I could suggest using PROC HPGENSELECT or PROC PLS to select the most 30 significant variables,
and get these 30 vaiables's WOE and IV.
If you want get better WOE and maximize IV to let your Score Card better and stronger ,
I wrote a paper about it , but you need SAS/IML and would cost you many time.
If you have SAS/EM's Score Card node ,that is your first choice.
"Get Better Weight of Evidence for Scorecards Using a Genetic Algorithm" https://www.sas.com/content/dam/SAS/support/en/sas-global-forum-proceedings/2018/1808-2018.pdf
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