At XploreLogic Technologies Pvt. Ltd., I developed probability-of-default models and credit scorecards using customer demographic, transactional, and bureau data. The work created 5–7 risk segments for risk-based lending decisions.
I improved ROC-AUC from 0.68 to 0.75 through feature engineering, variable selection, and model optimisation. I also engineered more than 100 risk variables and enhanced scorecard performance by 10% in Gini and 6% in KS.
I validated and monitored behavioural PD models across active accounts, using measures including PSI, PAI, Gini, and KS to identify shifts and support early drift intervention. I also produced SQL reporting and Power BI monitoring views for loan origination and portfolio performance.
