From Open Risk Manual

Experienced Credit risk analytics professional covering Basel and IFRS9 regulatory models for Consumer and Commercial portfolios. Expertise in developing Probability of Default and Loss Given Default models. Expertise in ICAAP, Economic Capital quantification for regulatory purposes.Also has adequate experience in developing rating methodology for Commercial portfolio. My current experience in IFRS ECL quantification for Commercial portfolio involves in developing lifetime PD estimates by overlaying forward looking macro-economic information on Through the Cycle Probability of Default models.