Internet consumer finance has developed rapidly since 2013 by providing small loans to meet users' credit needs. However, due to the imperfect credit reporting system, it is difficult for the platform to capture customer information, which makes it difficult to identify and quantify credit risks. In 2022, the industry's average non-performing loan ratio reached 3%, and risk control is particularly important. Traditional logistic regression algorithms exhibit issues of low running speed and decreased predictive ability when processing high-dimensional data. This paper applies causal inference theory to screen variables, selects LightGBM algorithm, and improves Heckman two-step method to build a risk control prediction model of Internet consumer finance based on Heckman two-step method with sample selection bias correction, and selects KS and AUC indicators to evaluate the model effect. Based on the customer credit data of a consumer finance company, this paper analyzes the characteristics and credit risks of Internet consumer finance, and builds a whole process big data risk control model. Research has shown that risk control models constructed using Heckman two-step method and LightGBM algorithm have improved KS and AUC indicators, effectively quantifying borrower credit risk, predicting and controlling default probability, and thereby reducing credit risk. The research results provide new ideas and references for the credit risk control of Internet consumer finance.

Zhiqiong Zou. Research on Credit Risk Quantitative Model of Internet Consumer Finance Based on LightGBM Algorithm. Socio-Economic Statistics Research (2025), Vol. 6, Issue 2: 1-10. https://doi.org/10.38007/SESR.2025.060201.

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