Find freelancers. Lose those costly delays.

With 1.7 million freelancers, we'll match you with the perfect talent.

or, Register with Elance »

Global Consumer Credit Quantitative Risk Modeling (Statistics, Math
Sign in to Add to Watch List

IT & Programming > Software Application

View Change History

The client has made the following changes to the job.


Job Description

  |  Change History >>


  • Posted: Mon, Feb 18, 2013
  • Time Left: Closed
  • Location: Anywhere
  • Client prefers freelancers from:

    You are still able to submit a proposal for this job.

    The client prefers freelancers from
    a different location.

    You're still able to submit a proposal for this job, regardless of your location.
  • Start: Immediately
  • Budget: Not Sure
  • Fixed Price Job
  • Elance Escrow Protection
  • W9 Not Required
Sign in to view client's details

Develop a consumer credit default model and dashboard analytics predicting prepayment, default and loss severity for individual consumer loans.

Create, document and support PD (Probability of Default), LGD (Loss Given Default), Default, Prepayment and Loss Curves (DPLC), and EAD (Exposure at Default) models to identify high-risk delinquencies. Utilize sophisticated consumer lending statistical techniques and risk analytics including machine learning (Neutral network, decision tree, discriminant analysis, SVM, k-nearest neighbor, clustering), survival analysis (cox proportional / censored quantile regression), regression, and bayesian analysis

Forecast portfolio loss rates through credit roll rates and time series analytics.
Develop highly segmented risk-based pricing models using lifetime credit loss rates.
Assess credit risk of consumer loan products through multivariate logistic regression modeling of credit risk factors and payment trends.
Stress cash flows under mult...

Sign in or Register to see more

Job ID: 38018725
Avg $ | High $ | Low $ — Show Pricing
  • Submit Date (Latest)

- Master's degree in Machine Learning, with application in Bioinformatics. - PhD in Statistical Machine Learning, with applications in...
 3.5   |  Private   |  1 Jobs
Bid ID: 38466834  |  Submitted: Mar 1, 2013 03:49 ET 
Proposal SEALED

Dan Nissenbaum      
Dan Nissenbaum's identity has been verified.  Learn More
 United States  |  
I have 20 years of C++ and PHP experience, and a PhD in computational physics. I do my work in an absurdly detail-oriented, communicative,...
 5.0   |  $36,966 Earnings   |  5 Jobs
Bid ID: 38427695  |  Submitted: Feb 28, 2013 07:28 ET 
Proposal SEALED

 United States  |  
I an Industrial engineering graduate from University of Florida with research experience in numerical optimization, Convex programming and...
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 38220298  |  Submitted: Feb 23, 2013 04:51 ET 
Proposal SEALED

 India  |  
SIBIA is a group of highly acclaimed and experienced statisticians who have worked for world's best and Fortune 100 companies. The combined...
 0.0   |  $4,818 Earnings   |  3 Jobs
Bid ID: 38177000  |  Submitted: Feb 22, 2013 01:15 ET 
Proposal SEALED

Accuracy Labs is a Research, consulting and product development practice based in Andra Pradesh, India. Its primary areas of efforts are...
 0.0   |  Private   |  1 Jobs
Bid ID: 38130395  |  Submitted: Feb 21, 2013 00:27 ET 
Proposal SEALED

 United States  |  
Seasoned engineer with over 20 years of experience in complex algorithm development for signal and image processing applications. Have worked in...
 5.0   |  $10,907 Earnings   |  1 Jobs
Bid ID: 38079539  |  Submitted: Feb 19, 2013 21:02 ET 
Proposal SEALED

 Poland  |  
Interested in mathematics based solutions and analysis. I worked in application of mathematics, in financial applications, pattern recognition,...
 0.0   |  Private   |  0 Jobs
Bid ID: 38058332  |  Submitted: Feb 19, 2013 09:50 ET 
Proposal SEALED

Mohan K.      
One or more team members at  are verified.  Learn More
 India  |  
We are an IT Services firm with a highly experienced and enthusiastic team with expertise in the following areas: 1. Database Development and BI...
 0.0   |  $0 Earnings   |  0 Jobs
Bid ID: 38053163  |  Submitted: Feb 19, 2013 07:29 ET 
Proposal SEALED

 United States  |  
Top rated Elance provider since 2006. ACAP, LLC is a complete business software solutions development company serving businesses worldwide. Since...
 5.0   |  Private   |  4 Jobs   |  2 verified credential(s)
Bid ID: 38026312  |  Submitted: Feb 18, 2013 16:20 ET 
Proposal SEALED
Sign in to Elance and start working on jobs today.
Sign in to view more of the job details and submit a proposal. Once registered, you'll have access to thousands of jobs online or through email.
Are you ready to post a job like this one?
Post a Similar Job »