Kshitij Kishore

Risk Modelling Lead Analyst @NatWest Group

Edinburgh, GB

Re-calibration of the IRB LGD model post the feedback from the regulators (PRA)- Developed a strategic monitoring solution on the IRB LGD model which then feeds into Tableau- Re-development and the implementation of the IFRS9 PD model on mortgages product for the estimation of the Expected Credit Loss. The new model is more accurate - Developed a monitoring solution on the IFRS9 PD model using python, Spark, SQL to be deployed onto Tableau- Took the lead on the development and the validation of the Transition Matrices used for Stressed Impairments. Additional skills:Ad hoc analysis for finance and business. Streamlined processes by automation and using the latest tools available.Using AI assistant to write efficient code and increase productivity. Exposure to areas outside of credit risk such as Climate technology and Climate risk

Strathclyde Business School

Master's degree, Data Analytics

Summer Fields School - India

Class 9th-10th

Indraprastha Institute of Information Technology, Delhi

B.Tech, Computer Science

Summer Fields School - India

PCM with Computer Science