01
AIRB credit risk models
Redesigned PD, LGD and stress testing models as part of regulatory model development and approval work.
Credit Risk Modelling & Analytics
Building better models for better risk decisions.
Credit risk professional with 11+ years of experience across IRB, IFRS9, mortgages and personal loans, combining quantitative modelling with regulatory and business decision-making.
11+
Years in credit risk
IRB
Regulatory modelling
IFRS9
Impairment modelling
01 / About
Quantitative modelling with a practical focus.
My work sits at the intersection of statistical modelling, credit risk, regulation and business decisions. I have worked across mortgages and personal loans, developing models used for capital, impairment, forecasting and stress testing.
02 / Selected work
Problems I've worked on.
02
IFRS9 modelling
Developed and redeveloped PD, LGD and EAD models supporting expected credit loss measurement.
03
Forecasting & analytics
Applied time-series and statistical modelling to mortgage loss forecasting and portfolio analysis.
03 / Experience
A decade-plus in credit risk.
Nov 2024 — Present
Barclays Bank
Vice President · Noida, India
- Redesigned and secured BoE PRA approval for Hybrid PD, LGD and Stress Testing AIRB models.
- Led redevelopment of IFRS9 LGD and ELBE models using decomposition-based time series methodology.
- Leading redevelopment of the IFRS9 model suite for the Barclays personal loan portfolio.
- Managed and developed a global team of five analysts.
Apr 2021 — Oct 2024
Barclays Bank
Vice President · London, United Kingdom
- Redesigned and secured regulatory approval for advanced credit risk models.
- Worked with business teams on acquisition and securitisation analysis.
- Built dashboards and explainability tools for business and finance teams.
Mar 2018 — Apr 2021
Barclays Bank
Assistant Vice President · London, United Kingdom
- Developed the Hybrid PD model as part of the IRB Repair Programme.
- Built Generation 2 IFRS9 PD, LGD and EAD models for mortgages.
- Re-engineered the ECL scoring code base, reducing runtime by approximately 75%.
Jul 2014 — Mar 2018
Barclays Shared Services
Senior Analyst → Assistant Manager · Noida, India
- Developed IFRS9 LGD impairment frameworks for the UK Home Finance portfolio.
- Designed time-series models for mortgage loss forecasting.
- Built Basel PD and EAD models for personal loans.
04 / Expertise
Tools, techniques & domains.
A combination of traditional statistical modelling, machine learning, econometrics and credit risk expertise.
IRB
IFRS9
PD
LGD
EAD
Stress Testing
Time Series
Generalised Linear Models
Decision Trees
Clustering
Gradient Boosting
Random Forest
Python
SAS
SQL
Spark
R
05 / Education
Academic foundation.
Delhi School of Economics
Master's in Economics · First Class · 2014
Hans Raj College
Bachelor's in Economics · First Class · 2012
06 / Contact