I have been working in data analysis and predictive modeling for nearly 20 years. I've previously worked in environmental economics (at Resources for the Future) and building behavioral scorecards for credit card portfolios (at Providian Financial). I currently work at CoreLogic, a real estate data and analytics company. I've worked on a range of models during my 10+ years there, including mortgage prepayment and default models, house price indices and forecasts, Automated Valuation Model (AVM)cascades, appraisal risk and collateral risk models.
My background is in economics, but I'm very interested in the interaction between econometrics and machine learning (e.g. Varian, Hal R. "Big data: New tricks for econometrics." The Journal of Economic Perspectives (2014): 3-27. ) The modeling team at work consists of both econometricians and data scientists, which often results in productive exchange of ideas among people with different backgrounds.