Sr SAS Developer & Analyst

PASCAL PELLET • Fremont, CA ***** • 510-***-**** • ******.******@*****.***

SUMMARY OF QUALIFICATIONS

* Experience designing and implementing data mining and statistical techniques in software products.

* Over 5 years systems software development with full life-cycle (agile) experience developing applications in Java that provided the main tool for internal analyst and external customer.

* 5 years of experience using macro language (such as Matlab, Splus, Phython, Analytica, Soritec) for rapid prototyping and deployment to production.

* Research in derivative pricing using Monte Carlo and quasi-Monte Carlo methods, finite differences methods, and binomial trees.

* Financial times series analysis, business forecasting, risk management using VAR, capital budgeting, micro and macro-economics, and econometrics.

PROFESSIONAL EXPERIENCE

FAIR ISAAC CORPORATION (FICO), San Rafael, CA 2000 – 2008

Lead Software Engineer

* Conferred with analysts to design system and to obtain information on project limitations and requirements and interfaces that ensured customer satisfaction.

* Developed scorecard software providing a crucial tool for analysts to compute FICO scores.

* Maintained and enhanced binning engine as the first step of scorecard development based on Groovy scripting language improving customer interface

* Modified existing software to correct errors and enhance its performance.

* Developed and directed software system testing and validation procedures, programming, and documentation for more product reliability.

* Maintained linear and logistic regression, and neural nets engines and the main workbench written in Java using XML and Castor technologies increasing productivity

Analytics Consultant, Research and Development, Decision Technology

* Researched and developed a prototype for credit card portfolio simulation analytics using econometric modeling, time series analysis, as well as implementing, analyzing, and documenting portfolio simulation models.

ACADEMIC EXPERIENCE

OREGON GRADUATE INSTITUTE, Portland, OR 09/1998 – 09/1999

Teaching Assistant in Computational Finance Program

UNIVERSITY OF GENEVA, Geneva, Switzerland 1993 - 1998

Teaching Assistant, Faculty of Economics and Social Sciences

EDUCATION

M.S. in Computational Finance, Oregon Graduate Institute Portland, OR

Ph.D. Candidate, University of Geneva, Geneva, Switzerland

M.S. in Econometrics University of Geneva, Geneva, Switzerland

INTERNATIONAL ASSETS

Fluent in French and English

Eligible to work in the EU community

Personal Connections to China

PERSONAL INTERESTS

Private Pilot

Permaculture Certified

Yoga and Skiing

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