Sofia Varypati

Risk Modelling Manager at Natwest

Speaker

Sofia is a risk modelling lead with more than a decade of experience in banking analytics, specialising in climate risk, economic capital, and advanced credit risk modelling. She manages modelling teams at NatWest, overseeing the development and governance of climate‑related PD/LGD and stress‑testing models, economic capital frameworks, and securitisation risk models used across regulatory submissions and strategic capital planning. Her work focuses on translating complex model outputs into meaningful insights for decision makers and designing analytical frameworks that help the organisation understand the financial and credit risk impacts of climate transition and physical risks. Sofia has an academic background in Applied Mathematics and Physical Sciences, as well as in Operational Research and Computational Optimization.