Khalid is a Risk Management Professional with over 15 years of experience in the financial industry, specializing in credit modeling and scoring. He is currently the Risk Management Director at SME BANK- KAFALAH SME LOAN GUARANTEE PROGRAM, where he has successfully led the development of robust risk frameworks for operational excellence. He is also skilled in scoring projects and risk modeling.
Khalid is passionate about helping businesses navigate complex financial landscapes and is eager to contribute his skills to new opportunities in risk management, facilitating businesses in achieving their strategic goals.
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Louis Brown is a Seasoned Quantitative Modeling Leader with solid background as a Validator and Developer in both Retail and Wholesale Credit. Proven success leading and developing Data Science and Risk Modeling teams with vast experience working in Tier 1, Challenger and Startup Banks. Highly analytical individual with the keen ability to establish and maintain an effective rapport with individuals of diverse backgrounds and professional levels.
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Aristotle David is An experienced Python Developer and Software Engineer with a proven track record in Greenfield technology, including backend and server-side solutions. Expert in event-driven, scalable, and distributed computing, and well-versed in batch data processing covering work queues, event-based processing, and coordinated workflows. Adept at designing and developing REST APIs, microservices, and container orchestration with Kubernetes, and has a strong proficiency in cloud technologies, working with both AWS and GCP.
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Aref Hai, a London-based Risk and Data specialist, has over 25 years of experience in banking. He is skilled in Credit Risk, Basel IV, Stakeholder Management, and more. Aref led the KYC and Deposit Guarantee Scheme for ING Bank's Chief Data Office and managed HSBC's BCBS239 Data Governance and Architecture project, where he also reviewed regulatory stress testing outputs.
Aref has effectively lobbied for Basel regulation amendments related to Asset Finance and authored a key paper for Trade Finance Regulations under Basel II. He has developed tools to optimize capital management strategies for a £70bn portfolio and has worked with global bank boards and the European Bank for Reconstruction and Development (EBRD).
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Dr. Xiaonan Che is a seasoned data scientist with an outstanding record in quantitative roles within the financial services industry and technology sector. As Head of Data Science, Dr. Che has applied her extensive knowledge and expertise across Tier 1, Tier 2, and startup financial firms, as well as at Amazon. Her contributions have consistently yielded valuable insights and innovative solutions, driven by her strong background in statistics. Dr. Che earned her PhD in Statistics from the prestigious London School of Economics, cementing her as a well-respected authority in the field of data science.
firstname.lastname@example.org | +966 50 123 4567