CV
Objective Improve business decision-making, with underutilized data and statistical analysis.
Methods Python, SQL, R (tidyverse); Statistical Analysis, Predictive Modeling (gradient boosting machines)
Work Experience
The Home Depot May 2022 - Present
Data Scientist
- Quantify relative price elasticities for commodity products.
Sezzle Feb. 2021 - May 2022
Data Analyst - Credit Strategy
- Developed, deployed unsupervised learning algorithms for anomaly/fraud detection.
- Developed unsupervised and supervised scoring models of customers’ engagement, maintenance, and risk.
- Developed a machine learning model of credit risk, to forecast new customers’ loan repayment performance. Interpreted model and recommended immediate improvements to existing credit limit model. Containerized the model pipeline.
Bank of America Mar. 2020 - Feb. 2021
Risk Strategy Analyst
- Coded backtests to evaluate competing home price prediction models.
- Built R Markdown workflows for automated monitoring of home price prediction accuracy.
Federal Reserve Bank of Dallas Jan. 2017 - Mar. 2020
Economic Programmer/Analyst - Regional Economy Research Mar. 2018 - Mar. 2020
- Backtested predictive models of 12-month job growth for Texas metros, in R. Examined 200 potential economic predictors using conventional time series models and machine learning algorithms. Recommended a simple historical average forecast strategy, based on model errors.
- Re-built Texas monthly employment growth ‘nowcasting’ forecast model in R, from existing SAS code. Reduced program run-time to minutes, from 4 hours originally.
- Compiled a database of select Federal Reserve branches’ manufacturing survey microdata.
- Analyzed business establishment relocations to Texas, using the National Establishments Time Series SQL database. Presented co-authored article to Houston Branch’s Board of Directors and San Antonio Branch’s banking council.
Research Analyst - Regional Economy Research Jan. 2017 - Mar. 2018
- Supported research for Bank memos to the President, FOMC briefings, Regional Economy magazine, and web publications.
Education
- Texas A&M Master’s in Statistics (4.00/4.00) Fall 2018 - Spring 2021
- Electives: Multivariate Analysis and Statistical Learning, Time Series, Bayesian Methods, Spatial Statistics
- Purdue University Bachelor’s in Economics, Minor in Math (4.00/4.00) Fall 2013 - Dec. 2016
Portfolio
Co-Authored Dallas Fed Publications
- Orrenius, Pia, Madeline Zavodny, and Alex Abraham. 2020. The Effect of Immigration on Business Dynamics and Employment. Working Paper 2004, Federal Reserve Bank of Dallas. https://doi.org/10.24149/wp2004.
- At the Heart of Texas: Texas Metros Employment and Wages Report (link)
- Texas Top-Ranked State for Firm Relocations (link)
- Gone to Texas: Migration Vital to Growth in the Lone Star State (link)