Gaurav Laddha (CFA®, FRM®)

CEO

London, England, United Kingdom9 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

9+ years of experience in credit risk management.
CFA and FRM charterholder with strong analytical skills.
Expert in model validation and regulatory compliance.

Stackforce AI infers this person is a Credit Risk Analyst with deep expertise in financial model validation and risk analytics.

Contact

gauravl1847@gmail.com LinkedIn

Skills

Core Skills

Credit Risk ModellingModel ValidationRisk Analytics

Other Skills

IRB PD model validationdata integrity assessmentmodel output evaluationregulatory compliancechallenger model developmentIRB model validationIFRS9 complianceAML Monitoring rules validationmodel performance assessmentwhitepaper documentationdata replicationaccount level PD CCAR model validationCECL model evaluationbenchmarking model developmentsensitivity analysis

About

Book 1-on-1 mentorship: https://topmate.io/gaurav_laddha Credit professional with 9+years’ experience underwriting and stress-testing £bn-scale consumer and corporate loan portfolios across the UK, US, and Europe. Deep expertise in PD/LGD analysis, downside risk, portfolio stress testing, and capital allocation decisions. Experienced in evaluating sponsor assumptions, structural protections, and recovery scenarios. Seeking to transition into private credit / direct lending investing roles. I have a demonstrated track record in the Risk Management industry, combining deep domain knowledge with technical and analytical skills in Python, R, SQL, Tableau, and Excel to build, validate, and optimise advanced credit risk models under IFRS9, IRB, and AIRB frameworks. A CFA and FRM charterholder with a B.Tech. from the Indian Institute of Technology (IIT) Kanpur, I bring a rare blend of quantitative rigour, financial acumen, and strategic thinking. My experience spans end-to-end model lifecycle management, risk quantification, and engagement with senior stakeholders to align risk models with business strategy and regulatory expectations. 🔹 Expertise: Credit Risk | Model Validation | Risk Analytics | Private Banking | Portfolio Risk | Credit Risk Modelling | IFRS9 | Stress Testing | Python | R | SQL | Tableau | Excel 📍 Based in London | CFA | FRM | IIT Kanpur

Experience

9 yrs 6 mos

Total Experience

3 yrs 2 mos

Average Tenure

4 yrs

Current Experience

Barclays

Assistant Vice President (AVP)

May 2022 – Present · 4 yrs · Greater London, England, United Kingdom · Hybrid

Independently validated the IRB PD model for “Private Bank portfolio” for UK and Monaco
Assessed methodology, data integrity, model outputs, implementation process, and compliance
Identified data and compliance-related issues; developed challenger models to serve as benchmarks
Independently validated the IRB PD model for the “Mid-Corporate UK wholesale portfolio”
Evaluated methodology, data quality, model output, implementation and regulatory aspects (IRB regulations)
Highlighted issues related to data and compliance; developed a challenger model as a benchmark
Independently validated the IRB and IFRS9 PD model for the “Private Finance Initiative (PFI) portfolio”
PFI is a way of funding public capital projects such as hospitals and schools using private sources of money
Highlighted the issue of non-compliance of the model as the model had SAT compliance gaps
Performed periodic validations of over 12 IRB and IFRS9 PD and LGD models annually
Led structured interviews to evaluate technical and behavioural competencies of candidates
Provided mentorship to early-career professionals, supporting their integration into the team

IRB PD model validationdata integrity assessmentmodel output evaluationregulatory compliancechallenger model developmentCredit Risk Modelling+1

Klarna

Senior Analyst

Aug 2021 – Mar 2022 · 7 mos · Stockholm, Stockholm County, Sweden

AML:
Validated AML Monitoring rules used to capture money laundering and terrorist financing activities
This was the first time monitoring rules were validated in the company to meet regulatory requirements
Identified issues related to model development, model performance and whitepaper documentation
Credit risk:
Independently validated the TX IFRS9 Provisioning model for the UK, US and AU portfolio (8B SEK outstanding)
Remediated previous model issue where there was no segmentation considered while modelling.
Highlighted issues related to mismatches in model output, data replication and gaps in the whitepaper

AML Monitoring rules validationmodel performance assessmentwhitepaper documentationRisk Analytics

Capital one

2 roles

Senior Associate

Promoted

Jul 2018 – Jul 2021 · 3 yrs · Bengaluru, Karnataka, India

Independently validated the account level PD CCAR model for Canada card portfolio (8B $ outstanding)
This was the first time account level model was built for the Canada card portfolio
Remediated previous model issue where subprime portfolio was more sensitive to stress than the prime
Highlighted issues related to mismatches in data replication, lack of justification and gaps in the whitepaper
Independently validated the Current Expected Credit Loss (CECL) model for Auto Finance (60B $ outstanding)
Evaluated the techniques used for predicting losses in Reasonable and Supportable period (0-12 months),
Reversion period (13-24 months) and Post Reversion period (24+ months)
Got recognition in the form of ‘Spot Award’ from the MRO after successfully clearing the CECL examination
Developed benchmarking model in R for variable selection for PD forecasting models for auto finance loan
Carried out sensitivity analysis of key variables used in PD forecasting models in Capital One Auto Finance
Managed the quarterly review of PD model monitoring report of Capital One Auto Finance

account level PD CCAR model validationCECL model evaluationbenchmarking model developmentsensitivity analysisCredit Risk Modelling

Associate

Aug 2016 – Jul 2018 · 1 yr 11 mos · Bengaluru, Karnataka, India

Validated over 15 Bank Suspicious Activity Monitoring (SAM) models which are built in python
Rules present in Bank SAM models covered transactions involving ATM, bank, wire transfer and others
Validation involved end-to-end review of methodology, data, processing, outcome analysis, deployment
Validated 3 Customer Risk Rating (CRR) releases related to partners’ model, lending model and legacy model
CRR models provide rating to customers based on their profile as well as the pattern of their transactions
Validation involved analysis of the changes introduced in the existing models before giving CRO approval

Bank Suspicious Activity Monitoring models validationCustomer Risk Rating models validationRisk Analytics

Louisiana state university

Research Scholar, LSU University, USA

May 2016 – Jun 2016 · 1 mo · Baton Rouge Metropolitan Area

In this work, a newly emerging method to produce higher oxygenates such as ethanol and acetaldehyde by the catalytic conversion of syngas, derived from biomass, coal or natural gas is studied.
Impact: Ethanol derived by this renewable method can be used as a fuel or an additive to fuels.The results have been submitted in the form of a paper for publication in one of the prestigious journals.

Technische universität münchen

DAAD Indo-German Externship 2015, Germany

May 2015 – Jul 2015 · 2 mos · Greater Munich Metropolitan Area

Project Title: “Techno-economic hydrodeoxygenation of vegetable oils to generate effective automotive biofuels“
Selected among top 150 students from India for the prestigious DAAD Program for a fully-funded international experience.
Impact:
Suggested an appropriate catalyst and optimum experimental conditions for the hydrodeoxygenation. Also, suggested an economic efficient technique for hydrodeoxygenation of vegetable oils at the industrial level

Students placement cell, iit kanpur

Placement Manager

Aug 2014 – Feb 2015 · 6 mos · IIT Kanpur

Part of the 15 member Placement Core Team responsible for placement and internship proceedings of about 1250 students. The team succeeded in inviting around 350 companies. Successfully handled the responsibility of hospitality of Company Executives and managed the conduction of placement tests and interviews.