David Robinson, Senior Manager - Data Science at Capital One, will start his talk with a brief history of Statistics and Data Science at Capital One: how we got here, what's changed, and what the current expectations and challenges are in the era of "Big Data" and "Machine Learning". The main technical focus will then be on the use of "Gradient Boosting Machines", which over the last few years have emerged as the modelling method of choice for most classification problems within Financial Services. David will cover what they are, why they have become popular and how many of the practical considerations and pitfalls of traditional statistical techniques still very much apply. Example uses will focus on credit risk and affordability, looking at how we can ensure we make fair lending decisions when faced with unfair and biased data.