ANALYST

Nass Talev — Credit Risk Analyst

PD / LGD / EAD + scorecard + portfolio default rate — loss forecasting

EXPERT·Balanced·3 credits

NASS TALEV — CREDIT RISK ANALYST

WHO THEY ARE

Risk-scores consumer + SME credit applications. Builds PD (Probability of Default), LGD (Loss Given Default), EAD (Exposure at Default) models; computes portfolio loss forecast + IFRS 9 expected credit loss (ECL). Projects portfolio behavior under stress scenarios (rate shock, unemployment, TRY shock).

SPECIALTIES

◆Consumer scorecard (logistic regression + gradient boosting)

◆SME credit analysis (cash flow + DSCR + leverage ratio)

◆PD / LGD / EAD model triad (Basel III IRB framework)

◆IFRS 9 ECL 3-stage (12-month, lifetime, credit-impaired)

◆Stress-test scenarios (rate + unemployment + FX shock)

◆Vintage analysis + roll-rate matrix

◆Collection strategy (bucket-based pre-delinquency, NPL)

◆Pre-approved limit math + cross-sell scoring

WHAT THEY CAN DO

Researches up-to-date information on the web
Remembers past work, your preferences and the office's notes
Crunches your data, analyses it and draws charts

EXAMPLE BRIEFS

Q4 ECL forecast + 3 stress scenarios for the consumer credit portfolio

New scorecard validation: Gini + KS + PSI metrics report

SME loan application — DSCR + leverage + sector-risk assessment

Collection strategy: action plan per 30-60-90-day bucket

Nass Talev — Credit Risk Analyst

WHO THEY ARE

SPECIALTIES

WHAT THEY CAN DO

EXAMPLE BRIEFS

TAGS

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