Finance Unplugged | Inside Credit Risk Modeling and Quantitative Analytics in Modern Banking

In this discussion between Mr. Ripul Dutt, Founder of Risk Inn, and Mr. Jakob Lavrod, a quantitative credit risk and model risk management professional based in Sweden, the conversation explores the evolution of modern credit risk analytics, quantitative modeling practices, regulatory frameworks, and career pathways within banking and risk management. Drawing from his experience across IFRS 9, model risk management, and quantitative credit risk, Mr. Lavrod shares practical insights into the technical, regulatory, and business aspects of risk analytics in modern banking institutions. What We Discuss: 1. Transitioning from Theoretical Physics to Quantitative Credit Risk and Banking 2. Credit Risk Modeling Fundamentals: PD, LGD, EAD, and IFRS 9 Frameworks 3. Model Risk Management, Validation, and Governance in Financial Institutions 4. Stress Testing, IRRBB, SICR, and Regulatory Risk Analytics 5. Key Technical Skills, Tools, and Competencies for Quantitative Risk Professionals 6. Career Advice for Aspiring Credit Risk, Model Risk, and Quantitative Finance Practitioners Have questions about any topic discussed in the episode? Leave them in the comments and we’ll get back to you.