Manager: Credit Risk Modelling - Retail Model Development
CurrentResponsible for the development and maintenance of Retail portfolio models used to automate operational credit decisions at NAB.
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@nab.com.au
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Gary Katselas is listed as Manager: Credit Risk Modelling - Retail Model Development at NAB, a with 28659 employees, based in Greater Melbourne Area, Australia. AeroLeads shows a work email signal at nab.com.au and a matched LinkedIn profile for Gary Katselas.
Gary Katselas previously worked as Associate Director Quantitative Analysis - Retail Credit Model Development at Nab and Senior Quantitative Analyst - Retail Model Development at National Australia Bank. Gary Katselas holds Master Of Science (Msc), Financial Mathematics from University Of Melbourne.
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I am an analytics professional working for a large Australian bank. My work to date has centered around the modelling of credit risk for regulatory and operational purposes however I have a broad interest in the application of quantitative techniques to produce any manner of data-driven insight.In my spare time I run a not-for-profit business teaching traditional Japanese karate (https://www.facebook.com/kenshinryudojo). I have been practicing karate for over 20 years and took on Chief Instructor responsibilities at the end of 2014.
Listed skills include Data Analysis, Sas Programming, Sql, Statistics, and 5 others.
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Responsible for the development and maintenance of Retail portfolio models used to automate operational credit decisions at NAB.
Melbourne, Victoria, Australia
Development and ongoing maintenance of IRB, IFRS 9 provisioning, and operational credit risk models.Subject matter expert for credit model development.Mentor for juniour analysts.
Development and ongoing maintenance of IRB and operational credit risk models.Subject matter expert for credit model development.Mentor for juniour analysts.
Developed Basel II IRB Probability of Default models for Residential Mortgages.Validated Basel II IRB Corporate Probability of Default Models on alternative geographies.Developed Retail Application Scorecards.Portfolio analysis and insights.
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Marion Chapman
Colleague at NabGreater Melbourne Area, Australia
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Lee Khosa
Colleague at NabGreater Giyani, Limpopo, South Africa
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Ragesh Bethapudi
Colleague at NabMelbourne, Victoria, Australia
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Sarisha Maharaj
Colleague at NabMelbourne, Victoria, Australia
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Quynh Gin
Colleague at NabGreater Melbourne Area, Australia
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Nella Eloi
Colleague at NabGreater Sydney Area, Australia
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Brendan Balazs
Colleague at NabGreater Sydney Area, Australia
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Dr Adam Ruff
Colleague at NabGreater Melbourne Area, Australia
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Angeline Willys
Colleague at NabMelbourne, Victoria, Australia
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Vivian Lu
Colleague at NabGreater Sydney Area, Australia
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Enrolled in the Master of Science (Research Training) degree which consisted of course work and a thesis. Thesis title was: "Pricing.
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Gary Katselas works for NAB.
Gary Katselas is listed as Manager: Credit Risk Modelling - Retail Model Development at NAB.
AeroLeads has found 1 work email signal at @nab.com.au for Gary Katselas at NAB.
Gary Katselas is based in Greater Melbourne Area, Australia while working with NAB.
Gary Katselas has worked for Nab and National Australia Bank.
Gary Katselas's colleagues at NAB include Marion Chapman, Lee Khosa, Ragesh Bethapudi, Sarisha Maharaj, and Quynh Gin.
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Gary Katselas holds Master Of Science (Msc), Financial Mathematics from University Of Melbourne.
Gary Katselas is listed with skills including Data Analysis, Sas Programming, Sql, Statistics, Statistical Modeling, Financial Risk, Financial Modeling, and Data Science.
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