Lead Quantitative Analyst2020 - PRESENTWells Fargo
Technologies: Python, Spark, SAS, Risk Modeling, GitHub
- Developed statistical and machine learning models in support of credit risk portfolios.
- Supported implementation and documentation of production models.
- Assisted in developing custom modeling tools used in model development and implementation processes.
Business Systems Engineer2019 - 2020Cardinal Financial Company
- Improved the design of an internal commissions application.
- Initiated an effort to develop an API to centralize back-office processes.
- Supported the development of a custom mortgage origination system for Cardinal Financial.
Senior Financial Analyst2010 - 2019Wells Fargo
Technologies: C++, SAS, Models, Mortgages, CVS, Subversion (SVN), Python, Bash, Windows PowerShell, Cygwin, SQL
- Led the implementation of a retail home lending credit risk model from SAS to C++ on a grid-enabled platform.
- Designed and developed auxiliary model processes to automate subsequent model updates and validations.
- Partnered with quantitative modelers to review and provide feedback on the model's correctness.
- Mentored junior analysts on model structures and implementation processes.
- Presented oral and written reports to internal and external auditing partners on model implementation correctness.
- Assisted financial analysts in understanding the model drivers, calculations, and the impact of valuations on the model.
Software Engineer2008 - 2010Flight Safety International
Technologies: C++, CAD, CVS, Perl
- Designed a flexible authentication scheme to correctly control the features, expiration dates, and other access levels in the company's software products.
- Developed airport modeling tools in C and C++ used by modelers to create realistic airports with Presagis Creator, 3D CAD software for flight simulation modeling.
- Created many smaller Perl and Python scripts for ad hoc development and installation tasks.