Jimmy Deng

Email: ymdeng@yahoo.com, Phone: (813) 448-6706

SUMMARY

PhD in Agricultural Economics and Statistics with over 15 years work experience in credit card
acquisition/activation, financial and retail product marketing campaign, auto and mortgage loan
default and prepayment prediction, customer segmentation, cash flow forecast for marketing
campaign and auto loans, Fair Lending Analysis, Basel compliance, financial fraud, and clinical
trials from Wells Fargo, Bank of America, PNC Financial Services, J.P. Morgan Chase, Orbitz,
Nextel Communication, Pricewaterhousecoppers (PWC), Massachusetts Institute of Technology
(MIT), Financial Industry Regulatory Authority (FINRA), Scientific Research Excellence (SIREX),
and Consulting Organizations.

Developed predictive models used for marketing campaign targeting and customer retention.
Scorecard models for mortgage loan approval automation. Competing risk churn models for
proactive action. Statistical and econometric models for defending Fair Lending charges and
demand elasticity estimation. Time series ARIMA models for cash flow forecast of auto/credit
card loans. Probability of mortgage loan default models for Basel compliance.

Solid background and work experience in statistical data analysis and Generalized Linear Models
such as logistic, probit, generalized logit, and regressions with limited depended variable Tobit
model, Scorecard Model, and survival proportional hazard model.

Solid knowledge of linear and non-linear regressions, and time series ARIMA model. Built
nonlinear model for Zebra Mussel control cost estimate and simulation for Dissertation using SAS/
Proc Model procedure.

PROFESSIONAL EXPERIENCE
Wells Fargo, McLean VA (Contract, work remotely from home)
09.2014 12.2014
Sr. Statistical Modeler
Worked within Wells Fargos Corporate Model Risk (CMoR) team. Validated home mortgage retail
credit loss models in compliance with The Federal Reserves Capital Plan Rule and the associated
annual Comprehensive Capital Analysis and Review (CCAR).
Evaluated evidence in support of all model choices, including the overall theoretical construction,
key assumptions, data, specific mathematical calculations, and consistency with published
research and sound industry practice. Following the supervisory guidance on model risk
management of the Board of Governors of the Federal Reserve System Office of the Comptroller
of the Currency (OCC).
Reviewed model documentation about model concept, business requirement, model process,
data source, and model implementation. Review SAS code of data process and model creation.
Reviewed and validated model data and replicated model results for validation in various
modeling stages.
Provided statistical data summary, charts, and analyses of home mortgage loans using SAS/Base,
SAS/macro, SAS/SQL, SAS/EG, SAS/STAT, and SAS/EM to generate model test measures, such as
back-testing, to assess the accuracy of estimates or forecasts, rank-ordering ability, or other
appropriate tests on model sample.

ADECCO USA, North America (Contract, work remotely from home)

08.2013 08.2014
Sr. Statistical Modeler
Provided statistical data summary, and analyses of retail customer purchases by using SAS/Base,
SAS/macro, SAS/SQL, SAS/EG, SAS/STAT, and SAS/EM to generate insights and communicating
those insights to guide marketing business decisions.
Applied statistical methods of significance testing, sampling, experimental design, regression
analysis, and cluster analysis to support the retail marketings analytical initiatives.
Automated reporting process using SAS/Macro, SQL, and Excel pivot table to build reporting
infrastructure of retail marketing and analysis.
Prepared model development samples and other datasets for various statistical modeling
exercises. Performed ad-hoc analyses by querying different data sources using SAS/SQL Server,
summarizing and presenting the results in Excel or PowerPoint.
Developed logistic predictive models used for marketing campaign targeting and customer
retention for active and lapsed customers.
Built time series models for forecasting sales and profits based on historical retail transactions
and Moodys economic and consumer data series using SAS/ETS.
Used SAS Enterprise Guide, SAS Enterprise Miner, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL
PNC Financial Services, Pittsburgh, PA (Contract, work remotely from home)
03.2012 08.2012
Sr. Statistical Analyst
Applied SAS data steps and procedures to estimate profit and loss of consumer loans over the
months of performance on book.
Processed and summarized auto loan data to estimate components of revenues and expenses for
calculating economic profit and loss measures at individual and portfolio level.
Automated the profit and loss and data abnormality reporting in UNIX platform, using Excel Pivot
table and SAS macros.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL.
Orbitz, Chicago, IL (Contract)
06.2011 11. 2011
Sr. Statistician
Provided statistics and SAS support, and conducted extensive analyses of rich data by using SAS,
SAS/macro, SAS/SQL, SAS/EG, SAS/STAT, and SAS/EM generating insights and communicating
those insights to guide business decisions.
Applied statistical methods including significance testing, sampling, experimental design,
regression analysis, and cluster analysis to support CRMs statistical and analytical initiatives
website and email marketing.
Used SAS and SAS/SQL to prepare SAS data for modeling and statistical analysis.
Used SAS cluster procedures to segment customers used in marketing loyalty program.
Developed customer life time value to support email marketing including probability and
monetary value of purchase of next year.
Used SAS Enterprise Miner decision tree to model number of days before departure a customer
will attach a hotel.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner.
Bank of America, Charlotte, NC
08.2010 05. 2011
Sr. Statistician
Validated statistical models used in credit card account acquisition, credit line assignment,
mortgage insurance loss forecast, loan loss recovery, and probability of mortgage loan default
(PD) and payoff.
2

