Hi, I'm Laura. I'm a credit risk modeller and team lead at a Canadian bank, and this is where I talk candidly about work, life, and everything in between.
On this channel you'll find:
• Credit risk modelling explained: PD, LGD, EAD, Basel IRB, IFRS 9, model validation, implementation and monitoring
• Getting into the field: what credit risk modellers actually do, the skills you need, and what the work looks like day to day
• Work-life balance: setting boundaries, saying no, people pleasing, burnout, and being a working mom
I started out as a stats grad who didn't know what credit risk modelling was. My goal is to make this field approachable and to share the lessons I learned the hard way, so you don't have to.
New here? Start with "What is credit risk modelling and how to get into this field?"
Questions or video ideas? Drop them in the comments, I read them all.
Candidly Laura
Hey everyone!
A lot of you have asked for a full end-to-end modelling walkthrough--my mentor/ex-boss/friend Yan is running a workshop for exactly that.
If you've been around this channel for a while, you've seen Yan before. He's joined me a couple of times to talk credit risk and AI.
He rebuilt a whole small-business lending platform solo with Claude Code (scorecard, pricing, early warning, governance pack) in 4 days. His workshop, Credit Analytics with AI, walks through the whole thing end to end: portfolio -> scorecard -> pricing -> watchlist -> governance. At the end you leave with your own repo and a doc pack you could hand to a validator.
First cohort is free.
📅 Session 1 — Thu Sept 10, 8–9:30pm EDT / Fri Sept 11, 8–9:30am HKT
🎥 Recorded 💻 no strong coding needed
Sign up here:
teamyan.substack.com/p/claude-code-the-code-stoppe…
All the materials are public:
github.com/aayancheng/banking-analytics-workshop
1 month ago |[YT] | 2
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