• Credit Risk Analytics - Team Lead

    Mizuho Corporate Bank (New York, NY)
    …+ Strong knowledge in advanced statistics such as: + Time series modeling using Kalman Filter state space approach + MCMC Bayesian tool for regime switching ... + Mixed modeling approaches + Decision tree classification + Unsupervised clustering + Non-linear optimization methods + Deep understanding of the main credit risk stress testing parameters' modeling (TM/PD, LGD, EAD, EL and Rating), including: + Generalized… more
    Mizuho Corporate Bank (06/04/25)
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