Daniel Kocis provides quantitative advisory services and statistical modeling for consumer financial industries using large datasets and advanced analytics. He has developed risk models, reports, and strategies for several large financial clients to optimize processes like new customer acquisition, cross-selling, and default analysis. Kocis also builds statistical models to analyze consumer credit behaviors and predict future risks using credit bureau and payment data.

1. APPLIED MULTIVARIATE ALGORITHMS INC
Daniel Kocis,Ph.D. master@multivariate.com Work: 631 871 3348 www.multivariate.com Twitter-MultiAlgo
PROFESSIONAL SUMMARY:
Applied Multivariate Algorithms provides quantitative advisory services focused on event notification and process verificatio n by
developing statistical models across a variety of consumer financial related industries using big data-big statistical techniques.Outcome
metrics are considered for new acquisition,cross sell, and defaultanalysis modeling and tracking.
Disruptive thoughtleadership thatwas responsible for risk based optimizations thatlead to the developmentofprocess and reporting
strategies of nontraditional business metrics with key insights back to senior management. Define strategy and infrastructure
requirements thatintegrated these objectives and drives ROI from data base programs. There are multiple successes within the
financial services-consumer credit–risk industries using my experience synthesizing disparate data and creating unique quantitative
models with multivariate techniques while focused on ROIand actionable insights using advanced analytics,interactive dashboards,
visualizations and eventpredictions.
Previous Financial Clients: BOFA (risk control framework –CCAR - regulatory reporting),ditech.com (multi-channel media and call
center optimization,risk based vintage reporting that highlighted waterfall effects of new acquisition by productline), Trans Union-
Peoples Bank-Fleet-Mellon-Chevy Chase-Nations Bank (risk based marketsize and new customer acquisition models), Citigroup
(transactional information products,franchise leverage),model future creditrisks using credit bureau variables and paymentpatterns.
Member Board of Advisors
www.baseinsight.com - a disruptive Web-based platform for Alternative Risk and CreditManagementSystem,Data Repository,
Predictive Analytics, and Scoring Solutions to Financial Institutions and Private Lenders.
TECHNICAL TOOLKITS:
SAS/stat 12.1, SPSS Modeler 16, 4Thought,QTMS, Teradata, Neteeza,Oracle11g,Toad, Aginity, SAS9.4, BI, EG, InfoStreams,
EM6.2 SAS Administrator – Responsible for 9.2 migration to 9.3 BI on NETEZZA, ORACLE, MSSQL and MySQL using
Stored Processes with JSP interface, WebReport Studio based upon real time views, and SAS Portal promotions.

2. Daniel J. Kocis Jr. Ph.D. 631 871 3348 master@multivariate.com
Senior level data mining executive experienced in developing enterprise reporting and modeling systems using hands-on
expertise with SAS, SAS- Proc SQL, Enterprise Miner, Enterprise Guide, Time Series and Optimized Binning.
PROFESSIONAL SUMMARY- An experienced business intelligence statistician within the quantitative decision support
industry focusing on synthesizing disparate data by applying multivariate techniques and uncovering opportunities while
dedicated to growth and profitability. Highly skilled at predictive classification techniques, ARIMA time series approaches,
CHAID/Tree decomposition, neural algorithms, and creating variable transformations from optimized binning. Able to
translate client concerns into deliverables that provide immediate impact using excellent communication and interpersonal
skills to provide deep dive working end to end solutions.
Responsible for model optimizations that lead to the development of key nontraditional business metrics and insights back
to senior level management. Defined program strategies and infrastructure requirements that internally integrated these
business objectives and directed quantitative decisions and marketing programs. Multiple assignments Financial Services
/ Banking / Credit / Consumer Retail Industries that used my experience synthesizing disparate data then applying
predictive analytics to uncover opportunities while focused on profitable marketing using interactive dashboards.
EXPERIENCE
Retail Risk Reporting and Analytics for several Major Money Center Bank
As Senior SAS Developer supporting a G-SIFI CCAR mandate for Consumer Credit Cards constructed an end to end
Model Risk Management MRM Tool (Dynamic Scoring Engine) which utilized SAS Software tools and SAS Macro
language providing documentation, validation, automation and inventory control. Continued with support, design and
development of a "Glass Box" front end driver that bundle streamlined source programs and model parameter inputs that
tracked a transition matrix of consumer credit behavior. It automated formula builds, compound and dynamic
transformations of variables, scoring of these formulas and the calculation of conditional probabilities across multinomial
and binomial distributions. Models focused on PPNR, PD, RWA and TDR
Developed modeling and reporting processes that migrated multiple LOB risk-reporting into a single group which
oversaw acquisition, default analysis, auditing and regulatory data governance issues. Provided key components in the
risk control production for this major money center bank, across several SAS 9.2 metadata information portals
connected to Teradata, DB2, Oracle enterprise repositories.
Supporting Regulatory Enterprise Credit Risk Reporting
Created several modeling and reporting systems across all consumer credit products (Card, UNS, Auto, Small Business,
International, MTG, and HE). Defined key metrics (outstanding balance, active/open/defaulted account exposures, credit
utilization, and OCC compliant indicators) were reported monthly across all consumer credit product origination and
portfolio tables and compared against base line predictive multivariate models. Data-sourced all tables and produced
dashboards for the BOD of the total risk exposure and credit utilization reporting enterprise wide geographic
concentrations. Created several production run model libraries that migrated all processes into automated projects.
Supporting portfolio credit performance trend tracking by LOB
Used credit bureau samples to define peer and total market segments of dealer based auto and specialty brokered loans.
These were profiled by geographic concentration risk, calculating share of business with current estimated losses and
volatility adjusted losses reported at an origination and portfolios level.
Supporting Bank Risk Policies monitoring
Produced delinquency rates wedges for all enterprise credit risk policy and geographic concentration limits by tracking
actual performance against portfolio target levels within domestic and international markets. Rolling historical MTD-QTD-
YTD by account open date with total outstanding available and delinquent balances with reporting delivered on a monthly
SLA to all LOB management with focus on PD, EAD and LGD. Used EM6.2 “Rule-Based Technique” and other SAS
techniques to investigate drivers of impaired accounts.

