Credit Risk Analyst
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I am a credit risk model validator experienced in risk modelling of both Wholesale and Retail assets. I am looking to move toward a client-facing role and am keen on re-learning the ropes while, at the same time, value-adding through contributions from my experience in risk.
I'm a recent graduate, in my first job doing credit risk model validation.
● Performed statistical analyses to measure the accuracy, calibration, and application of IRB and IFRS9 ECL
Retail and Wholesale Credit models’ complete model suites used for pricing and submissions to MAS,
HKMA, and BNM.
● Identified and assessed model risks, including data integrity, model stability, and parameter estimation.
● Collaborated with cross-functional teams, including risk management, finance, and IT, to ensure effective model validation.
● Communicated validation results and model performance to senior management and other stakeholders.
● Drove the development of upgrades to a Python based IRB and IFRS9 ECL validation platform
I graduate from National University of Singapore with a Bachelors of Arts (Double Major) - Economics and Philosophy
