Consultant

• May 2023 - Present

Quantitative Analyst

• May 2022 - May 2023

- Development of IFRS9 PD and LGD term structure models on the new IFRS9 methodology for a retail vehicle finance portfolio - Development of LGD model, in particular the PWGD model for retail vehicle finance portfolios - Effective interest rate and overlay calculations for monthly provisions reporting for retail vehicle portfolios - Perform ad hoc credit risk models investigations, reporting and documentation as required - Present model developments for internal sign-off, business sign-off (stakeholders) and at Technical Committees Show less

Graduate Credit Modelling Data Scientist at Analytix Engine

• Jan 2021 - May 2022

- Analyse raw data: assessing quality, profiling, and identifying trends within data - Design and build statistical models for the business problem at hand - Collaborate with the wider team to both build and validate models. As part of the team contribute to understanding of the model results and to explain the technical results to business people - Python, SAS, and Financial Modelling - Regulatory Reporting - Data Science - HR Consulting - Analyse raw data: assessing quality, profiling, and identifying trends within data - Design and build statistical models for the business problem at hand - Collaborate with the wider team to both build and validate models. As part of the team contribute to understanding of the model results and to explain the technical results to business people - Python, SAS, and Financial Modelling - Regulatory Reporting - Data Science - HR Consulting

Student Assistant

• Jan 2020 - Jan 2021

Graded and tutored the following statistical modules: - Analysis of Dependent Data (Jan 2020 to Aug 2020)- Statistical Applications and Software II (Aug 2020 to Dec 2020)

Student Assistant and Tutor

• Jan 2018 - Dec 2019

Graded and tutored several mathematical and statistical modules during these years.