Professional consultant with broad experience in data analysis, software and database development in the area of credit finance. Firm academic grounding in software engineering, math, finance and statistics. Superior analytical aptitude with ability to produce results with a high degree of accuracy under tight deadlines. Able to develop recommendations for decisions based on data and critical thinking. Experience with different phases of software development life cycle and knowledge of systems analysis, data modeling and process modeling. Experience in "Scrum" and "Kanban" agile software development frameworks. Skills in programming languages: C#, VBA. Experience in data analysis and data mining using SQL, MDX and SAS programming languages. Experience with SQL Server, SSAS and OLAP database technologies.
Independent Consultant April 2011 to CurrentBancLab LLC － New York, NY
Project based consulting, data analysis, software and database development in the area of credit finance.
As a subcontractor to Ernst & Young, performed annual reviews of the SAS and SQL based financial models for the U.
Treasury's Troubled Assets Relief Program (TARP).
TARP models are very complex in design and modeling approach and span tens of thousands lines of code.
The models read data from several data sources and perform complex calculations to forecast performance of financial instruments worth of billions of dollars.
Supporting documentation spans hundreds of pages.
Review process was time sensitive with well defined deadlines.
Responsibilities: Analyzed the model structure, relationships between database tables and built flowcharts to facilitate the analysis of model logic.
Performed a line-by-line review of the SAS and SQL code to assess the technical accuracy of the model code.
Validated the consistency of the SAS and SQL code against model documentation.
Performed white-box and black-box testing of the models.
Assessed input data for completeness, the appropriate timeframe, and any outliers.
Environment: SAS, SQL Server, Excel.
Performed maintenance and periodic updates of the BancLab's proprietary credit risk data warehouse of small business loans.
Assisted with data analysis and added new functionality to the data warehouse.
The data warehouse contains millions of transactions and feeds data into the OLAP cube that performs complex calculations to analyze and forecast performance (prepayments, defaults, recoveries, and losses) of small business loans.
Responsibilities: Assessed new data for completeness, the appropriate timeframe, and any outliers.
Performed data cleansing using statistical methods.
Documented data anomalies and recommendations on how to resolve them.
Loaded new data into the data warehouse using the ETL process.
Integrated statistical model into the data warehouse to forecast default, prepayment, and loss performance.
Added new and modified existing formulas in the OLAP cube to expand its functionality.
Software Developer September 2005 to April 2011BancLab LLC － New York, NY
Provider of customized credit risk analytics and risk management tools for small business lending.
Data Warehouse of Small Business Loans Completely designed and developed a data warehousing solution to support company's credit risk database.
The data warehouse contains millions of transactions and feeds data into the OLAP cube that contains complex calculations to analyze performance (prepayments, defaults, recoveries, and losses) of small business loans.
The development of the data warehouse led to a 90% reduction in the time required to produce loan performance reports.
Responsibilities: Collected user requirements, performed feasibility analysis, proposed functional and technical specifications.
Analyzed the structure and business meaning of the source data, designed and implemented the ETL process.
Designed and implemented fact, dimension tables and OLAP cube.
Determined key statistics to analyze loan performance and implemented these statistics as calculated members in the OLAP cube.
Provided end-user support and training for the users of OLAP cubes.
Environment: SQL Server, SSIS, SSAS, MDX.
Loan Performance Analyzer Assisted in analysis, design and implementation of a web-based application that provides users with real-time access to performance and static data information of small business loans spanning 30 years.
The application enabled users to drill the entire data across any of the available risk factors (such as industries, regions, maturities, and loan sizes) to gather intelligence on the performance of various sectors, and forecast credit performance against various macroeconomic stress scenarios.
The application used OLAP cubes as its primary data source.
The development of the application led to a 99% reduction in the time required to produce loan performance reports.
Environment: SQL Server, SSAS, MDX, C#.
Risk Rating System Assisted in development of a web-based credit risk rating system for a regional bank.
The application estimated Probability of Default, Loss Given Default, Expected Loss parameters and analyzed loan portfolio performance.
Environment: SQL Server, C#.
MS : Economics, 2004National UniversityBelarusGPA: Summa Cum Laude) Leading university in Belarus in the fields of science and engineering.Economics Summa Cum Laude) Leading university in Belarus in the fields of science and engineering.
BS : Software Engineering, 2004State University of InformaticsBelarusSoftware Engineering Leading university in Belarus in the fields of computer science and software engineering.
Completed substantial coursework in finance, statistics, and mathematics.
U.S. Department of the Treasury
approach, consulting, credit, credit risk, Version Control, data analysis, data warehouse, Database, database development, data warehousing, documentation, ETL, finance, financial, functional, languages, logic, mathematics, Access, C#, Excel, modeling, OLAP, Programming, Project Management, read, real-time, risk management, SAS, software engineering, SQL Server, SQL, statistics, tables, user support and training, Treasury, VBA