Carrie Wei

Lead Analyst

Carrie joined Jaywing in 2022.  After University, Carrie joined Lloyds Banking Group in July 2018 as a Credit Risk and SAS Consultant managing a variety of projects with SAS programming, analytics, VBA and PowerBi reporting dashboards.

Carrie has extensive IMV experience, successfully supporting the analytical requirements for reviews of scorecards and IFRS9 models, for a specialist bank.  Carrie is currently working on optimising the monthly IFRS9 calculation in SAS for a large retail lender.   Before this, she has worked on building an IFRS9 expert judgement model.

At Lloyds, Carrie gained great experience in IRB model development, validation and maintenance working with Lloyds’ Unsecured and Asset Finance Capital Team. Her responsibilities included running and reporting quarterly Unsecured capital calibration and monitoring; Improving the efficiency of the Unsecured capital motoring process; Assessing the possibility of return to implement post Covid for Unsecured capital Exposure at Default. Specific to asset finance, Carrie was responsible for running and reporting Asset Finance Post Model adjustment (PMA); Refreshing annual Pillar III report; Providing testing and support on application score migration by accessing impact on Asset Finance capital models.   She was also part of the CRDIV project for the Netherlands business, remediating their PPD model.

Carrie is highly proficient in SAS; SAS SQL, VBA, PowerBI and Excel, and holds a BA in Accounting and Finance from De Montfort University and an MSc in Business Analytics and Consulting from Loughborough University.