End-to-end credit risk scoring data product built with XGBoost, MLflow, FastAPI, Streamlit and Docker.
End-to-End IFRS 9 PD Model development by Cohort Model.
Consumer credit risk, PD scorecard (logistic regression + WOE/IV) on Home Credit data, with discrimination, calibration and population-stability validation, ongoing monitoring, and model governance. Includes an EAD analysis reframed as a documented data-quality finding.
Excel-based credit risk portfolio model using Monte Carlo simulation to estimate Expected Loss and VaR (95%, 99%) for multiple firms.
A collection of applied Debt Finance and Credit Risk modelling projects
Portfolio of projects
Credit Risk Probability of Default (PD) modelling using Logistic Regression and Random Forest with risk bucket segmentation and threshold optimization.
IFRS 9 ECL engine on 2.26M Lending Club loans: PD scorecard, LGD/EAD models, Basel IRB capital, 3-stage ECL with macro scenarios and full model validation.
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