almost 2 years ago

How to develop quantitative models for credit risk Workshop

The first workshop is happening in 5 minutes! Join as soon as possible so you have a spot. Workshop Topic: How to develop quantitative models for credit risk? Workshop Facilitator: Varun Nakra is an accomplished expert with over 15 years of experience in analytics developing statistics / machine learning / credit risk models to assist businesses make more informed and profitable decisions. He is currently holding the position of Vice President Risk methodology at Deutsche Bank. He has an extensive knowledge of credit risk models such as Probability of Default, Loss Given Default, scorecards, etc. and machine learning techniques such as Classification, Regression, Decision Trees, Gradient Boosted Trees, Random Forests, Neural Networks, Bayesian Analysis and Markov Chain Monte Carlo (MCMC) and more. Date: 26th July 2024 Time: 5:00- 5:30 PM PST Zoom Link: https://us06web.zoom.us/j/84376035151?pwd=aeiATtnGxEMbCXco7JR5QupQcHRRT1.1 Meeting ID: 843 7603 5151 Passcode: 356814

Questions?

If you have any questions about the hackathon, please post on the discussion forum.