Evaluated evidence in support of all model choices, including the overall theoretical construction,
key assumptions, data, specific mathematical calculations, and consistency with published
research and sound industry practice.
Reviewed model documents and program code in SAS and SQL. Validated model results by
independently reproducing the model output.
Assessed the accuracy of estimates or forecasts, rank-ordering ability, or other appropriate tests
on model sample.
Conducted back-testing for the comparison of actual outcomes with model forecasts during a
sample time period not used in model development and at an observation frequency that
matches the forecast horizon or performance window of the model.
Performed validation of models in UNIX environment.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner.

J.P. Morgan Chase, Columbus, OH (Contract)

03.2010 07.2010
Sr. Risk Analyst
Based on existing model framework, updated and implemented mortgage risk models to forecast
probability of default (PD) for Basel II capital reserve, like how much capital banks need to put
aside to guard against the types of financial and operational risks banks face based on estimates
of loss given default (LGD), capital exposure at default (EAD), and risk weighted assets (RWA).
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL.
Data Computer Corporation of America (DCCA), Ellicott City, MD
04.2008 12. 2009
Sr. Principal Analyst
Managed and developed programs to automatically generate summary report of Medicaid drug
utilization (large-scale pay for reporting program) across comparable quarters at national level.
Developed programs to generate Medicaid State Drug Utilization Top 50 Report run automatically
upon request.
Conducted statistical analysis of the State Medicaid Drug Utilization to identify data abnormality.
As result of the analysis, developed a screening scheme to detect possible data errors in
quarterly state data. Developed SAS and SQL routines to automatically screen state tapes for
potential errors before loading to the database.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, and JCL.
Financial Industry Regulatory Authority FINRA, Rockville, MD (Contract)
04.2007 03.2008
Risk Management Consultant
Provided statistics and SAS support, and conducted extensive analyses of rich data by using SAS,
SAS/macro, SAS/SQL, SAS/EG, SAS/STAT, and SAS/EM to monitor and identify transactional
fraud of Dow and NASDAG member firms, regulatory violations, and financial risk.
Wells Fargo, Frederick, MD (Contract)
11.2005 03.2007
Risk Management Consultant
Prepared large loan and credit data using SAS programs in UNIX platform for modeling.
From scratch, developed mortgage scorecard model to assess applicants credit risk, such as
probability of Default (PD), using SAS Enterprise Miner scorecard that is based on a number of
characteristic inputs, each characteristic is comprised of a number of attributes.
Conducted statistical analysis such as ID Prime and Sub Prime loans in SAS/EM.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner.

