m******1
发帖数: 715 | 1 这个不用晒w2。 晒几张scorecard 好了 :) |
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u******m
发帖数: 307 | 2 That is why they always saying to manage your miss. The bad shots are the
ones that count the most in your scorecard. |
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B*****1
发帖数: 9127 | 7 http://nba.fanhouse.com/2010/12/15/nets-lakers-rockets-trade-scorecard/
It's worth noting the Rockets also pulled the trigger on another trade Wedne
sday to clear a roster spot for Williams, sending Jermaine Taylor and cash c
onsiderations to the Sacramento Kings for a conditional second-round pick in
2011. FanHouse's Sam Amick first reported Tuesday that the cash considerati
ons will actually exceed the remainder of Taylor's contract.
这次三方交易，火箭不亏，湖人赚了，烂网乐意 |
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E*******r
发帖数: 520 | 9 I would like to assist you take care of some trivial matters, for example,
post PokerStar scorecard etc., if you like... |
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t****n
发帖数: 2601 | 10 当然好汉不提当年勇
现在没有专著出版了
出去开会 present的
也都是data mining， logistic regression scorecard 啥的project
和peoplesoft系统里3000多个tables打交道
一年开1，2次conference
到了法国欧洲也不好意思去见教授和汉学家勒
往事如梦 |
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w*****s
发帖数: 387 | 11 衡量一所大学是否成功的一个重要因素就是其毕业生的薪酬水平。
美国教育部的一个网站College Scorecard对比了多所美国大学的数项指标，发布了学生在离开母校十年后的中位薪酬。
老牌名校的麻省理工、哈佛、斯坦福在榜单中名列前茅。但可能让人有些惊讶，麻省的波士顿学院、文理学院拉法叶学院同样排名靠前。同时，薪酬高的商业和工程领域是这些学校最为热门的课程。
以下是排名前25的美国大学：
25.Boston College：中位薪酬$67,000
24. DartmouthCollege：$67,100
23. Santa ClaraUniversity：$67,700
22. TuftsUniversity：$67,800
21. BucknellUniversity：$68,800
20. JohnsHopkins University：$69,200
19. Universityof Notre Dame：$69,400
18. LafayetteCollege：$69,800
17. CornellUniversity：$70,900
16. CarnegieMellon Uni... 阅读全帖 |
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r******e
发帖数: 396 | 12 需要有绿卡。
有兴趣的站内联系我。
谢谢。
Title Statistical Modeler
City Orange
State CA
We are seeking a Statistical Modeler to assist in reviewing and developing
complex predictive models at our Orange, California location.
This position requires candidates to have a Masters degree in Statistics and
at least 1 year of modeling experience. Any potential candidate will be
proficient in scorecard development, data transformation, and segmentation
analysis.
Candidates should be able to clearly communicate and wor... 阅读全帖 |
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p**z
发帖数: 1311 | 14 现在裁的应该都已经老早就决定了吧
看运气了 反正我是把health & fitness那500块 用了一半
把form e交了上去 把expense都弄好
然后scorecard不写～ |
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A****y
发帖数: 2467 | 15 We have the following job openings available immediately. If you are
interested, please send your resume to j****************[email protected]
Thanks!
Job Title Financial Analyst
Location Jersey City, NJ, US
Department Description
This position will be responsible for revenue and cost analysis,
ledger account reconciliations, budgeting and forecasting of branch expenses
as well as revenue for the Trading Systems western region. To be successful
, the candidate m... 阅读全帖 |
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c******n
发帖数: 321 | 16 Just done BEC.
Simulation part:
1. Scorecard and its application
2. Interest risk analysis
3. Risk about last minute JE without approval from CFO/COO
MCQ:
A few COSO, a couple of Info system. All calculation questions are
relatively easier compare to BECKER's.
我现在急需2013 AUD。 这是我最后一门了。 那位哪位XDJM能和我分享Becker 2013
Pdf File， 包括Video Parts。 愿意付费。
多谢， 希望大家都顺利通过考试！ |
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c********b
发帖数: 363 | 17 http://www.scorecard.org/chemical-profiles/html/methanol.html
Cancer: No information is available on the carcinogenic effects of methanol
in humans or animals. The
International Agency for Research on Cancer and the U.S. EPA have not
classified methanol for carcinogenicity
(IARC, 1987a; U.S. EPA, 1994a). |
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A*****s
发帖数: 13748 | 21 根据corp的现有equity/debt数据推算recovery/LGD啊
Structural model不久在干这么个事情 |
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h****t
发帖数: 33 | 22 【 以下文字转载自 Statistics 讨论区 】
发信人: holmet (风一般的), 信区: Statistics
标 题: 求教版上前辈，这个position到底是干嘛的？大概多少pay？
发信站: BBS 未名空间站 (Thu Jun 5 20:39:34 2014, 美东)
Wells Fargo的Quantitative Associate Program， Credit Risk track
他们的description如下：
Our Credit Risk track, sponsored by Corporate Risk and the Consumer Lending
Group will give Associates the opportunity to work with various lines of
businesses to develop, maintain and validate statistical models for loss
forecasting, credit risk scorecard, risk segmentati... 阅读全帖 |
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l******n
发帖数: 9344 | 23 The recruiter is a very nice lady who helped to find a good position a year
ago, but I decided to go to startup. If you think you are seriously
interested and meet the requirements, please pm me. I will send you the
recruiter contact info.
