Quantitative Credit Risk Analyst · Data & Modelling

Credit risk modelling with a data-science mindset.

I work across quantitative credit risk, analytical modelling and model governance, with experience spanning IRB, IFRS 9, PD/LGD/EAD frameworks, credit scorecards, scenario analysis and Python-based modelling.

IRBIFRS 9PD · LGD · EADPythonSQL
Dataquality · structure
Featuresdrivers · behaviour
Modelestimate · calibrate
Validatemonitor · explain
Professional portrait of Gaurav Chopra

Quantitative modelling grounded in regulatory context and practical decision-making.

My work combines statistical modelling, credit-risk methodology and clear model governance. I focus on analytical frameworks that are transparent, reviewable and useful for risk decisions.