Modeling Default Risk for Business Loans

Monday, November 7, 2016 - 4:30 pm

Square Capital is Square's lending arm, providing capital to merchants in a fast, fair, and intelligent manner. The Capital Data Science team focuses on mitigating loan default risk in addition to business and operations optimizations. In this talk, we'll look at modern approaches to assessing merchant default risk, as well as the effects of ensembling different models and external datasets to further improve accuracy.

Modeling Default Risk for Business Loans | Data Dialogs 2016

Thomson Nguyen

Head of Data Science

Square Capital

Thomson Nguyen is the Head of Data Science for Square Capital, where his team focuses on mitigating loan default risk, business and operations optimization, and moonshot data product development. He is also a Visiting Scholar at the Courant Institute for Mathematical Sciences at NYU, where his research is in malicious behavior and parallelized decision trees. He was the Founder/CEO of Framed Data, a Y Combinator-backed predictive analytics startup acquired by Square in 2016. He has fond memories of working on math problem sets in 1015 Evans as a Cal undergrad.