IndicinaSenior Data Scientist
Jan. 2020 - Dec. 2021Lagos, NigeriaResponsible for building, evaluating & deploying Credit Risk Models for clients and carrying out post deployment analysis to validate performance of these models. - Carried out extensive Exploratory Data Analysis and Feature Engineering on Risk Modelling data for clients.
- Built Statistical Credit Risk Models with AUC score over 0.6.
- Communicated Credit Risk Model building methodology, results and how to apply model output, via presentations to clients, which is usually a mix of technical & non technical audience.
- Conducted Cohort Analysis on Scoring Data (Post Deployment) and Drift Analysis, comparing
Modelling Data to Scoring Data. (Post-deployment)
- Carried out Sensitivity Analysis to measure the impact of modelling variables on Risk Score.
- Adopted Software Development methodologies to make model functionality available to software systems. (API documentation, testing, CI/CD etc)
- Leveraged cloud services to handle large scale and complex deployment scenarios.