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Programmer, Data Scientist
Gabor Gulyas
,
Edinburgh, United Kingdom
Experience
Other titles
Skills
I'm offering
I am a senior data scientist with a specialisation in credit risk. I have nearly 15 years of experience in functional analysis, risk management and modelling. My technical expertise covers a broad range of programming languages, including Python, React JS and machine learning methods. In the last 4 years I've been working as a senior consultant in a variety of areas and the tasks required various aspects of my knowledge. I obtained Master Diploma in Mathematics, and I'm fluent in Hungarian and English.
Markets
United Kingdom
Links for more
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Language
English
Fluently
Ready for
Larger project
Ongoing relation / part-time
Available
My experience
2016 - ?
job
Data Scientist, frontend and backend developer
Royal Bank of Scotland.
(Edinburgh, UK, 18 months)
◦ IFRS9 PD models
◦ SAS to Python transformation
◦ AWS, PySpark and Git trainings
TimeLinePI
(Data Scientist, frontend and backend developer - 12 months)
◦ Process outcome and timing prediction (Tensorflow LSTM model - AWS)
◦ Prediction storage in Django
◦ Outcome visualisation in React
PublishDrive
(Data Scientist - 3 months)
◦ Document categorization (Tensorflow bi-directional LSTM model)
Lidl
(Data Scientist, frontend and backend developer - 6 months)
◦ Sales forecast (XGBoost + Tensorflow with uncertainty estimation via probability modelling)
◦ Prediction visualisation in React
◦ Prediction storage in Django
Nationwide Building Society
(Swindon, UK, 6 months)
◦ Cyclicality reduction
◦ IFRS9 PD and LGD models
◦ IRB models
Royal Bank of Scotland
(Edinburgh, UK, 11-months mission)
◦ Corporate LGD for IRB (Modelling, validation, calibration)
◦ IFRS9 PD models
◦ SAS to Python transformation
◦ AWS, PySpark and Git trainings
TimeLinePI
(Data Scientist, frontend and backend developer - 12 months)
◦ Process outcome and timing prediction (Tensorflow LSTM model - AWS)
◦ Prediction storage in Django
◦ Outcome visualisation in React
PublishDrive
(Data Scientist - 3 months)
◦ Document categorization (Tensorflow bi-directional LSTM model)
Lidl
(Data Scientist, frontend and backend developer - 6 months)
◦ Sales forecast (XGBoost + Tensorflow with uncertainty estimation via probability modelling)
◦ Prediction visualisation in React
◦ Prediction storage in Django
Nationwide Building Society
(Swindon, UK, 6 months)
◦ Cyclicality reduction
◦ IFRS9 PD and LGD models
◦ IRB models
Royal Bank of Scotland
(Edinburgh, UK, 11-months mission)
◦ Corporate LGD for IRB (Modelling, validation, calibration)
Sales, Backend, Forecast, Pyspark, BEE, Storage, Transformation, Developer, Tensorflow, Python, SAS, Django, AWS, Frontend, React, Backend, Git
2015 - 2016
job
Senior Analyst
Nottingham Building Society.
(1 year 4 months)
◦ IFRS9 project expert
◦ IRB gap analyses
◦ Internal model building
• PD
• HPI
• LGD
◦ New database structure and MI structure
◦ Affordability calculator
◦ IFRS9 project expert
◦ IRB gap analyses
◦ Internal model building
• PD
• HPI
• LGD
◦ New database structure and MI structure
◦ Affordability calculator
Database, Analyst
2012 - 2014
job
Head of Retail Risk Office
CIB Bank PLC., Intesa SanPaolo.
(2 years 4 months)
◦ Managing the Retail Risk Office of 7 people (4 risk analysts and 3 risk managers).
◦ My goal was to make the risk department more effective: "easy answers for easy questions". In other words: with a good reporting system we get time to solve the bigger problems.
◦ New regulations for products.
◦ My analyst team created and regularly reviewed application and behavior scorecards for each product.
◦ Profit/Loss prediction and optimization.
◦ Internal and external audit issues.
Lead modeler (8 months)
◦ Basel II
• Distribution Fitting + Monte Carlo Simulation
* Credit Risk Capital model
* Operational Risk Capital
◦ IRB Processes
◦ Supervisor of the scorecards built in the Bank:
• Consumer application and behavior scorecards
• Commercial scorecards
◦ I have implemented my previously created PD and stress test models.
◦ Managing the Retail Risk Office of 7 people (4 risk analysts and 3 risk managers).
◦ My goal was to make the risk department more effective: "easy answers for easy questions". In other words: with a good reporting system we get time to solve the bigger problems.
◦ New regulations for products.
◦ My analyst team created and regularly reviewed application and behavior scorecards for each product.
◦ Profit/Loss prediction and optimization.
◦ Internal and external audit issues.
Lead modeler (8 months)
◦ Basel II
• Distribution Fitting + Monte Carlo Simulation
* Credit Risk Capital model
* Operational Risk Capital
◦ IRB Processes
◦ Supervisor of the scorecards built in the Bank:
• Consumer application and behavior scorecards
• Commercial scorecards
◦ I have implemented my previously created PD and stress test models.
Retail, Audit, Test, Analyst, Office, Audit, Processes
2006 - 2012
job
Decision sciences lead analyst
Budapest Bank PLC., GE Money.
(2 years 5 months)
◦ Basel II
• Distribution Fitting + Monte Carlo Simulation
* Credit Risk Capital model
* Operational Risk Capital
◦ Decision science team leader tasks:
• Overview the redeveloped models (auto finance, revolving credit card, personal loan, mortgage and overdraft)
• Ensure that the implementation follows the models
◦ Scorecard monitoring process with fully automated SQL queries.
◦ Stress tests
◦ Presenter on SAS Forum: "Modelling techniques: Comparison of Logistic Regression and Support Vector Machine".
Consumer risk analyst (3 years 1 month)
◦ Auto finance risk analyst
◦ US stress test: effect of DTI change on PD.
◦ Provisioning of the bank.
◦ Portfolio quality report.
Call centre analyst (1 year)
◦ New system in MS Access (VB)
• Reporting system
• Time shifting tool
◦ Basel II
• Distribution Fitting + Monte Carlo Simulation
* Credit Risk Capital model
* Operational Risk Capital
◦ Decision science team leader tasks:
• Overview the redeveloped models (auto finance, revolving credit card, personal loan, mortgage and overdraft)
• Ensure that the implementation follows the models
◦ Scorecard monitoring process with fully automated SQL queries.
◦ Stress tests
◦ Presenter on SAS Forum: "Modelling techniques: Comparison of Logistic Regression and Support Vector Machine".
Consumer risk analyst (3 years 1 month)
◦ Auto finance risk analyst
◦ US stress test: effect of DTI change on PD.
◦ Provisioning of the bank.
◦ Portfolio quality report.
Call centre analyst (1 year)
◦ New system in MS Access (VB)
• Reporting system
• Time shifting tool
Sql, Finance, SAS, Test, Access, Implementation, Support, Analyst, Monitoring, Science, Vb
My education
Budapest University of Technology and Economics
Masters, Mathematics
Masters, Mathematics
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