How I work
Methodology first. Code second. Interpretation throughout.
My work spans PD, LGD and EAD framework design, retail credit scorecards, scenario analysis, stress testing, model governance and validation. I am particularly interested in building analytical frameworks that remain understandable after the model has been built.
I use Python, SQL, R and Advanced Excel as modelling and analysis tools, with an emphasis on transparent assumptions, reproducible workflows and outputs that can be reviewed by both technical and non-technical stakeholders.