Pricewaterhousecoppers (PWC), Washington, DC

03.2005 10.2006
Sr. Associate, Regulatory Advisory Services
Assessed whether race or another prohibited basis is a significant factor in pricing or underwriting
decisions in a factorial regression model framework, while controlling for other sources of
variance such as credit scores, LTVs, and many other factors associated with the lending process.
Validated statistical and non-statistical models used for credit risk management, asset valuations,
and accounting purposes. Such as Mortgage Prepayment, Default, loss forecast models for
Freddie Mac, Countrywide, AmeriQuest, GMAC, UBS, and First National Bank.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL.
Nextel Inc., Atlanta, GA
04.2004 02.2005
Sr. Statistician
Provided statistics and SAS support, and conducted extensive analyses of rich data by using SAS,
SAS/macro, SAS/SQL, SAS/EG, SAS/STAT, and SAS/EM generating insights and communicating
those insights to guide business decisions.
Developed predictive models such as churn, response, and up-sell & cross-sell models. This
modeling process includes the evaluation of needs, selection of appropriate methodology,
estimation of model, and documentation. Developed statistical models, segmentation schemes
and data-driven analyses supporting marketing campaigns.
From scratch, developed probability of attrition (PD) models under "competing risks," which
results in more accurate prediction.
Performed various data-driven analyses such as unit type churn, area and channel churn, and
corporate specific churns, etc.
Prepared large Data including data pull from data mart roll up accounts level data to household
level merge and/or set to campaign mail files. Developed macros for repeated data analysis such
as response, balance, and channels, etc. NPV calculation using data steps including do loops and
arrays.
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner.
Fleet Bank, Waltham, MA
03.2001 03.2004
Sr. Statistician
Conducted direct marketing campaign analysis such as listing, tracking, analysis of campaign
variables (audiences, offers, messages, and channels), and campaign measurement (response
/activation, account balance, channel usage, attrition/retention, and profitability.)
Developed and improved campaign measurement and analytical approaches that can effectively
be utilized for solving business issues, such as customer age, gender, marital status, branch
distance, tenure, and mail exposure etc.
Conducted cost benefit analysis of campaign projects using standard metrics such as NPV and
IRR.
Conducted and completed various campaign and pre campaign analyses: Small Business Service
(SBS) Lead Generation Analysis, SBS Trade-Up Analysis, various SBS BCE Analyses, Retail ATM
Analysis, New DDA Profiling, Debit Card Increased Usage, Debit Card Activation, Debit Card
Profiling, and Debit Card Targeting Strategy.
Performed data processing including data pull from data mart in UNIX platform, roll up accounts
level data to household level, merge and/or set to campaign mail files. Write macros for repeated
data analysis such as response, balance, and channels, etc. NPV calculation using data steps
including do loops and arrays.
Worked on setting up campaigns for production of marketing campaign populations. Coordinated
inflow and outflow of fields into campaign data. Created and cut mailing list for production.

Provided guidance to other team members. Analysis measures include campaign offers,
response/activation, account balance, channel usage, attrition/retention, duration, and campaign
profitability (NPV).
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner.

MORE PROFESSIONAL EXPERIENCE

Wolters Kluwer Financial Services - Boston, MA (Contract)
1/2006 10/2007
Sr. Statistician
Developed statistical models to account for racial denial and pricing disparities in defending a
banks right against fair lending charges of OTS.
Successfully accounted for disparities using important determinants of underwriting or pricing
decisions, such as credit scores, loan-to-value ratio, debt-to-income and others.
Developed predictive models in loan pricing and decision (approval/decline) for disparities
analysis in the Fair Lending Wizard Web for their bank clients.
Massachusetts Institute of Technology (MIT), Cambridge, MA (Contract)
10/2003 5/2004
Sr. Economist Consultant
Developed the Linear Expenditure Model to estimate demand on telecom services - fixed phone
line access, mobile access, Internet access, broadband, and cable/satellite TV.
Estimated income, price and cross price elasticity of telecom services.
Developed econometric model to measure the regulatory impacts on telecom investments in the
context of the Telecom Act of 1996 promoting competition by requiring provision of Unbundled
Network Elements (UNE's) of the Incumbent Local Exchange Carrier (ILEC).
Credit Card and Clinical Trials Company - Chicago, IL
10/1996 - 3/2001
Sr. Statistical Modeler / Statistical SAS Programmer
Built various models such as response, Tobit model, probability of default, and hazard models.
Performed data processing including data pull from data mart in UNIX platform.
Utilized UNIX shell scripts to manage SAS jobs.
Developed SAS programs and extensively used SAS macros and put statement for data
management, statistical analysis and report generation, such as derived data set, statistical
tables, data listings, and graphs to fit statistical plan.
Applied knowledge of statistics to fulfill primary duties, and used SAS/Base, SAS/Macro, SAS/SQL,
SAS/Graph, and SAS/Stat Procedures including Proc UNIVARIATE, Proc FREQ, Proc MEANS, Proc
CORR, Proc GLM, Proc LOGISTIC, Proc LIFETEST, and Proc PHREG.
Reviewed work for quality, accuracy, and adherence to companys systems and procedures as to
improve productivity, accuracy, quality, and ease of modification
Used SAS Enterprise Guide, SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS Enterprise Miner,
Unix, JCL.
SAS SKILLS
SAS/Base, SAS/Macro, SAS/Stat, SAS/SQL, SAS/JMP, SAS Enterprise Guide, SAS High-Performance
Forecasting/SAS Forecast Studio, SAS Enterprise Miner, IKM TeckChek SAS Test Score: 93/100.
EDUCATION
Ph.D., Agricultural Economics and Statistics, The Ohio State University, Columbus, Ohio
M.S., Economics, The Ohio State University, Columbus, Ohio
B.S.,
Agricultural Economics, University of Hohenheim, Baden-Wrttemberg, Germany
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