Shubham
Malpani
I build and validate financial models: credit risk frameworks under IFRS 9 and Basel III/IV (PD, LGD, EAD), and company valuation models (DCF, trading comparables, 3-statement builds) in Python and Excel.
Building credit risk and valuation models independently. Open to finance and risk roles.
Two disciplines, one skill set.
I spent 2 years 4 months at Infospectrum Ltd in London (acquired by Lloyd's List Intelligence) as a Credit Risk Analyst covering the shipping sector. I analysed financial statements and applied 40+ ratio measures to assess counterparty credit risk, and built an automated reconciliation model that reduced cross-standard reporting discrepancies (US GAAP, IFRS, local GAAPs) across 120+ companies. My findings fed directly into client-facing credit reports used for counterparty rating decisions.
Since then I have built quantitative models independently: Expected Loss frameworks (PD, LGD, EAD) validated against Basel III IRB standards, a documented model risk analysis relevant to SR 11-7 governance, and company valuation work spanning DCF, trading comparables, and 3-statement modelling.
"Credit risk models and valuation models answer different questions with the same discipline: understand the drivers, build them properly, then test whether the output holds."
Skills & technical depth
Credit Risk Modelling
End-to-end PD, LGD, and EAD frameworks using WoE-based feature engineering and interpretable scorecard scaling.
Valuation
DCF valuation via FCFF with full WACC build-up, terminal value under both exit multiple and growing perpetuity, cross-checked against trading comparables.
Financial Modelling
Integrated 3-statement models with driver-based forecasting, debt schedules, and scenario and sensitivity analysis built in.
Regulatory Frameworks
IFRS 9 ECL staging and lifetime PD, Basel III/IV IRB parameter estimation, and COREP/FINREP reporting alignment.
Model Validation
Discriminatory power, calibration, and stability testing. CAP, ROC, Gini, KS, and PSI diagnostics with documented findings.
Financial & Credit Analysis
Financial statement analysis, 40+ ratio measures, peer benchmarking, and industry research feeding counterparty credit decisions.
Featured projects
Full Expected Loss framework on a 460,000+ record dataset. 17 features selected from 74 via WoE/IV analysis. Interpretable scorecard scaled 300–850, validated against Basel III IRB standards.
Production-style EL framework across 307,511 loan applications and 5 relational tables. Two-stage LGD, CCF-based EAD, IFRS 9 staging applied portfolio-wide. Basel III IRB validated.
Buy-side analyst simulation on an $18.5B enterprise value target. Built the target company profile, a 5-year income statement projection, and a trading comparables analysis, then synthesised findings into an investor-update report.
Looking for a modelling hire?
Open to finance and risk roles across credit risk, valuation, and financial analysis. Available immediately.