Gurpartap Singh

Credit Risk Modelling Analyst @Yorkshire Building Society

Analyzed and monitored Application Scorecards and Gen4 behavioral scorecards. Conducted Probability of Default (PD) model analysis, assessing risk metrics for different customer segments including Prime, Sub-Prime, and BTL portfolios, providing regular performance insights.Performed periodic reviews of models, including the Accord Application Periodic Review and YBS Application Periodic Review, with results presented to the Model Risk Committee (MRC) ensuring ongoing model validation and accuracy. Investigated Herfindahl-Hirschman Index (HHI) concentration and the risk grade distribution, evaluating portfolio concentration and risk exposure. Evaluated new product prepositions and investigated their risk grade migration and distribution.Delivered detailed presentations on findings to the 2nd line of defense, collaborating on strategies to mitigate risk and improve overall model performance.Carried out monthly investigations into high-scoring bads, identifying anomalies and looking into the reasons for customers going in arrears.