5 End-to-end credit scoring for financial applications: a real-world AI approach
This chapter covers
- Building BFSI data pipelines via daily merges
- Orchestrating tasks with Airflow for compliance
- Implementing a BFSI model with WOE & XGBoost
- Converting probabilities into a stable BFSI credit score
In previous chapters, we laid out the BFSI domain constraints—strict compliance rules, partial or missing data, HPC cost concerns, and the need for transparent credit decisions. Now, we shift from theory to practice, constructing an end-to-end workflow that transforms raw BFSI logs into a stable data mart, trains a credit risk model (XGBoost), and converts probabilities into an industry-standard BFSI credit score. Along the way, we’ll address challenges like daily ingestion, negative amounts or sentinel codes, and producing disclaimers in each step. Although real production systems can be far larger and more complex, our approach highlights the fundamental building blocks: ingestion, transformations, binning, modeling, and final deployment checks.