Model risk · Governance · Quantitative audit
Independent model re-performance. Clear, evidence-based challenge. FRM and CIA with three years of Barclays audit experience, spanning data quality, model governance and performance monitoring.
Markets and consumer lending portfolios covered
Barclays Internal Audit, including internship
Risk and audit certifications from GARP and IIA
Internal Audit · Model Risk and CCAR Stress Testing
Assessed firm-wide model inventory and lifecycle governance. Led audit testing of machine-learning monitoring for fraud and scam decisioning, independently reproducing performance metrics in Python and Excel.
Challenged KPI design, thresholds and exception governance, and reviewed stress-loss methodology for loan commitments.
Audited counterparty exposure, credit risk and scenario expansion models. Reproduced yield-curve calibrations and tested risk quantification across $114B+ in Markets assets and $33B in consumer lending.
Validated model inputs, outputs and data lineage for capital adequacy and impairment forecasting.
Validated feeder-model data for regulatory reporting and reviewed capital hedge projections in Python and Excel.
Business Analyst / Assistant, CUNY Graduate Center. Operations Manager, Thornton Classic Studios: led ten staff and cut operations time by 30% through reporting and automation.
Inventory, risk tiering, validation challenge, monitoring and remediation.
Market and counterparty credit risk, PD / LGD / EAD and stress testing.
Python analysis, SQL, source-to-output reconciliation and data lineage.
Personal projects built with AI assistance and coding agents, combining Python development with risk and audit knowledge.
A Python toolkit for exploring value at risk, stress scenarios and exposures across a multi-asset portfolio. Brings portfolio risk measures together to examine how a book responds to changing market conditions.
Built with AI assistance & coding agents.
Python tools for option pricing, Greeks and strategy screening. Uses price and sensitivity analysis to compare options strategies and examine how their risk changes with market inputs.
Built with AI assistance & coding agents.
BBA, Statistics & Quantitative Modeling
Zicklin School of Business · 2023
English · Russian · Tatar
New York. Open to relocation.