Conducted fraud analytics on claims data with Basel II framing. Used PRIDIT + PCA (RIDITs) to surface suspicious claims without labels, demonstrating unsupervised detection methods for operational risk.
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Updated
Sep 30, 2025
Conducted fraud analytics on claims data with Basel II framing. Used PRIDIT + PCA (RIDITs) to surface suspicious claims without labels, demonstrating unsupervised detection methods for operational risk.
End-to-end Basel II compliant credit risk modeling system with PD/LGD/EAD models, SHAP explainability, PyTorch neural network and PSI monitoring
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