Akshat Tyagi

I’m a quantitative analytics professional with 10+ years of experience in the banking analytics industry, applying statistical and predictive modeling to credit risk management. I focus on credit risk models and data-driven decisioning for retail portfolios, supporting capital calculations and regulatory-aligned risk assessment.

As an Assistant Vice President at Barclays (since July 2015), I manage senior stakeholders and end-to-end projects while mentoring colleagues for the last 5 years. I monitor credit risk models for UK Retail portfolios and Italy mortgages, covering key capital components like PD, EAD, and LGD, and I ensure model performance is tracked using governance and policy rules.

I’ve also worked across decisioning and monitoring use cases, including monitoring application models using AI/Machine Learning techniques such as Light GBM, and logistic regression models using statistical techniques like GINI and PSI. Earlier roles as Assistant Manager and Senior Analyst strengthened my understanding of the banking credit lifecycle and model risk, including coordination with auditors and development work using SAS and Excel—saving time and improving real-time credit strategies.