Senior Quant Modeler, Single Family Models & Analytics Private company
Developed and deployed a state-space Kalman filter model for aggregate-market nowcasting and forecasting. Reduced back-tested error by more than 20% and supported executive reporting, monitoring, and business analytics decisions.
Quantified forecast uncertainty through mathematical and statistical methods and Monte Carlo simulation, replacing conservative worst-case confidence bands with calibrated estimates for risk management. Built end-to-end random forest, XGBoost, and LightGBM classification pipelines for affordable-housing loans using Python, SQL, and millions of Snowflake application records.
Addressed internal model-risk audit and federal-regulator inquiries by delivering challenger models and sensitivity analyses across production deployments. Partnered with underwriting and other cross-functional teams to improve processes and model governance.