Good luck,
I am reaching out to you today to see if you can help me network for a
Senior Quantitative Model Analyst position I am working on for a credit
focused investment management firm based in Oregon. The Quantitative Model
Analyst will be responsible for... 阅读全帖 |
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o****o
发帖数: 8077 | 24 你跑到OR去了？
year
scorecards. |
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d****n
发帖数: 12461 | 25 现在做SAS的也叫quant了，世道真是变了。
year
scorecards. |
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m*****g
发帖数: 131 | 26 现在在一家银行做retail credit risk。主要涉及scorecard monitoring, model
validation，reporting，auto decisioning还有loss analysis之类。工作主要用SAS
SQL，涉及的统计有限。之前在保险公司做了半年的ALM，因为家庭原因辞职。准备在这
个公司工作一到两年，转回market risk。不知版上是否有差不多经历的大牛能给予指
导。家有两个2岁的小娃。
非常感谢！！！ |
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b******1
发帖数: 367 | 27 there are several areas statistics major can do in a bank. The first is
credit and behavior scorecard development and validation. You can find some
books to get a basic idea. The second one is loss forecasting, provisioning,
and different banks use quite different models, from Basel II to simple
roll rate model. Again, google is your friend. The third one is credit
policies, and this area is more on the strategic side. |
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t********y
发帖数: 469 | 28 Scope of work:
- Model Validation & Tracking
- New Scorecard development
- Adhoc analyses to support projects or policy teams
- Data manipulation and summarization
Competencies:
- BS/MS Degree required in Economics, Statistics, Math or other Quantitative
area
- Minimum three years experience in Financial Service Industry in Risk
Management and Scoring
- Demonstrated experience in Score Card Development is preferred
- Position requires a strong SAS background / Unix
- Strong communication skills. |
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A*******s
发帖数: 3942 | 29 国外的信用体系健全，有credit bureau之类的东东。不过因为有fair lending之类的
法律规定，很多显然有用的信息不能用于credit scoring，比如说种族，工作，婚姻状
况等。国内的虽然没有credit score，但是也没这么多法律束缚，收入低的不批，自由
职业的不批，没房产证的不批...
说个真实的8g： 某risk modeler有天找manager，说俺建了一个很好用的two-segment
scorecard model, 这个segmentization很简单，last name最后一个字母带Z的建一个
model，不带的建另一个model。manager脑子转了一下，说你丫甭坑我，你找律师来签
字，要不我可不敢签名。 |
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b*******y
发帖数: 289 | 30 AUC用的还是挺多的吧。做scorecard的时候不也用的吗。marketing一般就用KS比较多。 |
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s*********e
发帖数: 1051 | 32 it is within a regional bank in cincinnati. if interested, please email your
resume to me w********[email protected].
no relocation package but likely to have some moving assistance. however, we
are very supportive to h1b and green card.
thanks.
1) advanced degree in statistics / econometrics / other quantitative fields
with a solid grasp in modern statistical modeling and data mining and the
completion of statistics courses at the graduate level.
2) high-degree proficiency in SAS base, stat, ets, and en... 阅读全帖 |
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j**a
发帖数: 153 | 33 也可能是bank/credit card company的risk management
那就是logistic/linear regression
同样出default rate and score card
rating model，而且用的编程工具是matlab或者sas。要计算probability of default
和loss given default等metrics。我觉得这个job应该涉及的是retail credit risk，
和Basel II有关，model应该是re |
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x******i
发帖数: 477 | 34 也有可能是roll-rate/transition matrix model。很多银行的数据没那么全，
logistic/linear regression都做不了。
default |
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d******e
发帖数: 551 | 35 对的一般就是这个。就是简单的model，重要的是modeling process跟personal credit
data的经验
default |
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l******n
发帖数: 9344 | 36 you are right ...
Basel II is operational risk, it has nothing to do with credit risk |
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D******n
发帖数: 2836 | 37 My company doesnt use binning that much, but another company bins everything
. I think most of the time it is because binning makes the scorecard easier
for laymen(regulators?) to understand. And also easier to audit. |
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b****y
发帖数: 72 | 38 Multiple openings in a large commercial bank located in the Midwest.
