-Lead model development components of new comprehensive credit risk framework from development through validation.-Took over primary model ownership and development for in-house credit risk models. -Designed and implemented new suite of benchmarking models inlcuding 7 in house and vendor models.

Implemented Moody's RiskCalc for benchmarking in house credit modelsDeveloped new pricing and risk analytics methodology for advances based on the volatility of system specific cost of funds curveDeveloped new probability of default based methodology for counter party risk using Moody's CreditEdge and Python

Built Japan Macro Scenario Model for the Capital IQ platform, the second non-US model for this major product. o Model design included variable identification, data acquisition, univariate analysis, data cleansing, model selection, and model building in MATLAB. o Product build included refactor and redesign for repeatability; Documentation included a “how to” manual for additional models.Developed script to automate data cleaning procedures including integrating data from multiple… Show more Built Japan Macro Scenario Model for the Capital IQ platform, the second non-US model for this major product. o Model design included variable identification, data acquisition, univariate analysis, data cleansing, model selection, and model building in MATLAB. o Product build included refactor and redesign for repeatability; Documentation included a “how to” manual for additional models.Developed script to automate data cleaning procedures including integrating data from multiple sources and introducing new variables.Brought on after completion of internship to work part time concurrently with degree. Show less

Worked with data team to deliver private equity to institutional investor clients.• Compiled structured and unstructured data on private equity transactions and capitalization for sale to institutional investors by analyzing quarterly reports and other online sources.• Researched categorization methods of infrastructure funds to assist the firm in predicting investments’ exposure to various risks.

Delivered quantitative insights on private equity regarding institutional portfolios and fund originators.• Assessed the competence of 10+ private equity firms by comparing their performance to the market’s through regression and alpha analysis, guiding Landmark's valuations of firms it planned to purchase.• Analyzed the quantitative effects that various exposures had on institutional investors’ success using Monte Carlo analysis and created presentations on findings for clients and… Show more Delivered quantitative insights on private equity regarding institutional portfolios and fund originators.• Assessed the competence of 10+ private equity firms by comparing their performance to the market’s through regression and alpha analysis, guiding Landmark's valuations of firms it planned to purchase.• Analyzed the quantitative effects that various exposures had on institutional investors’ success using Monte Carlo analysis and created presentations on findings for clients and business partners.• Queried large data sets for various financial analyses from Prequin, Thomas Reuters, and Burgiss. Show less