Fraud loss-ratio model

CGI · 2021 – 2023 · Data engineer

321% lift in recovered fraud losses

A loss-ratio model that recovers more fraud losses than a top-five bank’s benchmark.

Context

Unrecovered fraud shows up directly in the loss ratio. The benchmark to beat was a model from a top-five bank.

What I did

I built and shipped a gradient-boosting plus logistic-regression model, with batch scoring in a Python and T-SQL pipeline.

Outcome

321% lift in recovered fraud losses versus the top-five bank benchmark.

Evidence

Client work, no public page.

Stack

Python, T-SQL, SQL Server, gradient boosting, logistic regression

Qijin Xu is a Lead AI/ML Architect at CGI’s AI Center of Excellence in Toronto. He designs and ships production AI for banks and insurers: LLM agents, RAG systems, and data platforms.

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