Freelancer profile translated to English.

Description

Independent Credit Risk Analyst | Validation and Modeling Expert (Basel III/IFRS 9)

With 4 years of experience in corporate and retail, I work on credit risk validation and modeling assignments (Basel III, IFRS 9). I combine a strong business approach with advanced data science skills (Python, SAS, R).

I graduated from Ecole Centrale de Nantes.

If you have current needs, I would be happy to discuss my availability and expertise with you.

Sincerely

Somanshu

Industry field of expertise

Languages

English
Native or bilingual
French
Fluent
Hindi
Fluent

Workplace preferences

Can work on-site

Paris (up to 15km)

CQF
CQF
September 2025 - December 2025 (3 months)
Stochastic Calculus (options pricing for equity, fixed income and FX)
Numerical Methods (Monte Carlo simulation, finite-difference, optimisation techniques)
Volatility modelling (equities, fixed income, FX, exotics)
Financial Time Series for Market Prediction (Xgboost, Arima, Lstm)
C++ Python Pricing
Awalee Consulting (Client– Stellantis Financial Services),
Credit Risk Consultant
January 2024 - September 2025 (1 year and 8 months)
Paris, France
• ▪ Risk differentiation and Risk quantification (decision trees, K-means, chaid, LRA default rates, MOC a/b/c)
• ▪ Validation of IFRS9 models (PD, LGD) for provisioning (Gini, AUC, KS and RoC )
• ▪ Model validation (PD/LGD) for IRB-A (Gini, AUC, KS and RoC curves) with SAS
• ▪ IFRS 9 forward looking (PD/LGD/EAD/CCF), staging calculations, lifetime ECL, provisioning
MPG Partners (Client – Société Générale),
Credit Risk Consultant
June 2023 - December 2023 (6 months)
Paris, France
• ▪ Data Quality checks with Python / PySpark and Dataiku
• ▪ Scope verification for IRB-A portfolio
• ▪ Validation of low default portfolio with quantitative techniques (Basel 3)
• ▪ Validation of PD/LGD models for IRB – A / IFRS9