168 reputation
4
bio website shadyacres.tumblr.com
location
age
visits member for 2 years, 5 months
seen Jan 30 '13 at 18:22

I'm a data scientist at Highmark, Inc, working as the manager of predictive analystics and data management within Operations. I earned my PhD doing computational neuroscience, working with decision making processes and investigating functional connectivity between different parts of the human brain. I've also worked as a financial quant, freelance web developer, and IT consultant. One of my favorite pastimes is poi spinning.

You can learn more about me on my LinkedIn page. Feel free to contact me about anything and everything at eykanal at erikdev dot com.


Oct
16
comment Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
I came to recommend this book. Our group is going through this chapter by chapter. It's not particularly rigorous, and there are some errors (as there would be in any book), but it provides good detail, and discusses interesting aspects of Basel you may otherwise be unfamiliar with. Overall a book worth reading through.
Dec
14
comment Models for measuring insurance risk exposure
@TalFishman - Thanks! I've updated the question to try to address your comment, but in short, it's the risks from the insurance side.
Dec
14
revised Models for measuring insurance risk exposure
add detail on types of insurance being discussed
Dec
14
awarded  Editor
Dec
14
revised Models for measuring insurance risk exposure
add detail on types of insurance being discussed
Dec
14
asked Models for measuring insurance risk exposure
Nov
25
awarded  Scholar
Nov
25
accepted What's the difference between SA and SAAR?
Nov
23
awarded  Supporter
Nov
23
comment What's the difference between SA and SAAR?
Thanks. I wasn't sure where to post it, so thanks for the comment.
Nov
23
awarded  Student
Nov
23
asked What's the difference between SA and SAAR?