Risk analyst
$250-750 USD
Plačilo ob prevzemu
Need help on loan portfolio risk analytics. Analyze and report on loan portfolio risk, included building out loss rate expectations and other key credit risk analytics using historical loan-level data. Feel free to use whatever tools you prefer, but ideally highlighting your skills in Excel, SQL and Python (in that order of priority).
ORIGINATION CHARACTERISTIC PROMPTS: 1. Visualize the Origination Characteristics—by loan purpose, term, FICO and whatever other portfolios bands and groupings you think are beneficial in order to get a good picture of the credit mix and other important details about the underlying assets in the data.
2. What trends have you noticed about the portfolios’ originations with time? Has there been credit deterioration or improvement? How might those changes with time relate to credit policy changes?
3. How do the origination characteristics compare across the different portfolios? Feel free to highlight any differences you would expect given the different purposes of the loans in the data.
PORTFOLIO RISK ANALYSIS PROMPTS: 1. Calculate the baseline loss assumptions, both Cumulative Gross Loss (“CGL”) and Cumulative Net Loss (“CNL”) for each loan product
Note: The Risk & Analytics team at WebBank is responsible for establishing baseline loss expectations for our portfolios, including building out cumulative loss curves derived from vintage loss curve (charge off) analysis. Feel free to show off your ability to build forecasted loss curves from the historical data.
2. Perform segmentation analysis of the portfolio based on risk characteristics and provide and explanation of the methodology and criteria used
Note: Feel free to expand on #1 by building out segmented loss curves based on the characteristics that you determine drive the repayment performance in these portfolios.
3. Analyze what factors are most strongly correlated with credit risk for each loan product and how they impact loan performance.
4. Perform additional risk modeling on other important metrics such as roll rates, recovery rates, prepayment rates, etc.
ID projekta: #36397569
Več o projektu
Dodeljeno:
Past Projects: 1. Credit Risk Modelling using Heterogeneous Data Sources: Developed a machine learning model to analyze credit risk by utilizing heterogeneous data sources such as demographics, loan history, and credit Več
13 freelancerjev ponuja v povprečju za $496 na tem delu
Hi there,I'm biddin on your project "Risk analyst" I have read your project description and i'm an expert in Python and machine learning therefore i can do this project for you perfectly.I still have a few questions. p Več
Hi there! I have more than 10 years of experience as a Data Base Administrator and Analytics Engineer. I'd love to work together on your loan portfolio risk analytic. I'm very responsible and kind, I will always send y Več
Hello, Warm Greetings! I am pretty sure I can produce high-quality and perfect results for your project. By using Python, I used to make AI engines, BOT, Web Scraping Tools, and so on. PHP and Python are my majors, so Več
Hi! I am interested in your project Risk analyst I have completed similar papers in the past and can assure you of exceptional and original work within the agreed deadline. I have skills in Statistical Analysis, Risk Več
Dear Client I will build out loss rate expectations and other key credit risk analytics to help you make informed decisions. To visualize the origination characteristics of the loans, I will use Excel, SQL, and Python. Več
Hi, I would like you to work on your project. I am having around 6+ years of experience in this domain. I am an automation Specialist in BI domain (BI reporting, Automation and Visualization). Can do programming in m Več
