Software Engineering Intern - Jilin Yillion Bank Co., Ltd.
- 1 minCompleted at Yillion Bank, Beijing, China.
In this internship, I have worked in Risk Management Department to work on developing models to identify bad loan default.
My work:
- Developed a Risk Management Framework to estimate probabilities of customer loss default on loans based on personal information
- Developed various analytical models through Python, e.g. RandomForest, XGBoost, and Gradient Boosting Decision Tree (GBDT)
- Improved performance of all models by over 15% and obtained the best performance around 75%