Istanbul, Türkiye
• Validation of all Machine Learning-based and Statistical models within the bank • Cash Loan, Credit Card, Fraud, Existing Customer, Income etc models • Validation of advanced risk measurement methods (PD, EAD, LGD) and IFRS9 Models • Stress Test, Backtest, Monitoring and Calibration • Led and mentored data scientists, providing guidance and support in their roles.
• Team leadership, hiring, and talent development • Built and deployed statistical and ML models across credit risk, segmentation, forecasting, and collections, LightGBM, XGBoost, Scikit-learn, etc. • Designed and delivered comprehensive reporting and visualization solutions (IFRS reports, overdue loan portfolio monitoring, daily/weekly/quarterly dashboards) • Conducted Ad-Hoc analyses and delivered executive-level (C-suite) reports to support strategic decision-making • Validation and backtest (PD, EAD, LGD,CCF) and IFRS9 Models • Acted as the central data analytics unit, providing cross-functional support to departments including risk, credit, IT, strategic planning, fraud, marketing, digital channels, and operations. • Directed model development, validation, and review processes in collaboration with international partners • Ownership of the retail credit risk lifecycle, including staging, FPD, fraud monitoring, and NPL management
• Delivering descriptive, predictive, and prescriptive analyses to companies. • Utilizing Python and R for all these operations. • Developing machine learning and AI models, including Convolutional Neural Networks (CNNs) with hyperparameter tuning (Optuna, Grid Search). • Creating campaign classifications for segmented customers. • Performing data manipulation and building machine learning pipelines with Python. • Developing customer problem classification models. • Designing a batch learning churn prediction system. • Building AI models for optimizing commission/fee structures.
www.graysciences.com Founded a consultancy firm specializing in statistics, biostatistics, and artificial intelligence algorithms with a 3-person team to apply the knowledge and experience gained through my expertise in Statistics, Biostatistics, and Data Analytics.
• Delivered statistical and biostatistical consultancy, including sample size and power calculations, parametric and nonparametric analyses, survival analysis, randomized and non-randomized controlled studies, and cross-over designs. • Provided descriptive, predictive, and prescriptive analytics solutions to individuals and corporate clients. • Conducted academic research on artificial intelligence algorithms and decision support systems, with a focus on biostatistics and healthcare datasets. • Led a TÜBİTAK-funded project: Machine Learning-Based Decision Support System for the Diagnosis of Chronic Diseases. • Implemented Agile methodologies in all project workflows to enhance efficiency and collaboration.