Delivery Lead
Moody’s Analytics Knowledge Services
Total years of experience :6 years, 1 Months
An experienced credit risk consultant with 6 years of experience in the area of development and validation of PD models, IFRS9 lifetime ECL models, implementation advisory of Moody’s proprietary tools and models e.g. RiskFrontier for Economic Capital, ImpairmentCalc for IFRS9 provisions, RiskAnalyst for Internal Rating models
Excellent knowledge of Moody’s RiskAnalyst/Creditlens/RiskOrigins because worked on end-to-end implementation of these tools for 3 years. Work included rating model implementation, testing, historical analysis, migration activities, reports generation, manipulating projections
R, Excel VBA, SAS
Logistic/Linear regression, Economic Capital concepts, back-testing of the models, stressed loss calculations