Starting Point

A rapidly scaling fintech lender had strong demand but stagnant margins.
 

CAC was rising, default risk projections were noisy, and investors questioned the path to profitability.

Underlying Structural Problem

The company’s lending model had an inverted capital spine:

• underwriting logic wasn’t tied to real-time customer behaviour

• capital deployment scaled linearly with volume

• risk visibility lagged, suppressing investor confidence

• regulatory exposure increased with each new product

• Despite growth, the architecture capped margin potential and valuation.
   

Strategic Interventions
In 12 days, we re-engineered the capital and model architecture:

• redesigned underwriting around behavioural risk signals, not demographic ones

• rebuilt the revenue model around recurring margin, not transactional spread

• repositioned the company as credit infrastructure, not a lender

• restructured investor narrative around scalability, resilience, and defensible data moats
   

Impact

• margin outlook improved by +22% within one planning cycle

• valuation multiple reclassified from lending to infrastructure (+3–5× uplift)

• long-term profitability concerns removed from investor conversations

• $14M follow-on funding activated immediately

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