Exceptional leader talented at [Skills set 1], [Skill set 2] and [Skill set 3]. Technically-savvy with outstanding relationship building, training and presentation skills.
Client assessment and analysis
Risk management processes and analysis
Attention to detail
to Current Plymouth Rock – Red Bank,
Led a team of four statisticians and two IT analysts toward the conception, development, testing and implementation of prospect valuation models.
Provided evidence (by use of projected valuation methods) that the anticipated profits due to the model's selections are superior to the profits made by conventional marketing methods.
Models are saving hundreds of thousands of inefficiently spent funds toward acquiring new, profitable customers.
Models (prototyped in Core Java and were put to production in SAS) support independent agent , online leads, e-sales, direct mail operations.
Customer Life Time Model - Designed a model that predicts the net present value of incoming and existing customers.
Mentored several statisticians on the model components and the synergy between statistical and financial parameters.
The model is using state-of-the-art valuation methods combined with modulated expenses, losses and various propensities, at the individual level.
Retention Analysis - Conducted studies of survival analysis methodologies in disciplines where survival metrics are of paramount importance to the life of a corporation.
Building innovative time-to-event model, not previously tried in the auto-insurance business.
Cox Proportional Hazards and Cox non-proportional Hazards with time dependent covariates).
Attribution Modeling - Leading a 4-member team to develop in-house model that will optimize usage of marketing resources toward the acquisition of new business.
This project is expected to optimize usage of marketing costs.
Growth modeling - Leading a study to assess the effect of new business to the growth of a company.
Studying ways to ensure that company stays on a healthy growth road, avoiding exhaustive underwriting expenses that can be lethal to its health.
Senior Technical Lead10/2006
to 05/2013 AIG – NY
Economic Capital - Led the validation of a credit Risk model (Moody's Analytics's KMV) and constructed in-house techniques to validate model.
Built an Asset correlation model to benchmark Moody's correlation structure, a highly proprietary application.
Home Price Index Forecasting - Led the validation of a vendor supplied HPI predictive model for every metropolitan area in the United States.
Model was based on physics analog of forces acting upon a mass and string paradigm.
Built a benchmark model in a java application that tested the prowess of the vendor model.
Stochastic Portfolio Optimization - Worked with Senior AIG analysts and built object oriented implementation of stochastic model based on published literature on moments methods.
Market Risk - Led the vendor provided models for market risk scenarios based on Monte Carlo and historical scenario techniques.
Market Data - Led the architecture, modeling of data cleansing and storage techniques by employing FAME and relational databases and state of the art validation techniques.
Senior Lead/Assistant Treasurer12/2000
to 10/2006 Bank of New York – NY
Market Risk Batch process - Served as primary lead person for Bank of New York market risk batch processes, including troubleshooting of financial models and validating daily risk results.
Market Data - Developed techniques to ensure data and processes were aligned to each other with preventive messaging capabilities across the board to ensure timely resolution of conflicts.
Market Data Feeds - Developed processes to ensure market data would be received from Bloomberg, RiskMetrics and other vendors in a timely manner, validated and stored in financial databases (Fame, Oracle).
Ph.D: Applied Physics and Nuclear EngineeringColumbia University-
Applied Physics and Nuclear Engineering
M.Sc: Applied Physics and Nuclear EngineeringColumbia University-
Applied Physics and Nuclear Engineering
B.Sc: Nuclear EngineeringPolytechnic school of New York University-
Nuclear Engineering Attended courses in Computer Technology, Financial Mathematics, Statistical and Stochastic Methods at Columbia University and online.
Member, Sigma Xi the international scientific research society Member, Institute of Electrical and Electronic Engineers (IEEE).