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Abhinandan kumar

@abhinandankumar1

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Credit risk modelling lead analyst at NatWest Group validating SME IFRS 9 models and reviewing wholesale credit risk.

India

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At NatWest Group, I own SME IFRS 9 model validation and prepare quarterly and half-yearly reviews of model behaviour and performance. I also validate wholesale credit-risk models, including wholesale PD and Stage 3 LGD review activities.

Previously, at BNY Mellon, I worked on IRB model validation across PD, LGD and EAD, including backtesting and stress testing. At CRIF, I monitored and redeveloped credit scorecards for hit-customer and no-hit/thin-file segments, using Python, SQL and PySpark.

Experience

Work history, roles, and key accomplishments

Current

Risk Modelling Lead Analyst / Risk Team Lead

Current

NatWest Group

Jan 2024 - Present (2 years 10 months)

Owns SME IFRS 9 model validation and prepares quarterly and half-yearly performance reviews. Validates wholesale credit-risk models and investigates model-performance movements, data-quality issues, and unusual observations.

SQL SAS Python PySpark IFRS 9 PD Modeling LGD EAD Model Validation Risk Analytics

Senior Associate (Lead Analyst)

BNY Mellon

Jan 2023 - Dec 2024 (1 year 11 months)

Worked on validation of IRB credit-risk models covering PD, LGD, and EAD. Contributed to quantitative validation through backtesting, stress testing, and benchmarking, alongside qualitative reviews of model documentation and assumptions.

PD Modeling LGD EAD IRB Model Validation Backtesting Performance Testing Benchmarking

Credit Risk Analyst

CRIF

Jan 2021 - Dec 2023 (2 years 11 months)

Monitored, redeveloped, and supported implementation of credit scoring models using Python, SQL, and PySpark. Contributed to credit bureau scorecard development and redevelopment for hit-customer and no-hit/thin-file segments.

Python SQL PySpark Credit Scoring Scorecard Development Logistic Regression XGBoost