Vincent Ibia

- Enhance end-user model usage, performance, and codebase understanding - Edit model documentation and author minor rectifications proposed by validator teams - Investigate code in non-prod environments to become supporting model owner across grouped models - Perform quarterly and ad-hoc stress test and periodic model revalidations

- Authoring Python Jupyter notebooks for eligibility tests (RFET) for different risk-factors - Novice C# coding, contributing to the Trading Book evaluation platform (FRTB) - Analysis and modification of internal VBA/COM software for asset pricing - Light debugging of large F# solution used for volatility surface fitting

Programming/Technical - Develop new SQL and ElasticSearch queries for aggregate auditing and monitoring - Author ad-hoc Python scripts to facilitate client solutions Project Management - Interact with business, IT, and technical contacts via email, phone and video - Simplify and document integration methods for internal teams and clients Cross-functional - Collaborate with internal teams and customers to solve data problems - Aid engineers with data normalization and storage systems for scalability

- Determined opportunities for automation using Tableau Server, HP Vertica, HIVE and other technologies - Analyzed revenue, CTR, conversion rates and other financial metrics related to clients and publishers. - Managed A/B tests of incrementality, including design, statistical analysis and presentation of results.

· Identify KPI and KSI measures to test, implement, audit scorecards for management. · Provide analysis of portfolio/market trends using indices like the CPI. · Understand the analytic framework for underwriting decision software controlling loan application quality. · Work on asset grading and financial modeling projects to measure/project loss indicators like LTL. · Review reports of 4 peers for consistency and as part of collaboration. · Perform Ad-hoc analysis using Microsoft SQL, and Excel

Coursework included -Stochastic Calculus -Network Optimization -Python / R programming - Interest Rate Modeling - Derivatives Pricing

HBX CORe (Credential of Readiness) is a 120-150 hour certificate program on the fundamentals of business from Harvard Business School. CORe is comprised of three courses - Business Analytics, Economics for Managers, and Financial Accounting – developed by leading Harvard Business School faculty.