Model validation and review - Part of retail independent model review team at HSBC with hands on experience on CCAR/PRA stress testing models - PD/EAD/LGD, BASEL/Non-Basel scorecard & strategy models.

Independently reviewed and validated critical conceptual soundness and data preparation for HMC RE1 Loan level PD model during CCAR stress testing exercise.

Reviewed and validated stress testing models as part of PRA exercise

Reviewed and validated Non-Basel scorecard models for Business banking portfolio management

Skills - SAS, R, Python