Ant MYBank's loan business needed models to manage risk using customer WeChat transaction data in the current financial climate. The goal was to optimize credit risk assessment, identifying high-risk customers while maximizing profitable targeting.Built the WeChat Self-Certification PD model using LightGBM and Pytorch, analyzing data from millions of transactions. Derived 611 features and selected 80 key ones, achieving a KS score over 23.5% across 3m30d and 1m30d OOT tests.Conducted… Show more Ant MYBank's loan business needed models to manage risk using customer WeChat transaction data in the current financial climate. The goal was to optimize credit risk assessment, identifying high-risk customers while maximizing profitable targeting.Built the WeChat Self-Certification PD model using LightGBM and Pytorch, analyzing data from millions of transactions. Derived 611 features and selected 80 key ones, achieving a KS score over 23.5% across 3m30d and 1m30d OOT tests.Conducted SWAP analysis to optimize customer ratings. Adjusted the bottom 5% and 2% down by 1-4 levels, while raising the top 10% and 20% by 2 levels, improving risk accuracy and boosting overall profitability. Show less