Kshitij Pathak

Data science professional with 5+ years' experience in financial risk, automation, and compliance. Specialized in IFRS9, IRB, ICAAP, optimizing governance, cutting reporting time by up-to 60%, and refining model validation for high-value portfolios.

IFRS9 Specialist Consultant - Neofin Advisory - London, UK

(2024-09 - 2024-11)

• Validated IFRS9 model components, resolving audit findings and ensuring 100% approval in the next audit cycle
• Revamped the IFRS9 Target Operating Model, improving compliance, reducing inefficiencies, and accelerating regulatory reporting by 30%
• Enhanced ECL governance frameworks, strengthening risk controls and reducing manual work by 40%

Credit Risk Consultant - 4most Analytics Consulting - London, UK

(2023-10 - 2024-08)

• Automated affordability analysis & IFRS9 monitoring process in R-Shiny, cutting manual effort by 50%
• Validated TTC-PIT PD converter (S&P methodology), ensuring IFRS9 compliance and improving accuracy
• Resolved critical data issues using HiveQL, increasing accuracy by 30% for better risk assessments
• Validated low-default PD model (Pluto-Tasche, macro overlay) using Python, creating a framework, automating monitoring to enhance accuracy and regulatory compliance

Senior Associate - OakNorth Bank - Gurugram, India

(2021-09 - 2022-09)

• Designed a data collation & provision engine, cutting turnaround time from 2 weeks to 1 week
• Optimised ICAAP stress testing by refining and migrating calculations from Excel to R, reducing execution time from 2 weeks to 1 week
• Mentored interns, enhancing team proficiency in R, Excel, data wrangling, and visualization

Senior Associate - Moody's Analytics - Gurugram, India

(2018-07 - 2021-09)

• Built a transition matrix framework to forecast stressed PD term structures for low-default portfolios in the USA
• Automated client on-boarding for Moody's EDF9 RiskCalc via R-Shiny, cutting delivery time by 75%
• Co-developed a facility rating platform with the US advisory team, revamping risk assessment across diverse portfolios for large US Banks
• Benchmarked and re-engineered internal rating scales for chartered institutions, enhancing accuracy and consistency in risk evaluation
• Designed macroeconomic PD models to project stressed PD term structures, enabling ECL calculations and stress testing exercises

MSc - Data Science (Dist.) - University of Sussex (2022-09 - 2023-09)

Bachelor's - Technology - Delhi Tech. University (2014-08 - 2018-05)