3~4 senior positions in consumer credit risk. MS/PhD in Stat/Math/OR/Econ.
SAS and other modeling tools. 3+ years of experience in at least one of
these areas: origination/behavior scorecards, origination strategy, loss
forecasting, stress testing, collections strategy, TRIAD.
Credit card experience preferred.
1 junior position also in consumer credit risk. BS/MS. 1+ years of
experience with SAS and BI tools.
1 senior position ... 阅读全帖 |
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s*********e
发帖数: 1051 | 39 查过共线性吗？
别是
retire
Scorecar
有了 |
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H*******s
发帖数: 382 | 40 谢谢，查过了，pearson spearman都少于0.5 |
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H*******s
发帖数: 382 | 42 1.5 这些correlation的都不高，主要concern是因为同一个性质(有房产）而在两个变量
都拿了分会不会有问题？
谢谢 |
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s*********e
发帖数: 1051 | 43 更准确地说，scorecard is a monotonic transformation of logistic regression
output.
the |
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A*******s
发帖数: 3942 | 44 I assume you are talking about consumer credit risk in commercial banks
instead of general credit risk in I-bank. They have quite different focuses
and techniques.
If you wanna know how ppl use statistics in banks,
Developing and Implementing Intelligent Credit Scoring> by Siddiqi is a good
reference. From this book I saw two things:
1. Mr. Siddiqi is an experienced banking modeler since his book has a very
comprehensive review of industry standard approaches;
2. Mr. Sidd... 阅读全帖 |
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l******h
发帖数: 855 | 45 谢谢过来人，我又来了。
我最近在看一些credit analyst的job discription， 我发现好像这行当有2个大方向
。一个是关于纯粹信贷方面的工作，类似我现在的职位，用一些scorecard等，另一方
面，似乎是牵涉到公司的fix income, invest rating,porfolio之类的事情，好像技术
和难度大得多。
我说得对吗？ 是不是同样的credit risk analyst, 在不同公司里，内容相差很大，我
现在学的，对于那些也没有帮助。 （CFA应该很有用吧）
另外也欢迎大家补充啊~~
mng |
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c*********8
发帖数: 608 | 46 consumer credit risk 跟 commercial/IB 的 credit risk做的东西还是有很大区别的
。做counterparty risk 和做scorecard就不是一个概念。你在往上做credit hedge
fund,那又是升了一级。要学的东西还是不少。
至于CFA有没有用，就看各人情况了。学的东西是有用的，那张纸大多数情况下是没用
的。 |
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c*********8
发帖数: 608 | 47 机会总是有的。我知道一个人就是先在consumer bank 做scorecard,然后自己挪到
ecom capital,然后再挪去IB.除非去做trading,funds,换来换去其实差别不明显，
hourly rate可能只有下降。有份舒服的工作就好，多出去玩玩。 |
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l******h
发帖数: 855 | 48 我想起来我首页里提到的公司里的VP， 一个做产品战略，另一个做scorecard建模. 我
一开始也犹豫到底将来走似谁的道路。搞纯技术呢，还是做个懂技术，加分析，统筹管
理类似的manager。 上阵子做strategy的VP突然被炒了，上午还在一起讨论一个项目，
午时老板进去谈话，结果马上就收拾走人，原因可能是觉得这样一个位置价值不高吧。
所以我后来再想，也许有个可靠技术傍身，也好一点。 |
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p****x
发帖数: 1346 | 49 谢谢大家回复，很长见识。
我是在做scorecard, 有一些x variables 的历史数据(比如客户的信用历史年数，收入
，是否逾期付款等），把这些历史数据放到两个不同的model里，就会得出两组结果数
据（客户的信用分数），Y1和Y2, 我用所有的x variables 分别和Y1, Y2去做multiple
variable regression, 得出两组回归结果， Y1的R-square大一些，Y2的R-square小。
那么这种情况是否可以证明我计算Y1用的model 好一些？
我最终的目的是找出一个最完善的计算信用分数的model.
请大家再帮我看一下，谢谢！ |
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K****a
发帖数: 67 | 50 Title: Data Analyst
The Data Analyst excels at analyzing, interpreting and validating data to
identify trends and problems, while highlighting opportunities for
improvement and creating custom reports to relaying key findings to company/
departmental leadership.(prefer 2+ years work experience)
Outcomes/Responsibilities:
· Maintain and update executive reports for Senior Management
through the utilization of Microsoft SQL Server, MS Access, Crystal
Reporting, Excel and Salesforce
· ... 阅读全帖 |
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