I am working as a modeler in one of the largest mortgage companies, Ameriquest Mortgage Co.. My work is to conduct data mining and data analysis on all data which includes all information about all customers and loans of our company, build performance behavior models such as prepay, default and delinquent severity models. I use all kind of statistic tools in my work.
SAS is the main software and logistic regression, linear regression, KS table, ROC curve, etc.,are among major statistic methods I always used in my work.
I really benefit a lot from my MS study in the dept. of Statistics in FIU.
Dongming Chen