Objective Improve business decision-making, with underutilized data and statistical analysis.
Methods R (tidyverse), SAS, SQL; Regression Analysis, Time Series Forecasting
Bank of America Mar. 2020 - Present
Risk Strategy Analyst
- Code backtests to evaluate competing home price prediction models.
- Build 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. Adapted this approach to also forecast quarterly revisions to Texas job growth.
- Compiled a database of select Federal Reserve branches’ manufacturing survey microdata. Automated monthly update procedure (data processing and validation).
- 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.
- Maintained and updated legacy SAS code for processing of regional economic data products: Texas employment, state-level trade-weighted value of the dollar, and Texas Business Outlook Surveys.
Research Analyst - Regional Economy Research Jan. 2017 - Mar. 2018
- Executed existing SAS code and wrote new R code for “At the Heart of Texas” report, an analysis of employment and wages across Texas metros’ major industries.
- Assisted in research for Bank memos to the President, FOMC briefings, Regional Economy magazine, and web publications.
- Texas A&M Master’s in Statistics (4.00/4.00) Fall 2018 - Spring 2021 (exp.)
- 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
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)
- Domestic Migration to Texas Slows as National Labor Markets Tighten (link)
- Dallas Fed’s Texas Jobs Estimates Provide Early, Accurate Assessment (link)