My name is Estevão Prado and I'm a Principal Data Scientist in the Data Intelligence department at Bradesco bank, Brazil. I develop credit risk models which automate/scale credit decisions and mitigate risk using statistics and machine learning. My programming background involves advanced knowledge of R (e.g., dplyr, ggplot), SAS, SQL and Python (e.g., PySpark, pandas).
Prior to my current position, I was a Senior Research Associate (i.e., a post-doctoral) in statistical machine learning at Lancaster University, UK, under a fellowship partnered with The Alan Turing Institute. I worked with Professors Christopher Nemeth and Chris Sherlock on the development of novel scalable Markov Chain Monte Carlo (MCMC) methods for large datasets.
I completed my PhD in Statistics at Maynooth University, Ireland, under the supervision of Professor Andrew Parnell and Dr. Rafael Moral where I worked on extensions to probabilistic tree-based machine learning algorithms (i.e., Bayesian additive regression trees (BART)). I also hold an MRes in Statistics from the Federal University of Minas Gerais (Brazil) and a first-class honours Bsc in Statistics from the Federal University of Paraná (Brazil).
For more details on my research and publications, visit my Google Scholar profile.