Neider OlayaData Science
ES CV

Areas of expertise

Where risk, models, and business meet.

Capabilities organized around the credit and financial problems I solve.

01

Credit risk & scoring

Credit scoring models across the credit life cycle, from origination to renewals, early warnings, and fraud detection.

  • Origination, first-loan, and renewal models
  • Risk segmentation and early warning signals
  • Portfolio, placement, and delinquency analysis
3 credit stages with production models
See production credit risk models
02

Model monitoring

Keeping models reliable in production through discrimination and stability metrics, backtesting, and recalibration.

  • AUC, KS, and PSI tracking
  • Backtesting and recalibration
  • Training–production consistency with Data Engineering
~US$5M credit portfolio capital managed in Peru
See risk segmentation and lending mix
03

Financial analytics

Pricing, profitability, forecasting, and scenario analysis to support credit and commercial strategy.

  • Pricing sensitivity and profitability
  • Forecasting and scenario evaluation
  • Automated analytical pipelines in Python and SQL
Python · SQL automated analytical pipelines
See pricing and profitability analytics
PythonSQLPandasNumPyScikit-LearnXGBoostLightGBMRandom ForestNeural NetworksPower BIExcel