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Lending Club AI-Powered Default Risk Screening

Encapsulated partnered with Lending Club to build a C# and AWS-powered module that predicts default risk in real time, enabling faster, safer, and more transparent loan approvals.

Client

Lending Club

Industry

FinTech & Lending

Duration

4 months

Team Size

4 Engineers (C#, .NET, AWS AI) + 1 Data Scientist

About The Client

Lending Club is a US-based digital lending platform that evaluates and originates consumer loans at scale. Their teams rely on data-driven underwriting and rigorous risk controls to deliver fast decisions without compromising compliance.


To strengthen application-time risk assessment, Lending Club engaged Encapsulated to build a Default-Risk Screening Module that flags potentially high-risk applications in real time, provides human-readable explanations for analysts, and captures complete audit trails for model governance.


We designed a C#/.NET service layer integrated with AWS AI services for probability-of-default scoring, added a rule engine for policy thresholds, and delivered an analyst console for review workflows—bringing speed, transparency, and consistency to the first line of credit decisioning.

Real-time

Scoring < 300ms p95

24/7

Highly available scoring endpoints

Explainable

SHAP-driven model insights

Key Challenges Faced by Lending Club

Before implementing the AI-powered risk screening module, Lending Club needed to strengthen its ability to detect potential defaults early, ensure transparency in credit decisions, and streamline analyst workflows.

Default Risk Prediction

Existing credit models struggled to provide real-time predictions of default probability at the point of application.

Data Fragmentation

Applicant data was spread across multiple systems, making feature engineering and risk analysis complex and time-consuming.

Fraud Detection Gaps

Lack of integrated fraud detection signals increased exposure to identity fraud and synthetic loan applications.

Time-Sensitive Decisions

Loan approvals had to be processed quickly to meet customer expectations without compromising accuracy.

Explainability & Compliance

Regulatory and internal audit teams required transparent explanations for every credit decision made by the models.

Our Strategic Solutions

Encapsulated partnered with Lending Club to develop a C# and AWS-powered module that predicts default risk in real time, enhances fraud detection, and provides explainable insights for compliance-ready loan decisioning.

C#/.NET Service Layer

Built a robust, scalable microservice in C#/.NET to process applications and deliver risk scores within milliseconds.

AWS SageMaker Integration

Leveraged SageMaker models trained on Lending Club’s historical loan data to generate probability-of-default predictions.

Fraud Detection Signals

Integrated AWS Fraud Detector to identify anomalies, identity theft, and synthetic loan applications.

Explainable AI

Implemented SHAP-based model explanations to provide transparent reasoning for every risk score and meet audit standards.

Analyst Dashboard

Developed a secure interface for credit analysts to review flagged applications, adjust thresholds, and approve or decline with confidence.

Scalable & Compliant Architecture

Designed the system to be SOC 2-compliant, highly available, and capable of scaling with Lending Club’s growing application volumes.

The Solution in Action

The Default-Risk Screening Module enabled Lending Club to assess loan applications in real time, flag potential defaults, and provide analysts with transparent, explainable insights for faster decisions.

Lending Club Risk Screening Module

Lending Club AI Risk Screening

C#/.NET services with AWS AI for probability-of-default scoring, fraud detection, and explainable model outputs

AI-Powered Risk Scoring

Real-time probability-of-default predictions with model explainability to support compliance and audit readiness.

Data-Driven Insights

Integrated data sources across applications, credit files, and fraud signals to generate a holistic risk profile.

Transparent Decisioning

Analyst dashboards provided SHAP-based explanations, enabling consistent and defensible loan approval workflows.

Technologies We Used

A secure, scalable stack combining .NET engineering with AWS AI services to deliver real-time risk prediction, fraud detection, and explainable decisioning for Lending Club.

.NET Logo
.NET Core
C# Logo
C#
AWS Logo
AWS (SageMaker, Fraud Detector)
SQL Server Logo
SQL Server
Docker Logo
Docker
GitHub Logo
GitHub

Ready to Harness AI for Smarter Decisions?

Whether you need to screen financial applications, personalise customer journeys, or fine-tune AI models with RAG, we can help. Encapsulated builds scalable, explainable AI solutions tailored to your business goals.

Are you facing any of these AI challenges?

Difficulty operationalising AI models into production systems
Lack of explainability and transparency in decision making
Fragmented data sources limiting effective model training
High costs and risks of model drift or poor accuracy
No clear path for fine-tuning models with domain-specific data
Challenges in integrating AI securely within regulated workflows

No commitment required • Free consultation • Tailored AI solution proposal