Abigail Dizon

ABIGAIL A. DIZON Mobile:- E-mail:-CORE COMPETENCIES Statistical Software and Programming ▪ R, RStudio ▪ SPSS ▪ SQL ▪ Python ▪ Stata ▪ Microsoft VBA ▪ Eviews ▪ Advanced Excel ▪ SAS Modelling and Analytics ▪ Predictive Modelling ▪ Time Series and Forecasting ▪ Statistical Analyses Technical Writing ▪ Academic/Research Writing ▪ Business Writing PROFESSIONAL EXPERIENCE ASSOCIATE RISK OFFICER – CREDIT RISK MODELLING TEAM UNIONBANK OF THE PHILIPPINES November 2016 – Present ▪ Analytics o Analyzed the Bank’s wholesale portfolio to understand customer behavior and patterns using statistical tests and analyses o Examined the relationship of macroeconometric or external variables to wholesale portfolio using time series analyses ▪ Database and Data Management o Created, developed and managed the first database of the Bank’s wholesale borrowers using R and advanced techniques in Microsoft Excel o Standardized bank-wide data, involving extraction, cleansing, and manipulating the existing database to form the official database for the use of the bank ▪ Predictive Modelling o Developed statistical and predictive models for Expected Credit Loss (ECL) of all wholesale products compliant to the new accounting standard (IFRS 9), including, but not limited to:  Acquisition and behavioral models for Probability of Default using Binary Outcome Models  Loss Given Default models using Logistic Regression and Survival Analysis  Exposure at Default models using Cluster Analysis and Regression o Established macroeconometric models using Vector Autoregression and Vector Error Correction Models for forecasting and lifetime modelling o Tested, calibrated, and validated existing and newly developed models for accuracy and stability of prediction ▪ Programming and Scripting o Automated the bank’s manual processes including the ETL (Extract, Transform, Load) processes of data needed for regulatory reports, fetching scores from PDF files, and creating workflows and variables o Connecting to the core system for direct connection and extraction of urgent reports o Provided internal trainings and devised lecture notes on Basic to Advanced R Programming for the team ▪ Special Projects and Accomplishments o Development of the bank’s solution for IFRS 9 compliance using R, automatically computing for the Probability of Default, Loss Given Default, Exposure at Default, and final ECL values for reporting to the BSP o Formation of algorithm for Single Customer ID using R o Creation of database for connected loan accounts in case of reclassification using R o Assistance to consultants for IFRS 9 project o Management of the acquisition of the Enterprise Loans System solution STATISTICIAN (ONLINE JOB) 2018 – Present ▪ Developed curriculum and became one of the individual contributors of an online statistics training platform in the USA ▪ Composed academic writings for an online academic website ▪ Analyzed different data of various clients in the Philippines and abroad EDUCATION MASTER OF SCIENCE IN COMPUTER SCIENCE UNIVERSITY OF THE PHILIPPINES, DILIMAN 2018 – Present BACHELOR OF SCIENCE IN STATISTICS, cum laude UNIVERSITY OF THE PHILIPPINES, DILIMAN ▪ Recipient of Scholarship and Youth Development Program ▪ Electives Taken o Statistics 191: Special Topics in Biological and Medical Statistics (Survival Analysis) o Statistics 192: Statistics for Demography o Statistics 197: Introduction to Financial Econometrics 2012 – 2016 SEMINARS AND TRAININGS DATA SCIENTIST WITH R AND PYTHON December 2017 – Present DataCamp ▪ An online career track combining statistical and machine learning techniques using R and Python programming to analyze and interpret complex data GOOGLE DEVELOPERS GROUP DEVFEST PHILIPPINES 2017 October 2017 Google Developers Group ▪ Annual technology event bringing together the experts in mobile, web, and cloud technologies to Manila for sessions, workshops and showcases PYTHON PROGRAMMING TRAINING June 2017 Dr. Sony Valdez ▪ Classroom-type training conducted by the former president of Python Philippines, a community of Python users and enthusiasts CODING 101: WEB DEVELOPMENT USING HTML, CSS, AND JAVASCRIPT June 2017 UnionBank University ▪ A series of programming lectures and trainings for basic to intermediate web development offered by UnionBank PFRS 9: FINANCIAL INSTRUMENTS PunongBayan & Araullo ▪ Understanding requirements of IFRS 9 in the Philippine setting November 2016 ONLINE CERTIFICATIONS DATACAMP ▪ ▪ ▪ ▪ DATA MANIPULATION IN R WRITING FUNCTIONS IN R CLEANING DATA IN R INTRODUCTION TO GIT FOR DATA SCIENCE January 2018 January 2018 December 2017 December 2017 COURSERA ▪ NEURAL NETWORKS AND DEEP LEARNING August 2017