesian Belief Network, Clustering, Classification and Neural Networks)

• Decision Modeling (e.g. Stochastic, Optimization and Simulation)

• Project Management (SDLC, Agile, PMBOK, Clarity, MSP and Primavera)

• Business Process Analysis & Efficiency Improvement (Six Sigma (DMAIC), Lean and CMMI)

• Excelled in the development of scripts coded in SAS, MATLAB, VBA, SQL and ARENA

Excellent organizational and problem-solving skills and ability to work effectively as part of a team

EDUCATION

PhD, Industrial and Systems Engineering; PhD GPA: 4.0/4.0; Cumulative GPA:3.92/4.0 Oct. 2009

Rutgers University, New Brunswick, NJ

Dissertation: Optimizing Dynamic Portfolio Selection

MS, Industrial and Systems Engineering; MS GPA: 4.0/4.0; Cumulative GPA:3.92/4.0 May 2006

Rutgers University, New Brunswick, NJ

MS with Distinction, Industrial Engineering (concentration in Statistics) Jan. 2000

University of Science and Technology, Tehran, Iran

Thesis: Value Engineering and Multiple Criteria Decision Making

BS with Honors and Distinction, Industrial Engineering

Amirkabir University of Technology, Tehran, Iran

RELEVANT COURSWORK

Forecasting, Design of Experiments, Data Mining, Statistical Quality Control, Advance Statistics, Regression Modeling, Theory of Scheduling, Theory of Probability, Advance Probability, Stochastic Models, Deterministic Models, Operations Research I & II, Nonlinear Programming, Simulation Models

PROFESSIONAL EXPERIENCE

Senior Researcher, Bank of Industry and Mine (BIM), Tehran, Iran, Nov. 2009- Dec. 2010

Performed various projects on risk modeling, predictive modeling, and statistical data analysis

- Led the risk research team for developing risk models

- Designed a forecasting model for deposit volume (Regression Modeling/ SAS)

- Defined performance metrics for feasibility study projects

- Led the quantitative team for data analysis, data quality and statistical reports by Matlab

- Worked closely with senior management for business solutions generation

Data Analyst Associate, JPMorgan Chase & Co., New York, New York, Aug. 2008-Nov. 2009

Performed statistical data analysis, analyzed processes and identified areas for improvement (using Six Sigma, Lean, ITIL, and CMMI)

- Conducted back-test and stress test methods for Microfinance by VBA

- Performed comprehensive statistical data analysis and assessed data quality

- Defined metrics for project management and generate managerial report using VBA

- Conducted gap analysis to devise notable enhancement

- Recommended process changes to ensure timeliness and data accuracy

- Developed dataflow and controls in line with the SDLC and Agile methodologies

Summer Intern, Bear Stearns, New York, New York, summers 2006 & 2007

Conducted statistical data analysis, enhanced quality of data gathering process and generated managerial reports

- Performed comprehensive statistical data analysis and assessed data quality by VBA

- Performed process improvement to enhance data accuracy for project management office (Six Sigma)

- Improved the process of offshore resource utilization based on Lean/Six Sigma approach

Research Assistant, Rutgers University, Piscataway, NJ, Feb. 2004-Aug. 2008

Designed and delivered projects focused on modeling in areas such as decision making, data management, optimization and statistical data analysis. These projects were funded by New Jersey Department of Health and Senior Services, New Jersey Department of Transportation and U.S. Army Corps of Engineers.

- Performed statistical data analysis and optimization modeling for dredging material using Matlab and C++

- Developed a stochastic programming model for dynamic portfolio management using C++

- Performed statistical data analysis for Robert Wood Johnson Hospital using Curve Fitting Toolbox of Matlab

- Developed several simulation models and analyzed patient flow in emergency situations for Robert Wood Johnson hospital by ARENA

- Performed statistical data analysis for port management by SAS

- Developed an optimization model for investments allocation across the New Jersey roads by CPLEX

- Performed road safety assessment using Bayesian Belief Networks (BBN)

Quantitative Analyst and Manager, Bank of Industry and Mine (BIM), Tehran, Iran, Mar. 1997- Feb. 2004

Performed data analysis, project management and process improvement activities with excellent achievement

- Performed statistical data analysis to enhance data quality by SAS

- Executed project management functions including project planning, budgeting, business requirements, technical design, systems specifications, and project deliverables

- Assessed feedback from project employees and determined project completion date

- Interacted with business partners concerning project specifications to increase satisfaction levels

- Spearheaded process improvement initiatives to improve operation efficiency

- Established productivity, cost and information management systems (granted an award by BIM President for Special Achievement)

