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Credit Risk Modeller
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Risk Modeller
Citi • Fulltime
Jan 2026 - Present • 9 mos
Working at Citi in credit risk model validation, focusing on EADL (Expected Average Default Loss) models for US credit card portfolios under the CECL framework. Responsibilities include conducting model performance assessments, backtesting and Net Credit Loss (NCL) analysis, evaluating model assumptions, and performing sensitivity and scenario analysis. Supporting model risk assessment and ensuring model performance, robustness, and compliance with regulatory and internal risk management standards for credit loss estimation.
Business analyst
Barclays • Fulltime
Jul 2023 - Jan 2026 • 2 yrs 6 mos
Worked as a Business Analyst at Barclays Global Service Centre, focusing on credit risk modelling for retail mortgage portfolios. Developed and validated Probability of Default (PD) models for Buy-to-Let (BTL) and Residential (RESI) segments to support Expected Credit Loss (ECL) calculations under IFRS 9. Conducted model performance assessments, sensitivity testing, and macroeconomic scenario analysis using forecasted Market Economic Variables (MEVs). Collaborated with model owners and internal validation teams to ensure model robustness, accuracy, and compliance with established risk modelling standards.
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user05424033

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Very skilled, fast replier, on time delivery, fantastic communication, managed to fix all the issues encountered. Highly recommended.
US$ 50
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