Summary
Overview
Work History
Education
Skills
Accomplishments
Certification
Timeline
CustomerServiceRepresentative
Tom Dwyer

Tom Dwyer

San Francisco,CA

Summary

Meticulous data scientist with an actuarial background rich with technical data skills, a broad range of statistical training, and proficient in big data. Able to lead entire projects, steer analysis, and produce accurate and actionable results in a timely and cost effective manner.

Overview

29
29
years of professional experience
1
1
Certification

Work History

Actuary and Data Scientist

Greenlight Re
06.2016 - 03.2022
  • Provided data science consulting with several Greenlight-startups on a myriad of insightful projects from pricing, conversion rates, severity, timeliness of deliveries, as well as road mapping data for future utilizing cutting edge algorithms
  • Created predictive models for mortgage default rates and homeowners pricing using gradient boosting and GLM
  • Developed centralized risk management database
  • Developed methodologies and process improvements around reporting requirements including BCAR
  • Analyzed and integrated catastrophe modeling results for pricing, cat management thresholds, and regulatory reporting.

Director

Visa
03.2012 - 04.2015
  • Visa Advanced Analytics
  • Risk Modeling, Marketing campaigns and assessments, Research and Development
  • Created production-ready predictive models to detect fraud transactions in real-time that consistently outperformed previous models using gradient boosting
  • With Hadoop, expanded historical reach of account features, then optimized features into models that as much as doubled fraud capture rate in certain segments
  • Spearheaded inclusion of 3rd party data into various existing fraud and authentication models
  • Created statistical model for credit card “testing” for earlier fraud detection using Hadoop
  • Built predictive statistical models using variety of techniques to optimize prospect list for marketing campaigns in SAS generally using CART
  • Assessed results of co-branded marketing campaigns
  • Assessed impact of promotion activities by creating both individual and aggregate control groups for accurate comparison
  • Enhanced Factor analysis / Principal Component Analysis for various uses
  • Trained colleagues and built prototypes in Hadoop on spectrum of applications

Consultant

Visa
05.2008 - 03.2012
  • Decision Sciences
  • Developed compromised-site monitoring and detection algorithms, as well as creating simulated data to train and refine algorithms – received a U.S
  • Patent
  • Created a production quality process incorporating Patient Rule Induction Method (PRIM) to generate authorization accept/reject rules for issuing banks using Hadoop and R– received a U.S
  • Patent
  • Produced a process to create a verification question/answer series for cardholder authentication system based on transaction history

Loan Portfolio Modeler

GreenPoint Mortgage Company
03.2007 - 11.2007
  • Created the company’s first logistic model of default frequency (before the company shut down their mortgage business)

Manager

Fireman’s Fund Insurance Company
01.1999 - 03.2007
  • Responsible for creating corporate-wide production systems to monitor and quickly understand financial results
  • Designed and built a critical financial monitoring tool integrating the most recent actuarial analysis with real-time claims data in SAS
  • Pricing using GLM modeling for personal lines
  • Redesigned and implemented application to allocate $3B in reserves including adding audit capabilities, enabling new methodology for allocating reserves and annual savings of $180K in processing costs
  • Served as single point of contact between managers and IT engineers to translate business requirements into technical specifications

Assistant Vice President

Aon
01.1993 - 01.1999
  • Managed team to model and analyze data related to insurance pricing and risk management including reporting to senior management and managing client relationships
  • Promoted to Assistant Vice President, managing four person team, from Actuarial Student through various roles over six years
  • Analyzed and set reinsurance pricing structures using increased limits factors analysis, catastrophe modeling, post-modeling simulation and other analyses tools
  • Conducted feasibility analyses and audits, developed detailed pro-forma financial statements models, evaluated buyout opportunities, and used both traditional methods and software to manage loss reserving
  • Designed and launched data warehouse on UNIX platform in SAS, resulting in annual savings of $200K and created program to enable underwriters to run reports from their desk
  • Forecast loss reserves for all of warranty business – automobile and appliances

Education

Masters of Science - Applied Mathematics

University of Illinois
Urbana Champaign, IL
1993

Bachelors Degree - Economics

Marquette University
Milwaukee, WI
1988

Skills

  • Logistic Regression
  • Gradient Boosting
  • Decision Trees
  • Microsoft Power BI
  • K-Means Clustering
  • Apache Hadoop
  • Jupyter Notebook
  • SQL Server
  • Advanced Excel Spreadsheet Functions
  • SAS
  • Python
  • R Programming Language
  • CAT Modeling

Accomplishments

  • Society of Actuaries - Associate 1995
  • Haddop: Cloudera Certified Developer for Apache Hadoop Credential ID 100-007-344 2012
  • SAS Cerfiefied Professional V8 (#540GXYSKDMB4Q55H) 2001
  • Certified Specialist in Predictive Analytics (CSPA) – iCAS 2018
  • PROGRAMMING and SOFTWARE EXPERTISE
  • Hadoop, particularly the streaming variety that incorporates python
  • SAS guru
  • R, Python including NumPy Pandas, Excel, VBA, C, Unix, Linux, Aix
  • DataRobot
  • MODELING EXPERTISE
  • Gradient Boosting, Treenet, Logistic Regression, Machine Learning, CART, MARS, Patient Rule Induction Method, Twinning, Monte Carlo Simulation, Survival Analysis, Neural Networks, Principal Component Analysis, Data Mining, Time Series Analysis, Financial Modeling, Risk Management, Business Intelligence

Certification

Haddop: Cloudera Certified Developer for Apache Hadoop Credential ID 100-007-344 2012

SAS Cerfiefied Professional V8 (#540GXYSKDMB4Q55H)

Society of Actuaries ASA 1995

iCAS CPSA Casualty Actuarial Society Sept 2018

Timeline

Actuary and Data Scientist

Greenlight Re
06.2016 - 03.2022

Director

Visa
03.2012 - 04.2015

Consultant

Visa
05.2008 - 03.2012

Loan Portfolio Modeler

GreenPoint Mortgage Company
03.2007 - 11.2007

Manager

Fireman’s Fund Insurance Company
01.1999 - 03.2007

Assistant Vice President

Aon
01.1993 - 01.1999

Masters of Science - Applied Mathematics

University of Illinois

Bachelors Degree - Economics

Marquette University
Tom Dwyer