Jun 2024 – Present · 1 yr 11 mos

Jun 2017 – Jun 2024 · 7 yrs

• Vamsi leads a team of ~20 Data Scientists who are responsible for feature engineering across Risk, Revenue & Line models for the American Express Commercial(Institutional) Portfolio. His responsibility includes working with External Data vendors & Bureaus to onboard new Data products, building features using ML/AI Techniques, Aliasing with Compliance, Fair Lending & Privacy teams to ensure responsible lending.
• Prior to this role, Vamsi lead the Data Science function for the Individual consumer portfolio across all markets.

May 2016 – May 2017 · 1 yr

• Lead a team of 4-5 Data Scientists to build ML/AI based solutions for Credit and Fraud risk Management.
• Contributions:
• 1. Redrafted the variable importance methods for regression techniques by working with Professors at Purdue & Davidson Colleges
• 2. Created the first version of Model interpretability tools (Model Reason codes) for Gradient Boosted Decision trees
• 3. Built one of the first generation credit risk attributes using Amex's closed loop network for the Commercial portfolio

Jul 2014 – Apr 2016 · 1 yr 9 mos

• Machine Learning & Decision Science

Apr 2011 – Jun 2014 · 3 yrs 2 mos

• Credit Risk Modeling for US markets
• Generating Insights from Click Stream Data
• Machine Learning Algorithms - Random Forests, GBMs, Regression Techniques
• Recommender Engines
• Hackathons