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Bio
Owner, developer, and sole programmer of a sophisticated model to predict migration behavior of home equity lines of credit during CCAR baseline and stress scenarios. The model uses a combination of multinomial logistic regression and Monte Carlo simulation to predict delinquency status, line exposures, and loss given default for the second largest consumer portfolio at the bank.
Monte Carlo simulation, logistic regression, risk analytics, linear programming and optimization, data mining, time series, forecasting, principal components analysis, NPV analysis, multiple linear regression, data visualization, survival analysis, Markov chains, Cholesky decomposition, credit portfolio modeling
Deployments
(11 months)Oct 2007 - Mar 2008
Nov 2006 - Mar 2007
Operation Iraqi Freedom (OIF)
Tactical airlift missions to small and austere airfields. Weapons and tactics briefings and tactical planning for aircews about to step.
Military Credentials
Professional Development Schools
Additional Specialization(s)
Security Clearance
None / Expired
Academic Degrees
Academic Degrees
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