Statistician and Data Scientist with 10+ years of experience in credit risk modeling, fraud detection, and big data analytics. PhD candidate at PPGMNE/UFPR specializing in statistical inference and machine learning applications in financial services. Expert in developing scoring models, Weight of Evidence (WoE) methodologies, and optimal binning algorithms for risk assessment. Proficient in R, Python, SQL, and PySpark with proven track record in transforming complex data into actionable business insights.
Research Interests: Bayesian Networks | Optimization | Computational Statistics | GLM/GAM | Time Series | Machine Learning | AI
Regression Models for Bounded Data | Distribution Family for Bounded Data | Credit Risk Scoring & WoE Analysis |
Statistical ModelingPredictive AnalyticsMachine LearningTime Series ForecastingA/B TestingCausal InferenceEnsemble MethodsXGBoostLightGBMNeural Networks
Credit ScoringPD/LGD/EAD ModelingFraud DetectionAnti-Money LaunderingBehavioral ScoringCollection ScoringPortfolio AnalyticsStress Testing
R (Advanced)Python (Advanced)SQL (Advanced)PySparkJuliaC++TMBDatabricksGit
Bayesian StatisticsGLM/GAM/GLMMSurvival AnalysisMultivariate AnalysisSpatial StatisticsBootstrapMCMCMaximum LikelihoodEM Algorithm
Ph.D. in Statistics (In Progress) - PPGMNE/UFPR
- Research: Statistical Inference and Bayesian Networks
- Advisor: Wagner Hugo Bonat (PhD)
M.Sc. in Statistics - PPGMNE/UFPR
I'm open to collaborations on: Statistical Modeling | Credit Risk | Machine Learning | R Package Development
Research: Bayesian Networks | Causal Inference | Machine Learning for Finance
Industry: Credit Risk Models | Fraud Detection Models | Real-time Scoring
Open Source: R Packages | Statistical Libraries | ML Frameworks

