High-Net-Worth Churn Mitigation
Problem: A Tier-1 retail bank was losing high-value wealth management clients to boutique competitors due to reactive relationship management and delayed intervention.
Architecture: We deployed a Gradient Boosted Decision Tree (XGBoost) ensemble integrated with a Snowflake-based feature store. The system processes real-time transaction telemetry, sentiment from advisor logs via NLP, and macro-economic shifts to calculate daily propensity-to-exit scores. Local interpretability is handled via SHAP (SHapley Additive exPlanations), providing advisors with the specific “why” behind every high-risk flag.
Outcome: 24% reduction in voluntary churn within the HNW segment, retaining $680M in Assets Under Management (AUM) over 12 months.