• Spearheaded the intricate process of validating complex financial models—including CECL, CPST, and Customer Scorecard models—guaranteeing compliance with stringent regulatory mandates.• Championed cross-departmental initiatives to enhance the robustness of predictive models, playing a strategic role in refining methodologies and analytical techniques. This cross-pollination of expertise substantially improved the accuracy of credit loss predictions, thereby supporting the bank's risk mitigation framework and financial foresight.• Directed a meticulous validation of the institution's AML frameworks, undertaking a deep dive into the methodologies used for risk scoring. I ensured the fine-tuning of models for each risk element was rigorously validated, involving intense scrutiny of model monitoring processes and performance evaluations.• Contributed expertise to the development and refinement of the Economic Capital model, which encapsulates credit risk, market risk, and interest rate risk. I reviewed and assessed the methodologies used for calculating Value at Risk (VAR) across various components, ensuring precise and prudent capital allocation that aligns with the bank’s risk appetite and regulatory requirements.

• Led the validation of a Copula-based model for a prominent banking institution, ensuring compliance with regulatory standards and operational efficiency.• Conducted comprehensive stress tests to evaluate model robustness, including impulse response, quantile regression, scenario analysis, and sensitivity analysis, leveraging advanced statistical techniques in R and Python.• Spearheaded model development projects to address regulatory concerns related to Interest Rate Risk in the Banking Book (IRRBB), highlighting a commitment to financial stability and risk management.• Pioneered the creation of prepayment models and non-maturity deposit models from scratch, enhancing the bank’s ability to forecast and manage liquidity risks associated with changes in interest rates.