Early warning system for loan delinquency

Project Description

By the time an account is 30 days overdue our options are limited. We want a signal 30 days before that. Inputs are repayment behaviour, transaction patterns in the linked account, and changes in usage. Output is a weekly risk movement per account — we care more about accounts that have deteriorated than about the absolute level. Regulated context, so interpretability is a requirement rather than a preference, and we need model documentation to match. Four years of history, roughly 18,000 accounts.

Skills Required