Jullavut Kittiakarasakun serves as a Vice President in the Model Analytics Group at Citi, where he leverages over a decade of experience in quantitative analysis to enhance the bank's risk modeling capabilities. In his current role, Jullavut is instrumental in performing post-development model analytics for...
Jullavut Kittiakarasakun serves as a Vice President in the Model Analytics Group at Citi, where he leverages over a decade of experience in quantitative analysis to enhance the bank's risk modeling capabilities. In his current role, Jullavut is instrumental in performing post-development model analytics for wholesale scorecards and debt rating models, ensuring that these tools are not only robust but also aligned with regulatory standards and market expectations. His expertise in econometrics and predictive modeling allows him to dissect complex datasets, providing actionable insights that drive strategic decision-making within the organization.
Jullavut's portfolio of key projects showcases his proficiency in financial modeling and data analytics. He has successfully developed cash flow models for structured securities, which play a critical role in assessing investment risks and opportunities. Additionally, his work on credit risk modeling for loan portfolios has been pivotal in enhancing the bank’s ability to evaluate borrower creditworthiness and manage potential defaults. His analytical acumen extends to estimating economic losses, where he employs advanced statistical techniques using tools such as SQL, SAS, R, and Python to deliver precise forecasts that inform risk management strategies.
A detail-oriented professional, Jullavut thrives on solving complex problems through data-driven approaches. His strong programming skills complement his analytical capabilities, enabling him to create sophisticated models that support Citi's commitment to maintaining a resilient financial framework. As he continues to innovate within the Model Analytics Group, Jullavut remains dedicated to delivering evidence-based recommendations that not only mitigate risks but also capitalize on emerging market opportunities.
