Personal Information
Organization / Workplace
London, United Kingdom United Kingdom
Occupation
AVP, Credit Risk Modelling, Moody's Analytics
Industry
Finance / Banking / Insurance
About
Abhishek is a part of the Enterprise Risk Services team at Moody's Analytics, with expertise in Credit Risk Management. He is involved in development, validation, and calibration of Basel II/III PD, LGD & EAD and stress testing models for wholesale portfolios of Banking clients across several geographies viz. US, UK, EMEA, and Australia.
He has around 4 years of work experience, and is currently Associate Vice President at Moodys Analytics. Abhishek possesses excellent knowledge of various mathematical, statistical, econometric and machine learning models. He has handled responsibilities in credit risk domains e.g. Basel II/III modeling, stress testing, economic capital analyses, portfo...
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