wan peng

financial engineering iv

About

* 10+ years’ work in financial institutions with advanced degrees in Economics and Statistics * Experience of applying advanced financial/economic analytical methods and models to processes like valuation of assets and risk projection under varying economic scenarios * Strong quantitative skills and critical thinking skills; 8+ years’ experience in SAS, ability to handle large data using SQL, Oracle and UNIX * Ability to work in a team environment as well as work independently in a lead role with limited direction Specialties: * Statistics: SAS (Base, Macro, ODS, Reports, Graph, Access), Decision Tree * Database: SQL, Access, Oracle, TERADATA, Visual Basic Application(VBA), Excel, Hyperion Essbase * Operating System: Windows and UNIX * CFA Level III

Country

united states

City

rockville

Industry

financial services

Skill

sas, statistical modeling, quantitative analytics, analysis, business analysis, sql, vba, data analysis, analytics, portfolio management

Experience

financial engineering iv

fannie mae

2011-1 - Present · 15 yrs 9 mos

senior analyst

jpmorgan chase & co.

2008-1 - 2011-1 · 3 yrs 1 mo

* Maintain large datasets and validate data quality, support ad-hoc requests of various functional areas * Conduct quantitative analysis (linear regression, logistic regression, and etc in SAS) to model marketing risk * Assist project owner to build business case * estimate return on investment with analysis on projected revenues, upfront costs and ongoing operations expense * Provide strategic supports for new program design * analyze impact of proposed projects and system changes on cost savings, revenue and customer experience. Present recommendations to operations executive committee * Export information from various systems * responsible for delivering & communicating monthly financial fee reports to 5 Business Unit CFOs and enhance reports accordingly

business analyst

capital one

2006-6 - 2008-4 · 1 yr 11 mos

* Developed valuation model to incorporate varying marketing scenarios * built statistical tools to forecast response probability * piloted Account Level Net Present Value (NPV) model to develop product strategy * Collaborated multiple teams for execution, managed communications with agent networks & IT support, monitored and documented any non-compliance activities * Performed monthly portfolio monitoring & program evaluation * led performance evaluation, presented monthly updates to senior management team and provided continue/shut-down recommendations * Monitored credit risk models & tracked external credit environmental trending * implemented necessary changes for risk control purpose