Thomas W. Email & Phone Number

San Diego, California, United States

Greater San Diego Area

Greater San Diego Area

Greater Denver Area

Apply historical data and various statistical techniques to help Square Two make the most profitable and efficient business decisions. Perform ad hoc analysis on asset performance. Create predictive models using SAS applications, returns, and exposure data. These models are used for pricing, ERP studies, and customer segmentation.Gather, maintain and perform descriptive and multivariate analysis of data for predictive modeling .Monitor and analyze historical trends in exposures and returns of various loan portfolios.

Boulder Colorado

Tutor students in Economics and Math

Boulder, Colorado

Data Analysis in support of risk based reserving, Basel II,III and CRM marketing.Perform pre-modeling data preparation and scrubbing for actuarial and predictive modeling.Assisted in the development of predictive models by gathering and maintaining data, and performing descriptive and multivariate analysis of data.Monitored and analyzed historical trends in exposures and losses of various loan portfolios. Assisted in the creation of linear and logistic regression models using SAS applications, losses, and exposure data. These models were used for pricing, reserving, and attrition studies.Simulated a time series mortgage loan portfolio of 100,000 loans. Using the simulation I created a PD, LGD, EAD model where I did an exposure analysis, forecast several reserve levels and conducted stress testing. Created automated reporting dashboard using excel and SAS, for Buffalo Academy monthly transactions.

Cu Economics Department

Gathered Information from historical documents using Excel.

Education record

Formal Training in enterprise risk management using both econometric and actuarial techniques.

Master Of Science - Ms, Data Science And Engineeing

Bachelor Of Arts (Ba), Econometrics And Quantitative Economics