Blackmoon

As a first data scientist in the company, my primary responsibility was design, implementationand support of a unified analytical data structure (both conceptual and technical) for multipleloan platforms, each with it’s own business model and products. I have developed fundamentalindividual loan pricing mechanisms, which could be applied to different loan platforms. As a part of day-to-day work in the data science team, I have made preliminary portfolio evaluations and created real-time loan pricing models for a number of loan platforms. Finally, I have designed and developed a framework library in R for loan pricing model development, which allows for a faster model development cycle without a loss of model structure flexibility.