Dr. Iain Brown is a Senior Data Scientist at SAS, specialising in Credit Risk, Marketing Analytics and Data Mining. Prior to joining SAS in 2011 he worked as a Credit Risk Analyst at Lloyds Banking Group building and validating PD, LGD and EAD models using SAS.
He has spoken at a number of internationally renowned conferences and conventions and has papers published in the International Journal of Forecasting and the Journal of Expert Systems with Applications on the topic of credit risk modelling. He is also the author of Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications, a comprehensive guide to the use of SAS for credit risk model development.
Iain has a PhD in Credit Risk from the University of Southampton as well as an MSc in Operational Research from the London School of Economics and Political Science (LSE) and a BBA in Business from the University of Kent. Iain is a member of the Operational Research Society and since July 2014 was awarded the title of Associate Fellow of the OR Society (AFORS).
His research interests include Basel II, data mining, marketing analytics, credit scoring and credit risk modelling.
Specialties: Basel modelling, Credit Risk modelling, SAS programming, SAS Enterprise Guide, SAS Enterprise Miner, SAS Model Manager and SAS/STAT