Ke Le Email & Phone Number

San Francisco, California

• Lead team in delivering account management model for whole personal loan portfolio using Xgboost with constraints to create AA codes.
• Lead team to conduct pricing elasticity research for personal loans. Assess the conversion rate gain due to interest rate changes. Recommend discount rate to achieve optimum conversion rate.
• Lead team to develop a word frequency based NLP (natural language processing) model to help post-charge-off loan recovery.
• Responsible for account management models, auto models, fraud models, loss forecasting models.
• Lead a team of statisticians and data scientists to provide analytical solutions to multiple products of LendingClub, and inspire talents to innovate and identify long-term professional goals.

• Conducted analysis and provided analytical solutions for small business loans on Experian data.
• Led team to provide analytical solutions to auto refinance marketing mail campaign.
• Developed underwriting models for auto refinance for prime and near prime segments based on TU generic data and validated the models with MRM team.
• Delivered Markov chain based short-term solutions for over $10B personal loan portfolio loss forecasting.

California

• Developed credit risk model for the national credit bureau in Qatar: Conducted data research, cleaning and manipulation for credit consumers and overall population; Built stable segmentation model for scorecard.
• Delivered Global FICO score to credit bureau in Nigeria through data manipulation, analysis, implementation and score validation.

Chicago

• Led U.S. auto refinancing market size project. Estimated and identified key statistics of refinancing loans and vehicle values across all risk tiers including balance, payment, LTV and APR incentive matrix for.
• Developed an underwriting model using decision trees and optimization for an auto lender. Constructed multiple solutions with different combinations of volumes and risks in which the optimal solution lifted significant.

Master'S Degree, Industrial Engineering And Management Science

Master'S Degree, Mathematics

Teaching Assistant Research Assistant

Bs, Mathematics