Loan Default Scoring Analysis
Budget: €8 – €30 EUR
I am in need of a financial data analyst with a strong background in statistical methods and SAS software. The task entails tracking loan defaults and borrower details. Using this data, the analyst would generate the Gini coefficient, Information Value (IV), and Weight of Evidence (WoE) calculations. Afterwards I need to reduce the number of categories and keep GINI above f.e. 20%. This will lead to shortlist the categories, and just put them in SAS and do an anylysis of maximum likelihood estimates and test it on in sample and out sample. The project is easy if you know coding. The whole description is attached. The outcome should be just tables with Gini, IV, WoE, which categories where shortlisted, how was the number of categories reduced and the final table (screnshot is enough) from SAS with the table of Analysis of Maximum Likelihood Estimates.
Related categories:
Statistics
Business Analysis
R Programming Language
Statistical Analysis
SPSS Statistics