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Resume Yuming Deng 2015
Resume Yuming Deng 2015
Resume Yuming Deng 2015
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.
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.
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.