Anastasios Kritikos

About Anastasios Kritikos

Senior Risk Analyst with 15+ years of international experience in the analysis and credit risk measurement of several financial products, including mortgages, consumer loans and credit card portfolios. Expert in the development of advanced behavioral models ranging from underwriting, insolvency, collections and fraud models using best in class statistical techniques and tools that are compliant with both internal and external regulations. Experienced to the development of quantitative models to forecast balance, losses and other business metrics to facilitate planning as well as for CCAR/CECL stress testing.Extensive experience with logistic regression, piece-wise linear regression, time series modeling, and non-linear optimization (mathematical programming) using SAS, SQL, GIT, TeamCity, R and Python. Fast learner with strong analytical and communication skills.

Experience

1. Director - Credit Risk Modeling Ccar Cecl - Quantitative Analytics

   Barclays

   Jun 2022 — Present · New York, NY, US

Education

• The American College of Greece

  BSBA, Accounting and Finance

  2002 — 2006

• Drexel University

  MBA, Investment Management

  2006 — 2008

Skills

• Credit Risk
• Model Validation
• Business Analysis
• Predictive Modeling
• Data Collection
• Management
• Sas
• Analytical Skills
• Python
• Data Mining
• R
• Mortgage Lending
• Risk Analysis
• Project Management
• Risk Modeling
• Analytics
• Time Series Modelling
• Forecasting
• Risk/Reward Analysis
• Business Strategy
• Financial Services
• Consumer Lending
• Credit Scoring
• Analysis
• Predictive Analytics
• Teamwork
• Banking
• Logistic Regression
• Risk Management
• Behavioral Modeling
• Credit
• Financial Modeling
• Portfolio Management
• Statistics
• Team Leadership
• Sql
• Statistical Modeling
• Piece-Wise Linear Regression
• Financial Analysis
• Model Building