Beschreibung

Experienced freelance consultant with over 13 years in credit risk modelling. Extensive expertise in A-IRB, IFRS 9, and stress testing models for PD, LGD, and EAD across corporate, SME and retail portfolios. Proven track record with major European financial institutions, delivering tailored, regulation-compliant solutions. Skilled in leading model development, validation, and review projects, with deep insight into ECB requirements.

Sprachen

Englisch
Muttersprachlich oder zweisprachig
Französisch
Muttersprachlich oder zweisprachig
Rumänisch
Muttersprachlich oder zweisprachig

Arbeitsortpräferenzen

Vor Ort möglich

Amsterdam (bis zu 50 km)

Achmea
Freelance Consultant
BANKEN & VERSICHERUNGEN
August 2024 - Dezember 2025 (1 Jahr und 4 Monate)
Tilburg, Niederlande
Model validation for A-IRB PD, LGD & CCF models: initial validation, implementation testing, full periodic review and responses to IMI/regulatory questions.
PD LGD CCF Model Validation
ING
Freelance Consultant
September 2022 - August 2024 (1 Jahr und 11 Monate)
Netherlands
IFRS 9 LGD modelling and backtesting (PiT adjustment), ECL backtesting, provisions impact simulations for Large Corporate and ULDP portfolios.
IFRS 9 LGD Model development
Deloitte
Manager to Senior Manager
BERATUNG & AUDITS
April 2019 - September 2022 (3 Jahre und 5 Monate)
Bucharest, Rumänien
- NatWest (UK): A-IRB PD model development, large corporate portfolio (low default), under ECB and PRA supervision.
- VUB (Intesa Sanpaolo Slovakia): Project lead on A-IRB LGD & CCF development for Retail Mortgage, Corporate, and SME portfolios.
- Intesa Sanpaolo Slovenia: IFRS 9 SICR methodology development.
- OTP Bank: IFRS 9 model due diligence and independent review.
- Participated in AQR missions across Europe and Asia, focus on IFRS 9 models - Large Corporate.
PD LGD IFRS 9 CCF Model development