Responsible for the design, implementation, and execution of credit risk models used in IFRS 9 provisioning, enterprise-wide stress testing, and ad-hoc stress testing.

Developing credit risk models for IFRS 9 and enterprise wide stress testing and managing team members responsible for international wholesale PD, LGD, and EAD models.

Modelled the mechanical response of fibres under tension and measuring the mechanical properties of silk fibres:• Solved a fourth order differential equation that determines the shape of a suspended fibre when bent by a force applied at any position on the fibre

Modelled the mechanical response of fibres under tension and measured the mechanical properties of silk fibres:• Solved the differential equation described above for a force applied at the centre of the fibre• Developed software for managing, fitting, and analyzing experimental data• Co-author of a paper accepted in NatureDetermined the structure and mechanical properties of a polymeric material:• Collaborated with biomedical engineers and research scientists at government labs - Under tight deadlines, produced samples and successfully completed fast-paced experiments• Modelled the structure and performed linear least squares fitting to experimental data• Identified correlations between sample production variables and structure using statistical analysis• Developed a GUI application for importing and processing experimental dataModelled the mechanical response of a polymeric material and found correlations between the material’s structure and mechanical properties:• Modelled the mechanical response of the material numerically by developing a simulation of a polymer network and analytically by developing a statistical model• Developed a Monte Carlo program for creating porous structures for the network simulationAssisted with the development of MATLAB software used for designing and simulating magnetic field correcting coils for MRI systems:• Used principal component analysis to find anatomical similarities between test subjects• Performed least squares fitting to determine optimal currents in sets of correction coils• Wrote software for visualizing multidimensional data sets

Measured adhesion between protein molecules and living cells for 2 years; Studied the effect of kinetic inhibitors on wax crystallization in a model diesel fuel using an optical microscope for 1 year:• Developed and used software for importing, organizing, and analyzing large data sets (in total, more than 200,000 force measurements)• Performed Fourier analysis on the resonant behaviour of equipment• Performed correlation and time series analysis• Co-author of 2 journal articles• Wrote a 75-page undergraduate honours thesis• Presented research results in a 20-minute public lecture• Received 3 awards and scholarships