Albert A.
Lead Modeling Analyst @NatWest Group
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WORK HISTORY
Lead Modeling Analyst @NatWest Group
Edinburgh City, GB
Stress Testing Wholesale model development for credit risk
EDUCATION
Lancaster University
Master's Degree, Operations Research (Statistics)
St. Francis De Sales High School
H.S.C., Physics, Mathematics, Chemistry, Computer Science and English
BAM University, Deogiri College
Bachelor of Science (B.S.), Physics and Mathematics
ABOUT ALBERT A.
Quantitative risk professional with an MSc in Operations Research, with +6 years of experience in Credit Risk modelling, Data Science and Analytics. With industry knowledge and interests ranging from Retail, Commercial, Economic capital models\' development, validation, stress testing for Credit, Market, Operational Risk to Finance and Capital Markets. Skills/Interests:Chartered Banker:PSB, SAS, SQL, C++, Python, R, Matlab, Credit Risk, Market Risk, Operational Risk, finance, liquidity and capital risk, VaR, Portfolio Analytics, Monte Carlo Simulation, Economic Capital models, Basel PD, EAD, LGD, RWA, EL, IFRS 9, Regulatory Capital Modelling, Pillar I, II & CRR/CRD, Valuation, Stress Testing, CCR, CVA, CCAR, Basel II & Advanced IRB, Excel Modelling VBA, Access, Machine Learning, Forecasting, Time Series analysis, signals analysis, Econometrics, GARCH, Logistic Regression, Behavioural & Application Scorecards, Risk Analytics, Stochastics, Eviews, Fixed Income, Interest Rates models, Hadoop, Teradata, SAP Business Objects
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