Economic Analysis & Stress Testing
Programming & Scripting
Data Analytics & Data Mining
Documentation, Presenting & Report Writing
Summary of Experience
I am a skilled Quantitative Risk Analyst/Data Scientist. With a degree in Materials Science and Engineering, I have several years of experience in developing quantitative methods to forecast credit impairments and risk-weighted assets, reviewing stress testing results, presenting to senior management, and creating automated reporting dashboards. My expertise lies in Python, advanced Excel, and SQL, as well as a good understanding of the regulatory landscape with regards to IFRS9 and the Basel accords. Here is summary of my key roles:
Quantitative Risk Modeller
In my role in Credit Forecasting at JP Morgan, I support the expansion of the ICB business expansion across the UK and Europe. My responsibilities included forecasting credit losses and allowance, developing analytics for new products, and collaborating with various stakeholders. I leveraged my strong analytical skills and coding expertise in Python to drive data-driven decision-making and ensure accurate reporting.
Quantitative Stress Testing Analyst
As a Quantitative Stress Testing Analyst at NatWest Group, I conducted and analysed regulatory and internal stress tests, covering IFRS9, Basel Pillar II, and III requirements. analysis using Python, advanced Excel, and SQL. I co-lead the development and implementation of Probability of Default models, as well as leading the development of an purpose built Mortgage Arrears prediction model. My focus was to identify key drivers of the stress results with and communicated business implications for NatWest Group's retail lending products under both business-as-usual conditions and adverse economic stresses.
Graduate Data Scientist
During my time as a Graduate Technology Analyst at NatWest Group, I gained valuable experience in data science, product analytics, and security and fraud analysis. Working closely with senior scientists, I leveraged various Python libraries and utilized tools like SAS, SQL, and Tableau for effective data visualization. I also contributed to fraud prevention efforts by researching and writing educational papers.
Resume
Education
University of Manchester
Materials Science & Engineering, 2017 Graduation
Courses & Achievments: Superalloys & High Performance Materials, Advanced Metals Processing, Metallurgy of Engineering Alloys, Advanced Nuclear Materials, Composite & Advanced Materials. Written a first-class thesis on metal oxide thermoelectrics
Work Experience
JP Morgan | Senior Credit Risk Modeller
London, UK
September 2024 – Current
- Leading the development and implementation of credit risk models for retail and corporate portfolios.
- Collaborating with cross-functional teams to ensure compliance with regulatory requirements and internal risk management frameworks.
- Utilizing advanced analytics and machine learning techniques to enhance the accuracy and predictive power of credit risk assessments.
Natwest Holdings | Lead Personal & Business Banking UK Credit Stress Testing Analyst
London, UK
December 2022 – August 2024
- Provided review and challenge of stress testing results including portfolio deep dive and benchmarking analysis, using advanced Python, advanced Excel, and SQL for the Retail franchise arms of NatWest Group.
- Presented credit risk stress testing results to senior management and business stakeholders, focusing on key drivers of results and business implications.
- Coverage included: Banking book models, PD, LGD, EAD models, and ICAAP, EBA, and PRA stress tests.
NatWest Holdings | NatWest Markets Credit Stress Testing Analyst
London, UK
September 2019 – November 2022
- Developed automated methods in Python to validate both retail and wholesale credit stress testing models as well as executed top-down credit risk stress testing results.
- Delivered support for projects, data, and security for systems and controls related to the information security department.
- Created automated reporting dashboards to be used by multiple users for analysing, understanding, and reporting stress test outcomes, using Python, Excel, and Tableau.
NatWest Holdings | Data Scientist
London, UK
September 2018 – September 2019
- Assisted with the delivery of experiments and worked with senior scientists and data engineers in building functional machine learning models.
- Gained experience working with various Python libraries, including pandas, numpy, and scikit-learn.
NatWest Holdings | Coutts | Product Analytics
London, UK
September 2017 – September 2018
- Engaged with stakeholders within the private bank and utilised coding and data visualisation programs (SAS, SQL, and Tableau) to achieve business deliverables.
- Main projects included customer segmentation analysis, competitor analysis, as well as performing ad-hoc data queries for various teams in the private bank.
Projects
Pitch IQ: Educational Sports Analytics Site
- Sports Analytics & Blogging
- A personal and insightful football analytics platform I created as a hobbyist football data scientist.
Cannon IQ: An Arsenal Specific Data Blog
- Sports Blogging
- I also created Cannon IQ, a dedicated substack blog focusing exclusively on my beloved Arsenal. As a die-hard Gunners fan, I delve into the tactics, player analysis, and financial dynamics specific to Arsenal.
Spotify Recommendation Algorithm
- Personal Project
- In order to help develop my technical skills in Data Science, I started and documented a project going through how to work with and create an algorithm with spotify's python API.
Streamlit Applications
- Data Visualisations
- Further to some of the visualisation work in both Cannon & Pitch IQ, I also built some streamlit apps to better visualise football data in a more interactive manner than just what matplotlib can provide.
Skills
| code | Languages |
|---|
- Python
- SQL
- SAS
- VBA
- Javascript
- HTML/CSS
| dashboard | Technologies |
|---|
- Tableau
- Power BI
- AWS Athena
- Git
- MS Office
- VS Code
| merge_type | Soft Skills/Concepts |
|---|
- Agile
- Presenting
- Report Writing
- Documentation
- Stakeholder Management
- Communication