I recently changed my blog title, and most people I know already know why. It's because I recently changed my career which I think affects my perspective, and probably the topics I will blog about.
I'm now a credit risk analyst at a Canadian bank. Which means I look at the behaviour of our credit card customers and work on creating scores that try to predict their future behaviour, and the future behaviour of applicants. I won't mention the name of the bank because I don't want to speak for them and I certainly don't want to pop up in searches for them.
In the process I'm building up my modelling chops, learning about companies like fico and sas, and getting a new look at how various people use their credit. First big lesson, various people vary a lot. There's no such thing as a perfect or invincible score because people of all types and behaviours go bankrupt all of the sudden. For some behaviours that might be a 1 in 100,000. Which sounds like an absurdly low risk, but for the individuals that realize that risk it is a 100% reality.
Anyways, I feel like I'm back with my mathematical roots, though I'm taking more of a statistics bent this time.