As a Data Science Analyst Intern at CreditSpectrum, I focused on structuring design of ABS, a growing financing sector. I built a cash flow models and VBA code to run Monte Carlo simulations, ran sensitivities and extracted risk metrics like EL, WAL and ratings, analyzed patterns and modeled the impact of different forms of credit enhancement.
And I learnt some important lessons. When you dig deeper, you discover there is more to learn. The more you probe, the more proficient and familiar you become. Pay attention to details. In modeling and coding, there is usually only one way to make all the things correct but many ways to generate errors. Any tiny error may cause the model to not function!
2019/03/25 – 2019/04/19