Previous Company: Barclays, JPMorgan, Liberty Mutual
Mentor M, FRM, PhD got a PhD degree in Statistics from Southern Methodist University. After graduation, he worked as a data scientist at Liberty Mutual Insurance Company in Boston, MA for two years. His role included building real time machine learning model to detect medical fraud and pricing model for property insurance. After that, He joined JPMorgan Chase to build credit and market risk models for mortgage loans, and then Barclays to lead a CCAR risk modeling team for unsecured loans for CCAR capital planning. Now he is working at the quantitative modeling group at Vanguard Group to manage the credit risk for a structured product desk.
Current Company: Barclays Capital
Z is a current associate at Barclays Capital, focusing on regulatory related macroeconomic forecasting, scenario generation/expansion and portfolio management. Z also has rich experience in credit card/consumer banking industry with deep understanding of portfolio-level credit risk management, data analysis, statistical modeling/analysis and risk appetite forecasting/controlling.
课 程 福 利
☑Options, Futures, and Other Derivatives
☑ The Elements of Statistical Learning – Data Mining, Inference, and Prediction