3. Supporting Bank Loan Quality and New Acquisitions
Produced monthly source analysis of new credit card acquisitions by geographic and FICO bands. Current VS Previous
Month Source Dashboard providing target geography and credit risk indicators measured against a set of credit policy
levels that were developed by model adverse behavior longitudinally across a 5 year time period.
Other Financial Services Clients:
ditech.com (mortgage loan acquisition optimization and marketing based vintage reporting that modeled waterfall
effects of new acquisition by product line), TransUnion-Peoples Bank-Fleet-Mellon-Chevy Chase (risk based market
size and new customer acquisition models), Citigroup (modeled new transactional information products to shared shift
new business).
Issue – How to establish an enterprise reporting system for new acquisition mortgages loans?
Developed, modeled and reported dashboards from a risk base enterprise system on a 250TB Oracle database located in
Texas, analyzed with business intelligence software located in Minnesota, reporting through headquarters in Costa Mesa
CA, maintained by Multivariate via VPN in New York. Using inclusionary and exclusionary profiles established a finance
risk reporting system that drilled down on ROI that focused on driving conforming mortgages capable of earning par plus
at time of securitization with GSA.
Issue – How to leverage credit card transactional files producing new revenue products?
Created share shifting products for Citigroup based upon modeling daily credit card transactions with focus on the
consumer sector profiling, competitive statistic predictions and market performance. Provided supervision and training
for 6 analysts that advanced the Franchise Leverage Division at Citibank NA. One effort focused on market share and
competitive dominance for selective industries. A concurrent effort focused on modeling 65M+ daily credit card
transactions into specific valuations and various statistics (Real-time estimates as Citi transactions represented 5% of
total GDP) and spending from paying and purchasing patterns.
Issue – How to establish a marketing conduit to assess risk based acquisition and retention?
Engineered a working Enterprise Reporting/Modeling System that exploded information throughout Peoples Bank by
modeling and aligning default and balance transfers against new marketing efforts. Created and implemented
quantitative selection models for balance transfer credit card solicitations at PeoplesBank and provided in-house
training and resources that established a 25 member quantitative modeling department. Won this multi-year contract
over McKinsey.
Financial Services – Segmentation for acquisition, retention and cross selling marketing?
Used the Trans Union credit master file of over 300 credit components and demographics for each individual in US,
creating segmentation models targeting mortgages, refinance-home equity, credit cards, personal, and auto loans for
banking clients such as Fleet, Mellon, Chevy Chase and provided model result to the FFIEC.
CORPORATE EXPERIENCE:
Senior Vice President at DecisionBase Resources, Inc., a Guerilla Marketing company of ADVO, Inc. and Young &
Rubicam, Inc. Project management and database responsibility for benchmarking best marketing practices and
evaluating the effectiveness of individual promotional programs using micro marketing and branding,
VP – Technical Director at Citicorp Quantitative cross sell to card base, new acquisitions models, point of sale analytics
and share shift models in tightly define geographies, Editor “Banana Book” market share evaluation. Modeled daily
transactions that leveraged information for varied business units and clients,
Management Scientist at NEWSWEEK – Washington Post. Time series ARIMA models within Advertising, Circulation
and Manufacturing integrating process impact on source analysis, editorial content on ad sales and news stand returns,
cover analysis.
Manager Methods and Procedures - Blue Cross/ Blue Shield of Greater New York. Optimized the claims check
issuance function from claims processing through check returns. Forecast and monitored administrative budgets and
costs for all groups and individual health plans within underwriter insuring non-profit status.
PERSONAL EXPERIENCE:
Ph.D. - Hofstra University, Hempstead NY (1980).
SAS-M2001 – Data Mining Gold Standard Conference - Invited Forum Speaker
INFORMS – Invited Speaker Montreal – Data Mining in the Financial Industry
Adjunct Asst. Professor Statistics and Operations Research – Lubin Graduate School of Business - Pace University