Personal Information
Unternehmen/Arbeitsplatz
San Antonio, Texas Area United States
Beruf
Senior Quantitative Manager in Treasury Analytics at Fifth Third Bank
Branche
Finance / Banking / Insurance
Info
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...
Tags
statistics
sas
predictive models
fraud detection
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Präsentationen
(7)Gefällt mir
(3)Rapid Model Refresh (RMR) in Online Fraud Detection Engine
WenSui Liu
•
Vor 12 Jahren
Eric on economic capital modeling
Eric Kuo
•
Vor 12 Jahren
Behavior-Based Predictive Models
WenSui Liu
•
Vor 12 Jahren
Personal Information
Unternehmen/Arbeitsplatz
San Antonio, Texas Area United States
Beruf
Senior Quantitative Manager in Treasury Analytics at Fifth Third Bank
Branche
Finance / Banking / Insurance
Info
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...
Tags
statistics
sas
predictive models
fraud detection
Mehr anzeigen