Breakout 3: FICO: Custom Score Validations with Sculpted Data

Data-driven simulations are critically important for evaluating the expected performance of credit risk models and scores for lender-specific applicant pools.
Existing approaches to obtain client data suitable for simulating score performance are prohibitively expensive, logistically burdensome, and technically complex. In this
session, Leanne will share how FICO works with clients to overcome these issues using “Data Sculpting”, a novel solution using advanced optimization techniques and
FICO Xpress solver technology to simulate applicant pools and generate highly realistic simulations of expected score performance for individual lenders. Leanne
will provide an overview of the methodology and share results from recent clients who used Data Sculpting to evaluate new Scores for their through-the-door applicant
populations.

Speakers

Leanne Marshall

Leanne Marshall

Principal Scientist, B2B Analytics and Score Development, FICO

Leanne Marshall is a Principal Scientist on the Analytics and Score Development team at FICO, where she has been driving data-informed insights since 2020. With deep expertise in statistical modeling and credit analytics, Leanne specializes in custom validations for the FICO® Score 10 Suite and FICO® Resilience Index for
North American lenders, as well as monitoring and reporting on emerging credit trends that help lenders navigate an ever-evolving financial landscape.

Based in Denver, Colorado, Leanne brings a multidisciplinary academic foundation to her work, having earned a Master of Science in Statistics and a Bachelor of Science in Mathematics and Sociology from the University of Nebraska. Her unique combination of quantitative rigor and social science perspective informs her
approach to understanding not just the numbers, but the real-world implications behind them.

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