Walker Waldroph is currently the VP of Model Risk Management at HSBC, specializing in credit risk model validation. Previously, they worked as an Analytics Statistician Specialist at Equifax and served as an Independent Model Validation Analyst at CRISIL Global Research & Analytics, where they conducted independent validation of statistical models for a major consumer bank. Walker also held the position of Crude Oil Senior Analyst at PDVSA Petroleos de Venezuela S.A., providing price estimations and conducting market research. They earned a Master’s Degree in Random Models from Universidad Central de Venezuela and are pursuing a Bachelor's Degree in Applied Mathematics at Universidad Simón Bolívar.
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