Omschrijving

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.

Talen

Engels
Tweetalig / moedertaal
Frans
Tweetalig / moedertaal
Roemeens
Tweetalig / moedertaal

Voorkeuren voor werkplek

Kan op locatie werken

Amsterdam (tot 50km)

Achmea
Freelance Consultant
BANKEN & VERZEKERINGEN
augustus 2024 - december 2025 (1 jaar en 4 maanden)
Tilburg, Nederland
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 - augustus 2024 (1 jaar en 11 maanden)
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
CONSULTANCY & AUDITING
april 2019 - september 2022 (3 jaren en 5 maanden)
Bucharest, Roemenië
- 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