Oculi: A Conversational Agentic Platform for Automated Credit Risk Analysis

arXiv:2608.28944v1 Announce Type: new Abstract: Credit risk analysis in financial institutions traditionally requires analysts to manually write SQL queries, run statistical computations, and build visualization dashboards. This is a time-consuming workflow that limits exploration to familiar segments. We introduce \textbf{Oculi}, a conversational platform that transforms natural language questions into comprehensive credit risk analyses, complete with data queries, statistical testing, and interactive visualizations. Oculi employs a three-layer architecture that separates reasoning (LLM-powered agent), execution (Model Context Protocol tool servers), and presentation (agentic UI), enabling analysts to discover high-risk portfolio segments. Within Oculi, a new segment discovery pipeline is proposed that combines deterministic statistical methods with LLM-guided feature selection, leveraging LLM semantic domain knowledge alongside data-driven metrics to identify meaningful, actionable portfolio segments. Evaluated on a mortgage portfolio with 200+ features, Oculi demonstrates effectiveness in discovering material risk segments previously intractable through manual exploration, reducing time-to-insight significantly while maintaining auditability and statistical rigor.