Data Science Director
USAA
WenSui is the data science director within Actuarial Modeling, Research, & Science organization, where he is accountable for predictive modeling to support underwriting and pricing for personal lines.
Before joining USAA, WenSui spent 15 years in the financial service industry with JPM Chase, PayPal, Fifth Third Bank, and CitiGroup leading quantitative risk model developments for retail credit risk, operational risk, and fraud detection.
Over time, WenSui has developed his expertise in open-source software development and predictive analytics. He currently is the developer of nine Python and R packages in statistical modeling, machine learning, and quantitative risk. His paper Count Data Models in SAS won the best contributed paper award in 2008 SAS Global Conference.
WenSui earned a Master of Arts degree in Economics and a Master of Science in Business Adminstration from University of Cincinnati.
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CS-34 - Variable Transformation Based on Monotonic Binning
Wednesday, November 8, 2023
9:30 AM – 10:30 AM PST