At JPMorganChase, I led analytics and model development for a three-phase home lending pricing framework using GLMs and XGBoost. I also developed macroeconomic forecasting models for CCAR/CECL scenarios and prototyped a GPT-4 and RAG tool that reduced model documentation effort by about 10 hours per review cycle.
Earlier, at EncoreCapitalGroup, I developed predictive models for debt collection and call-center prioritization. At EXLService, I built auto insurance loss-cost GLMs in EMBLEM and led a modeling team delivering state-level rating plans; at Evalueserve, I developed a rule-based market basket analysis algorithm.
