- Designed and developed credit default models, APR pricing models and line assignment models for credit card underwriting strategies.- Researched and tested new methodology.- Leveraged new data source and computation capability of Big Data platform to improve risk management performance.- Adopted reproducible research and dynamic report technology to track model performance by month and quarter automatically, which brought the ability to efficiently and closely monitor population shift or performance deterioration.- Developed and maintained SAS Macros for center-wide use to make modelling process more standardized and structured.- Supported other adhoc analysis, such as business justification, legal review and user acceptance testing.

- Designed and implemented a risk model framework for the online loan product.Created attributes by aggregating credit materials of fine granularity.- Tested machine learning algorithms. Implemented Gradient Boosting Machine and Random Forest in decision engine.- Evaluated data quality of third-party providers, including online shopping, user behaviours and fraud data.- Built risk models for third-party patners.

- Participated in the requirement acquisition, workflow design and documentation of Big Data Analytics platform,including ETL/BI/DM etc.- Made project plan and tracked progress in Scrum practice.

- Designed a model framework for credit rating in personal consumption loans.- Researched willingness to repay and volatility of borrower. Proposed and implemented quantitative measurements of the two topics.

- Provided technical support of In-Memory Computing and Big Data solutions for internal validation team and external partners in Germany and India.- Finished 6 projects in time and with high quality within one-year’s internship. Supported 4 projects simultaneously in busiest case under great pressure.