CONOR MURPHY

Quantitative Risk Analyst and recent Theoretical Physics PhD graduate with a strong background in advanced mathematics, stochastic methods, and numerical modeling. Skilled in data analysis, data visualization, and machine learning. Experienced in tackling complex problems and utilizing innovative approaches. Seeking a hands-on Data Scientist position to leverage analytical and technical skills in building innovative data models, developing data products, and delivering insightful analysis.

As a quantitative risk analyst in an advanced analytics team, I have engaged in a wide range of activities, including data mining, visual analytics, time series modeling and regression modeling. I have consistently demonstrated a passion for leveraging data to derive valuable insights and have been actively involved in driving innovation and creativity in approaching business problems.

Throughout my experience, I have undertaken complex data analyses and investigations to build predictive models that impact core business elements, such as capital requirements and loss expectations. Additionally, I have conducted exploratory and ad-hoc data analysis to generate actionable recommendations and insights for the business. Risk segmentation analysis has been a crucial part of my responsibilities, allowing us to better understand and manage risks within the lending portfolio.

I have been involved in the development of behavioral and portfolio models to support business decision-making, aligning with regulatory standards (IRB). This includes the creation and calibration of models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Contributing to the establishment of standards and methodologies required for delivering these models has been an integral part of my role.

Furthermore, my experience encompasses data extraction, transformation, and cleansing to ensure data quality for modeling purposes. Additionally, I have collaborated with regulatory bodies as part of the ongoing review process to ensure compliance with regulatory requirements.

I have completed both an undergraduate degree and PhD in theoretical/computational physics. Specifically, my research was in quantum thermodynamics, modelling behaviour of laser driven quantum systems. This involved a significant degree of expertise in mathematical modelling, stochastic methods and advanced mathematics.