Peter Debbaut

Peter Debbaut is a Senior Data Scientist at Abrigo, having been with the company since November 2017. In this role, Peter has developed programs in R and Matlab to implement nearest neighbor search routines, solve interest rates through nonlinear optimization, model default and attrition rates, and forecast rates via Monte Carlo methods. Additionally, Peter leads a team in creating a machine learning product, builds data transformation processes using R, SQL, and SSIS, and designs reports through the Exago BI tool. Prior experience includes a position as a Quantitative Analyst, where programs were created for portfolio risk analysis, and as a Research Assistant at North Carolina State University, focusing on nonlinear optimization and data modeling. Peter also has a background as a Research Associate at the Federal Reserve Bank of Richmond. Academic qualifications include a Master's degree in Applied Mathematics from North Carolina State University and a Bachelor of Science degree in Mathematics from Tufts University.