Credit Risk/ Statistical/Business/Quantitative Analyst

Arundhati Ghosh

Certified Base SAS Programmer

http://www.linkedin.com/in/arundhatighosh

***, **** *** *, ***-9, Fargo, ND 58102

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CORE COMPETENCIES

Statistical Analysis: Predictive modeling techniques, regression analysis, time series data modeling and forecasting, segmentation analysis, risk score cards

Software Tools: SAS (Base SAS Certified), MS Excel, MS Access, E-views, ITSM 2000

Operating Systems: Mainframe, Windows, UNIX (Solaris)

Financial Analysis: Cash Flows, Capital budgeting techniques, Net Present Value analysis, scenario and sensitivity analysis

ACADEMIC BACKGROUND

MS-Statistics & MBA, North Dakota State University, Fargo, USA, Fall 2007 – Present, CGPA: 3.57

MS-Quantitative Economics, Indian Statistical Institute, Kolkata, India, Fall 2003- Spring 2005, CGPA: 3.4

BS-Economics (Minor-Statistics & Mathematics), St. Xavier’s College, Kolkata, India, Fall 2000-Spring 2003, CGPA: 3.7

PROFESSIONAL EXPERIENCE

Graduate Research Assistant

NDSU College of Business, Fargo, ND

Aug-2007 - Till date

- Scalogram analysis to analyze the time frequency property of wavelet transformations.

RAIN Fund Investment Analyst

NDSU Research and Technology Park Inc. Fargo, ND

Jul-2008 - Aug-2008

- Investment Analysis for managing Angel Investment Fund (part of Rain Source Capital) and Due Diligence for the new tenants in the Technology Business Incubator.

Risk Analyst

HSBC-Holdings, US Risk Management team, India

Sept-2006 - Mar-2007

- Segmentation Analysis: The subprime lending needed to be re-categorized due to the policy changes in 2005. Based on the new ‘bad’ definition, a new model was developed.

- Capacity Planning: Volume Forecasting; Forecast dialer volumes on a short term and long term basis.

Business Analyst

GE Capital International Services (GENPACT), India

Jul-2005 - Sept-2006

- Behavioral scorecard: Statistical Model Development (& Validation), score calibration on automobile financial data.

- Excel based Financial Calculator: Tool for carrying out Technical & Fundamental analysis and fitting trend to the data.

- Asset Categorization: Evaluate the present categorization and provide new and meaningful categorization for better and profitable management of assets.

Statistical Data Analyst Intern

Bridgetree Inc., India

Summer 2005

- Mailing List: Preparing mailing list for business to carry out with their product advertisement.

GRADUATE PROJECTS

North Dakota State University, ND, USA

- Bootstrapping In Regression: Background Literature, developed confidence interval for the slope parameters using bootstrap samples.

- Finance Case Study: Economy Shipping Company; used capital budgeting techniques (including NPV analysis, sensitivity analysis and scenario analysis) to get a solution against two possible alternatives.

- Poster Presentation on Implementation of Target Costing: Factors driving for target Costing, Implementation Process and Issues, Value engineering, Implementing through balanced scorecard.

- Marketing Plan: Developing Business Plan for an Intelligent Toys Company.

- Business Strategy Failure for General Motors.

Indian Statistical Institute, Kolkata, India

Univariate and multivariate (checking for second order volatility)analysis of time series data, checking for stationarity, unit root testing, model building and break point analysis.

Mentor: Dr. N. Sarkar

CERTIFICATES, AWARDS & SCHOLARSHIPS

Base SAS Certification, SAS Institute, 2009

Silver Award, 2005: For best performance in the scorecard building project by GECIS

National Scholarship, Indian Statistical Institute, (2003-2005): Awarded on the basis of performance in all India entrance examination, 2003

ACTIVITIES

Member: American Statistical Association

Organized the seminar "West Bengal Economy: Looking Ahead” (October 2001) as a member of the student committee

Worked for a business tie up (2005) for GECIS with Indian Statistical Unit

PUBLICATION

Fractional Integration in Commodity Futures Returns, Financial Review, 2008; Worked with Dr. John Elder

http://www.thefinancialreview.org/Financial-Review-Abstracts-Forthcoming.html

Unemployment in India, SXC Magazine, 2002

Structural, seasonal and frictional forms of unemployment present in India; means to measure unemployment and statistical data summary for a period of ten years.

Mentor: Dr. R. Nag

References: Available upon request

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