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CoreLogic senior credit risk, default and loss modeler
PhD. in engineering from the University of California, Berkeley
Extensive experience in credit risk modeling, including credit models based on Bayesian survival analysis, loss models primarily focused on multi-logits and linear and non-linear regressions, optimization of loan allocation, and incorporation of call-center data in default modeling.
Prior to LoanPerformance, Dr. Rumingny was AVP at Countrywide Capital Markets in the Fixed Income Research group. His work with Countrywide call-center data, which captures changing borrower economic circumstances, enabled him to predict changes in the unemployement rate one to two months before the government released the statistics.
To contact Dr. Rumingny, please send an email or call at (415) 536-3526.
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