Managed a team of data scientists who support the Current Expected Credit Loss (CECL) and Capital Stress Test (DFAST) programs. The team used R, SQL, and statistical models to predict credit losses, prepayments, and mortgage spreads. A big part of our team's work was to effectively communicate our methodologies and results to our stakeholders, validators, regulators, and auditors.

First Republic Bank | Mar 2018 - Sep 2020

Director, Quantitative Analytics

N/A

First Republic Bank | Feb 2016 - Mar 2018

Manager, Quantitative Analytics

N/A

First Republic Bank | Dec 2014 - Feb 2016

Senior Quantitative Analyst

N/A

TransUnion | Dec 2013 - Nov 2014

Senior Credit Risk Analyst

Developed credit risk scorecards and marketing response models using SQL, SAS, and Xeno. Presented results and recommendations to executives and managers from two large banks. Researched reject inference techniques (that reduce sample bias) using statistical and machine learning packages in R.

Northwestern University | Sep 2012 - Dec 2013

Graduate Student

Full-time student in the MS in Analytics program. Worked on a number of short-term projects (3-9 months per project): Automobile insurance quote recommendations using machine learning methods (Allstate Insurance); Probability of default models where loan defaults are extremely rare (Bank of America); Time series methods to predict components of pre-provision net revenue (BMO Harris Bank); Forecasting blu-ray rental demand by title and location (Redbox)

Bank of America | Sep 2011 - Sep 2012

Quantitative Finance Analyst

Estimated and reported Basel I and Basel II capital impacts of predictive model changes using SQL and SAS.

Wells Fargo | Apr 2010 - Sep 2011

Financial Consultant

Designed reporting platform for Basel II regulatory, management, and public reporting using SQL and Hyperion Essbase.

Wells Fargo | Mar 2008 - Apr 2010

Business Systems Consultant

Reconciled financial data between multiple OLAP cubes (Essbase) using Access and Excel.

Aplia | Jun 2005 - Mar 2008

Subject Matter Expert in Economics

explanations

University of California, Berkeley | Jan 2003 - May 2005

Adjunct Instructor of Economics

Taught 20-person adjunct course for Introductory Economics

My Education

Take a look at my formal education

MS, AnalyticsNorthwestern University | 2013

BA, EconomicsUniversity of California, Berkeley | 2005

About Me

I lead a team of talented data scientists.

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