Credit risk data science
We have submitted a MITACS research proposal in collaboration with the University of Manitoba to study LLMs in credit risk.
Demonstration code for boosted scorecards that we wrote with NVIDIA is available here - email me if you need help using it.
I’ve paused work on my python credit risk data science book for now. If you’d like to get updates click here.
New job
I have been promoted lead decision sciences (including fraud, credit and market risk) at Wealthsimple. I’m helping them manage financial risks in their brokerage and retail banking businesses, and helping design and scale new lending products.
Speaking events
I have been giving some talks lately on machine learning in credit risk. Most recently at NVIDIA GTC 2021 (watch at nvidia or youtube) and at World Alliance of Financial Center’s Global Webinar Series on AI in Finance: Focus on North America. The events were both held virtually so I will post recordings when available.
I had the privilege of giving a guest lecture to University of Toronto Rotman students in the Probabilistic Models and Prescriptive Analytics class. My lecture was about keys to a successful machine learning project in an enterprise setting. Slide are available here.
