Bologna, Emilia-Romagna, Italy
Partner-level freelance consultant in credit risk management with 20-years+ experience in the italian, EMEA and russian markets: - proven track record in establishing consultancy practices in a multi-national environment - proven track record in multi-national business development in Banking and Supervision sectors - proven track record of consulting financial institutions in credit risk, credit management, IRB and IFRS9 across EMEA markets in all most relevant areas of the discipline - extensive experience in Statutory Audit of IFRS9 Impairment - significant experience in liaisoning with Regulatory and Supervisory Bodies - two-year full-time experience in R&D on modelling and SW implementation for Basel2 and IFRS compliance - top-tier methodology background in microeconometrics, statistics and probability models - excellent knowledge of the IT architecture in the Regulatory, Accounting and credit management areas. Specialties: - IFRS9 Impairment modelling - IRB PD/LGD/EAD modelling - loan pricing - early warning - bank-wide programs for CRR/CRD Compliance - ESG risk and climate scenario analysis - macroeconomic stress testing of A&L and P&L - credit portfolio modelling - implementation, validation and Audit of the IRB Approach - implementation, validation, Audit and Statutory Audit of IFRS9 Impairment - implementation, validation and Audit of ICAAP and Regulatory stress testing
Head of Credit Risk Modelling Team in Italy FSO Risk Consulting
Head of Credit Risk Modelling Team in Italy FSO Risk Consulting
Head of Credit Risk Modelling Team in Italy FSO Risk Consulting
Business development and project management in the credit risk management space in italian, EMEA and russian markets.