Selected work
Models that end in a credit decision.
Professional case studies in credit risk, portfolio segmentation, and pricing analytics. Public details are limited to high-level design; confidential data and internal variables are omitted.
Production Credit Risk Models
Credit scoring models for origination, first loans, and renewals, monitored in production with discrimination and stability metrics.
Risk Segmentation and Lending Mix
Risk segmentation used to reshape the disbursement mix of a credit portfolio in Peru, with differentiated models by segment.
Pricing and Profitability Analytics
Pricing sensitivity and credit product performance analysis to support commercial decisions in banking.
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.