Personal Information
Organización/Lugar de trabajo
San Antonio, Texas Area United States
Ocupación
Senior Quantitative Manager in Treasury Analytics at Fifth Third Bank
Sector
Finance / Banking / Insurance
Sitio web
http://statcompute.wordpress.com/about/
Acerca de
Analytical manager with 7-year management experience in developing and nurturing a high-performing quantitative team to deliver high-quality results for critical projects of Bancorp significance, including operational loss forecast models, consumer credit risk models (PD / EAD / LGD), scorecard developments, analytical supports for consumer credit strategies, and CCAR submissions of consumer credit and operational losses.
Technical Skills:
- In-depth statistical knowledge of generalized linear models, count outcome models, fractional outcome models, longitudinal models, and time series forecasting
- Real-world experience in developing large-scale machine learning applications with gener...
Etiquetas
statistics
sas
predictive models
fraud detection
Ver más
Presentaciones
(7)Recomendaciones
(3)Rapid Model Refresh (RMR) in Online Fraud Detection Engine
WenSui Liu
•
Hace 12 años
Eric on economic capital modeling
Eric Kuo
•
Hace 12 años
Behavior-Based Predictive Models
WenSui Liu
•
Hace 12 años
Personal Information
Organización/Lugar de trabajo
San Antonio, Texas Area United States
Ocupación
Senior Quantitative Manager in Treasury Analytics at Fifth Third Bank
Sector
Finance / Banking / Insurance
Sitio web
http://statcompute.wordpress.com/about/
Acerca de
Analytical manager with 7-year management experience in developing and nurturing a high-performing quantitative team to deliver high-quality results for critical projects of Bancorp significance, including operational loss forecast models, consumer credit risk models (PD / EAD / LGD), scorecard developments, analytical supports for consumer credit strategies, and CCAR submissions of consumer credit and operational losses.
Technical Skills:
- In-depth statistical knowledge of generalized linear models, count outcome models, fractional outcome models, longitudinal models, and time series forecasting
- Real-world experience in developing large-scale machine learning applications with gener...
Etiquetas
statistics
sas
predictive models
fraud detection
Ver más