Seminar Event Detail


Quant Program Practitioner Seminar

Date:  Friday, November 10, 2017
Location:  B844 East Hall (3:00 PM to 4:00 PM)

Title:  Risk Modeling in Banking & Wells Fargo Quantitative Associate Program

Abstract:   This presentation has two parts. In the first part, I'll describe the role of statistical modeling and machine learning techniques in banking through selected applications. These will cover model development and validation for credit risk,"stress testing" for regulatory purposes, and anomaly detection for fraud. In the second part, I'll describe the Wells Fargo quantitative associate program and job opportunities. This will be very informal.

Files:


Speaker:  Vijay Nair
Institution:  Wells Fargo

Event Organizer:   Quant Program    quantfinms@umich.edu

 

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