# Abhinandan kumar

Abhinandan kumar is a remote worker on Himalayas, Risk Modelling Lead Analyst / Risk Team Lead at NatWest Group, based in India.

Source: https://himalayas.app/@abhinandankumar1

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

| Detail | Value |
| --- | --- |
| Availability | Looking for a job |
| Location | India |
| Authorized to work in | India |
| Salary expectations | 3983k+ INR |
| Job categories | Credit Risk Analyst, Risk Modeling Analyst, Model Validation |
| Skills | Credit Risk Modelling, Credit Risk Validation, IFRS for SMEs, Wholesale Credit, Retail IRB, PD Modeling, LGD, EAD, ECL, Scorecard Development, portfolio performance analysis, Backtesting, Performance Testing, Probability Calibration |
| LinkedIn | https://linkedin.com/in/abhi01na |
| GitHub | https://github.com/abhi01n |

## About

```text
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

### Risk Modelling Lead Analyst / Risk Team Lead (current)

[NatWest Group](https://himalayas.app/companies/natwest-group). Jan 2024 - Present

```text
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.
```

Skills: SQL, SAS, Python, PySpark, IFRS-9, PD-Modeling, LGD, EAD, Model-Validation, Risk-Analytics

### Senior Associate (Lead Analyst)

[BNY Mellon](https://himalayas.app/companies/the-bank-of-new-york-mellon-corporation). Jan 2023 - Dec 2024

```text
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.
```

Skills: PD-Modeling, LGD, EAD, IRB, Model-Validation, Backtesting, Performance-Testing, Benchmarking

### Credit Risk Analyst

[CRIF](https://himalayas.app/companies/crif). Jan 2021 - Dec 2023

```text
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.
```

Skills: Python, SQL, PySpark, Credit-Scoring, Scorecard-Development, Logistic-Regression, XGBoost

## Education

### University of Delhi

Master of Science, Statistics. 2016 - 2018

```text
M.Sc. in Statistics from the Faculty of Mathematical Sciences, University of Delhi, completed in 2018.
```

### Patna University

Bachelor of Science, Statistics. 2013 - 2016

```text
B.Sc. in Statistics from Patna Science College, Patna University, completed in 2016.
```

## Tech stack

- Tableau
- SAS
- PySpark
- MySQL
- Python
- SQL
- XGBoost

To contact Abhinandan, message them from this profile with a Himalayas employer account: [Hire on Himalayas](https://himalayas.app/hire).

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