- Mine internal and external datasets to engineer high-signal features including DTI, PTI, payment behavior, and account balance patterns.
- Develop end-to-end strategic credit risk models for approval amount sensitivity, credit line optimization, and loss forecasting.
- Source, clean, and transform financial data into modeling-ready datasets, ensuring data integrity.
- Evaluate third-party data vendors and scoring products through cost-benefit analyses.
- Implement models into production, ensuring accurate and efficient deployment in collaboration with engineering.
- Monitor model performance in production, leading recalibration and redevelopment as needed.
- Ensure model compliance with regulatory requirements and risk governance frameworks.
- Translate complex business questions from risk, finance, and sales into actionable modeling solutions.
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