Doubt Sessions-Credit Risk Modeling, IRB, IFRS 9

I’m an AVP at First Abu Dhabi Bank, specializing in Regulatory Credit Risk Model Development, with hands-on experience at UBS, Credit Suisse, and McKinsey & Company. With over 5 years in the risk domain, I bring deep expertise across:

• IRB-Compliant PD, LGD, EAD Modeling
• IFRS 9 Expected Credit Loss (ECL) Framework
• Credit Risk Model Monitoring & Validation
• PPNR and Stress Testing
• R and Python-based modeling

What You Can Expect in a Doubt Session:

• Clear, structured explanations of complex modeling techniques
• Hands-on guidance with your data, code, or model challenges
• Review and feedback on model development, documentation, or validation
• Help understanding regulatory frameworks (Basel III/IV, ECB, PRA, etc.)
• Clarity on statistical concepts, performance metrics, or machine learning use cases in risk

Ideal For:

• Risk Analysts working on IRB or IFRS 9 models
• Students building career paths in Credit Risk or Financial Analytics
• Data Scientists transitioning to banking/finance
• Consultants or product managers looking to understand regulatory modeling

Why Me?

• Alumni of IIT BHU and ISI Delhi, bringing a strong quantitative foundation
• Proven track record of delivering and defending models in high-stakes regulatory settings
• Proficient in both classical statistical modeling and ML applications in risk
• Personalized, supportive, and structured approach to solving doubts

Book a session if you're preparing for a job, tackling a model development task, or just want clarity on the "why" behind model decisions. I’ll help you bridge the gap between theory and real-world application. Let’s level up your credit risk game.

Let me know if you’d like a shorter version or one customized for LinkedIn/Instagram posts too.