Developed a loan-default prediction model for Home Credit applicants, training a LightGBM model on 307,511 entries and achieving a ROC-AUC of 0.68. Fixed a calibration mismatch by deriving thresholds from the training-set score distribution. Built a FastAPI-based Borrower API with email-OTP auth and SHAP attribution, and a Lender Console for review queues and PSI drift monitoring.
