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