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XGBoost

Production Credit Risk Models

Credit scoring models for origination, first loans, and renewals, monitored in production with discrimination and stability metrics.

Personal project · Credit risk + AI agents

Credit Risk Agent Lab

An end-to-end credit decision system built on public Lending Club data: risk, prepayment and loss models, a limit and pricing engine tested with causal inference, and an AI agent that decides, audits itself, and writes the credit memo, while an analyst signs off every rejection and counteroffer.