Wei Sha

Experience

1. Senior Modeler Lead Data Scientist

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   Sep 2014 — Present

   Acquisition and Portfolio Credit Risk Modeling & Marketing Modeling & AML Modeling • Developed acquisition & portfolio risk model, value-based line assignment & management model, pricing model.• Applied advanced machine learning methodologies such as GBM and economic models such as Heckman 2-Stage model, Nested Logit model to optimize model performance. Proficient in Logistic model, Linear & Non-Linear regression model building, Reject Inference, adverse action reason code (AARC) construction.• Skilled in all stages of model building, including project planning, project proposal, model design, feature engineering, AARC construction, model evaluation and simulation, model implementation, model monitoring and related collaboration with team members, model users, regulators and business technology team.• Developed Marketing sales forecasting model. • Experienced in AML modeling.Card Credit Risk Strategy • Experienced in portfolio credit eligibility strategy development and acquisition risk strategy development, business simulation and performance evaluation. • Responsible for solving business problem by leveraging techniques such as segmentation, optimization, advanced analytics and machine learning.

Education

• Wisconsin School of Business

  Advanced Analytics and Leadership Certificate

  2016 — 2017

• Nankai University

  Master's Degree, Mathematics and Statistics

  2008 — 2011

• East China Normal University

  Bachelor's degree, Mathematics and Statistics

  2004 — 2008