walidkilani101/BOA-Credit-Scoring

ML credit scoring pipeline - Bank of Africa internship. LR, Decision Tree, Random Forest, XGBoost + IFRS 9 ECL + SHAP explainability # ML-Augmented Personal Credit Scoring Model — Bank of Africa **Internship project** | Risk Management Department — Bank of Africa **Author:** Walid KILANI --- ## Project Overview This project builds an **end-to-end ML credit scoring pipeline** for personal/retail borrowers, inspired by an internal BOA/Talaty scoring system originally developed for TPE (small business) clients. The goal is to prototype the full pipeline on public data (Give Me Some Credit — Kaggle), ready to swap in real BOA data when it becomes available. --- ## Pipeline Architecture ``` Raw Data (CSV) ↓ Data Cleaning & EDA ↓ Feature Engineering ↓ Model Training (LR → DT → RF → XGBoost) ↓ Evaluation (AUC / GINI / KS / Recall / F1) ↓ PD Calibration & Risk Bucketing (10 buckets) ↓ IFRS 9 ECL Calculation (Stage 1/2/3) ↓ SHAP Explainability ↓ Business Case Simulation ↓ CSV Exports → Power BI Dashboard ``` --- ## Model Results (Give Me Some Credit — 150,000 borrowers) | Model | AUC | GINI | KS | Recall | F1 | |---|---|---|---|---|---| | Logistic Regression | 0.8588 | 0.7176 | 0.5661 | 0.7752 | 0.3267 | | Decision Tree | 0.8553 | 0.7105 | 0.5613 | 0.7652 | 0.3320 | | **Random Forest** ✅ | **0.8634** | **0.7268** | **0.578** | **0.7502** | **0.3583** | | XGBoost | 0.8632 | 0.7263 | 0.5776 | 0.7647 | 0.3427 | > **Recommended model: Random Forest** — best AUC (0.8634) and GINI (0.7268), exceeding the TPE project benchmark (GINI = 0.66). --- ## Risk Bucket Table (10 deciles) | Bucket | Pop % | Cum % | Default % | Delegation | |---|---|---|---|---| | B01 | 10% | 10% | 0.11% | ✅ AUTO APPROVE | | B02 | 10% | 20% | 0.22% | ✅ AUTO APPROVE | | B03 | 10% | 30% | 0.48% | ✅ AUTO APPROVE | | B04 | 10% | 40% | 0.72% | ✅ AUTO APPROVE | | B05 | 10% | 50% | 1.39% | ✅ AUTO APPROVE | | B06 | 10% | 60% | 2.42% | ✅ AUTO APPROVE | | B07 | 10% | 70% | 3.67% | ✅ AUTO APPROVE | | B08 | 10% | 80% | 6.54% | ⚠️ MANUAL REVIEW | | B09 | 10% | 90% | 12.32% | ⚠️ MANUAL REVIEW | | B10 | 10% | 100% | 39.12% | ❌ DECLINE / EX …