Leiden, South Holland, Netherlands
I am a Data Scientist at ABN AMRO, Amsterdam. I work on A-IRB Credit Risk Modelling, where I use statistical methods and modern machine learning to predict risk metrics of retail loan portfolios. Prior to this, I finished a Physics PhD from the University of Groningen, The Netherlands.
- Credit Risk Model Monitoring pipeline development - A-IRB Credit Risk Modelling (LGD) for mortgages and consumer loans - Data analysis and remediation support - Stakeholder management (including being SPOC) - Intra-team event organization - Recruitment support