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High School Data

Location:
Boston, MA
Posted:
August 15, 2011

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Resume:

Mingyi Xu

**** *** *** * ******, Birmingham AL, *5233

312-***-**** ************@*****.***

Qualification Highlights:

• Strong background in Mathematics, Statistics and finance, demonstrated financial modeling and model validation experience in financial industry

• Proficient with statistical software packages (SAS, SPSS), Microsoft Excel and Access

• Strong knowledge of statistical techniques(GLM, GAM, time series analysis, cluster analysis)

• SOA Exam P(probability), FM(financial mathematics) completed, FRM part1 candidate

Educations:

• Stuart School of Business, Illinois Institute of Technology Chicago, IL

M.S. in Finance (with concentration in Financial Programming) May 2010

• Ball State University Muncie, IN

M.A. in Mathematics May 2008

• Shanghai University of Electric Power Shanghai, China

B.S. in Mathematics June 2006

Experiences:

BBVA Compass Bank Birmingham AL

Associate risk officer, model validation group Apr2011-Present

• Perform independent reviews of models throughout BBVA Compass Bank

• Test models, evaluate the model methodology, the appropriateness of business use of specific models

• Document model validation results, discuss findings with modelers and provide modelers recommendations to improve models

• Projects completed: Summit model validation (market risk models), Kiodex model validation (market risk models), ALLL-environmental adjustment model validation, ALLL-unfunded calculation model validation (PD, LGD, EAD,CCF), Consumer Scorecard model validation.

First Tennessee Bank Memphis TN

Credit consultant, consumer products analytics and reporting group Aug2010-Mar2011

• Update the existed OD Matrix scoring model validation, FBR line increase criteria model, includes data extraction, data mining and data analysis

• Model validation and model enhancement for existed models

• Overdraft Refund Scorecard model development(GAM, Scorecard model)

• Develop remote deposit check risk analysis(Logistic regression model) to perform loss forecasting and loss tracking

• Perform month end data download from mainframe Focus and produced the summary report for internal use

East West Manufacturing Atlanta, GA

Statistical Analyst Intern June-Aug 2009

• Created Excel Quality Metric Reports from raw data collected with inspection reports for statistical analysis

• Data mining and manipulation to produce standardized forms for trend report generation and creation of graphic models

• Created instruction for reports generated and trained administration staff on use of the reports

Ball State University, Department of Mathematical Science Muncie, IN

Teaching Assistant Aug2006-May 2008

• Tutored undergraduate students Calculus I, II, III and Linear Algebra

Jiangyin Branch of Industrial and Commercial Bank of China Jiangyin, China

Intern, Financial and asset department June-Aug2005

• Adjusted accounts, reviewed income statements and balance sheets

• Performed data analysis with Excel for business loan projects

Computer skills:

• Mathematical Software : Familiar with SAS, SPSS, MATLAB, Latex, Mathematica, some experience in SPLUS, R

• Office Software : Microsoft Windows, Microsoft Excel, Access, Adobe suites, Macromedia Suites

• Programming : Familiar with C, VB, C++, some experience in .NET SQL

Activity/Affiliations:

• Tutoring high school students Algebra, Geometry; helping them to prepare for ACT Oct2007-May2010

• Member, Stuart Investment(student managed fund) Sep2008-May2010

• Member, American Mathematical Society Aug2006-May2008



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