COMPUTER SKILLS

Programming Languages: VBA, C++, MATLAB

Statistics: SAS, SPSS, JMP, BBN, MINITAB

Programming Database: SQL, Access, Dbartisan

Optimization and Simulation: Arena, Cplex, LINDO, LINGO

HONORS, AWARDS AND FELLOWSHIPS

Distinguished Researcher Award, Iran Ministry of Science and Technology, 2011

Outstanding Teaching Assistant Award of Industrial and Systems Engineering Department, Rutgers University, Fall 2007

Honorable Mention, Student Paper Competition, “Optimizing Dynamic Portfolio Selection by Reinforcement Learning”, Informs Annual Meeting, Seattle, WA, 2007

Honorable Mention, Student Paper Competition, “Optimization of Open Water Disposal Site for Dredged Material Using NLP”, IIE Annual Conference & Expo, Nashville, TN, 2007

Conference Travel Award, Rutgers Graduate School, 2006, 2007

Student Travel Grant , NSF-Operations Research Program, 2008

Full PhD Fellowship, Ministry of Science Research and Technology of Iran, 2004

1st place in Nationwide University Entrance Exam toward Ph.D. Degree, 2004

President Special Achievement Award, Bank of Industry and Mine, 2004

Best Applicable Final Thesis, Industrial Engineering Department, Iran University of Science and Technology, 2000

Graduated with 3rd top GPA in class of 1997 (BS), Amirkabir University of Technology, 1997

Outstanding Student in the BS program of Industrial Engineering, Amirkabir University of Technology, 1995

TEACHING EXPERIENCE

Rutgers University, Industrial and Systems Engineering Department, Piscataway, NJ, 2006-2008

Lectured on Industrial Information Systems, Deterministic Models in Industrial Engineering (graduate course), Simulation Models in Industrial Engineering, Quality Engineering and Statistics (Minitab) and Work Design and Ergonomics

PUBLICATIONS

BOOK

• Advanced Topics in Production and Operations Management, D. Davari, B. Behnam and H. Valian, Industrial Management Institute, 2009 Fourth edition

JOURNAL PAPERS

D. Golmohammadi, R. Creese, H. Valian and J. Kolassa (2009), “Structure Selection of Neural Networks by Genetic Algorithm,” IEEE Transactions on Neural Networks, VOL. 20, NO. 9

D. Golmohammadi, R. Creese and H. Valian (2009), “Application of Backpropagation Learning Rule in Neural Networks for Supplier Ranking,” Int. J. Product Development, VOL. 8, No. 3

H. Valian and M.A. Jafari (2007), “Optimization of Open Water Disposal Site for Dredged Material Using NLP,” Journal of Dredging Engineering, VOL. 8, No. 1

H. Valian, T. Williams and M.A. Jafari (2006), “Optimization Open-water Disposal Sites by Using NLP,” Proceedings of GeoCongress 2006, Atlanta, Georgia

T. Williams, M.A. Jafari, and H. Valian (2005), “Open Water Disposal Optimization Using Linear Programming,” Proceedings of the Western Dredging Association 25th Technical Conference & 37th Texas A&M Dredging Seminar, WEDA, 237-240

H. Valian, M.A. Jafari and D. Golmohammadi, “Optimizing Resource Management with Reinforcement Learning”, (Under review- Management Science Journal)

WORKING PAPERS

• H. Valian, M.A. Jafari and D. Golmohammadi, “Impact of Incomplete Information on Optimal Actions”, ( Target: Management Science Journal - Summer 2011)

• H. Valian, and M.A. Jafari, “Performance Analysis of Optimal Portfolio with Incomplete Information”, (Target: European Journal of Operational Research- Summer 2011)

PERESENTATIONS

B. Aber, H. Valian and V. Teterceva (2009), “Scenario Analysis / Contingency Planning for Microfund for Women”, 7th Annual Women's World Banking Microfinance and Capital Markets Conference, New York, NY

H. Valian, and M.A. Jafari (2008), “Impact of Incomplete Information on Optimal Dynamic Portfolio”, Informs Annual Meeting, Washington, DC

H. Valian, and M.A. Jafari (2007), “Optimizing Dynamic Portfolio Selection by Reinforcement Learning”, Informs Annual Meeting, Seattle, WA

H. Valian and D. Golmohammadi, (2006), “Determining an Optimal Selling Price for a Product in a Bidding Competition”, Informs Annual Meeting, Pittsburgh, PA

D. Golmohammadi, M.A. Jafari and H. Valian, (2006), “Resource Management Problems in Hospital Emergency Response”, Informs Annual Meeting, Pittsburgh, PA

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