This talk will cover the applications of Machine Learning in UK Financial Services and in specific in credit risk. The talk will cover why Machine Learning is perceived as a Black Box, the impact of Covid on these types of models and the process to make Machine Learning safe and robust to use. The talk will cover a business case highlighting the use of R as the main platform to develop such models.
Eduardo Contreras is currently principal consultant at 4most where he specialised in developing machine learning credit risk models. Before 4most he has previously worked in companies like EY, Lloyds Banking Group and Citigroup developing analytics solutions and credit risk models.