How do I handle the pressure of building models that affect people?

Your work is not just numbers on a screen. It shapes who gets a loan, a job, a chance. You feel the weight of that, and the fear of getting it wrong sits heavier the more you understand what is at stake. That fear is not a problem. It is a sign you take the responsibility seriously, which is exactly the person who should be doing this work. You will never build a perfect model, so let go of that impossible standard. What you can do is be careful, honest about the limits, and clear with the people who use your work about what it can and cannot do. A model with humble, honest caveats does far less harm than a confident one nobody questions. Your job is not to be certain. It is to be responsible. Carry the weight, but do not let it crush you. Do the careful work, flag what worries you, and then accept that you are one person doing your best inside a bigger system. Keep a small habit of double-checking who could be hurt by your model. That care is the best thing you bring, and it is enough.