Principle Associate, Economist, Basel Modeller
Mclean, Va
• Developed Bank Basel II Model for Capital One credit card business, determined risk weighted asset and bank capital requirement by modelling probability of default, exposure at default, and loss given default (scorecards segmentation, statistical modelling, decision tree, machine learning).• Conducted research on Account Level Loss Forecasting Model for Small Business Card, including data cleaning, model development and monitoring, as well as a detailed analysis on key Economic indicators and their effects on small business.