Fannie Mae Washington, DC Jun 18' - Sep 20'
Quantitative Analyst, Model Risk Management
- Researching the history of macroeconomic variables related to mortgage finance; reviewing the literature around the inclusion of unemployment in delinquency and default models; testing the inclusion/exclusion of macroeconomic variables in models; and preparing a presentation with recommendations for the Model Risk Oversight Committee
- Working on a team of up to five other reviewers on model reviews/revalidations, including evaluating component econometric models and their usages, methodologies, assumptions, and limitations; checking and running code; and writing a final review memo for 7-10 reviews per year.
- Applying machine learning techniques including random forest, gradient boosting, and neural networks to improve upon current models in model reviews, in a group project for a python reading group, and in a company sponsored hackathon.
The Economics Department at UMD College Park, MD Oct 16' - Oct 17'
Research Assistant
- Under Dr. Murrell: Collected and cleaned biographical data for over 150 judges of the English courts during the 16th and 17th centuries; tested and implemented imputation techniques for missing data to enable increased data utilization
- Under Sai Luo, a graduate student at UMD: Collected data on the annual volume of SAT test-takers per state; provided suggestions on alternative data sources including adding ACT data; improved and automated the data collection and cleaning process.
NASA Goddard Goddard, MDJun 17' - Aug 17'
Data Analytics Intern, Supply Chain Risk Management, Safety and Mission Assurance Division
- Compiled and analyzed data on over 750 NASA contracts and created data visualizations in Tableau of current supply chain relationships for two NASA missions.
- Presented a poster on my data analytics contributions to over 2,500 staff and interns at a Goddard Summer Intern Poster Session and at a Directorate-wide meeting.
The FDIC Washingon, DC May 16' - Aug 16'
Risk Analysis Intern, Anti-Money Laundering and Risk Analysis Branch, Risk Management Supervision
- Led a 3-person research group on Fintech relevant to banking and the FDIC that resulted in an unpublished paper and a briefing with the Director of the Risk Management Supervision.
- Performed a literature review on the creation of De Novo banks during the Great Recession which resulted in a list of questions and answers for a briefing of the Chairman of the FDIC.
- Synthesized 80 Reports of Examination into a single matrix of violations; independently analyzed and presented on trends by institution/region.