Warsaw, Mazowieckie, Poland
• Design and implementation of loan loss provision model according to IFRS 9 rules • Development and validation of credit risk parameters models (PD, LGD, CCF) • Reviewing and back testing expected credit loss metrics (due diligence/audit supports) • Providing trainings on IAS 39 to IFRS 9 transition • Advisory services related to PFSA and EBA stress testing exercises • Regulatory services related to EBA guidelines implementation (management of non-performing and forborne exposures, application of default definition)
London, UK : • Credit portfolio & risk parameters reporting in major UK bank Stockholm, Sweden: • RWA Efficiency Program - identifying and analyzing initiatives aiming at RWA inefficiencies reduction in large financial group Prague, Czech Republic: • Analytical support in Fraud Detection System implementation project
• Development and monitoring of LGD and EAD/CCF models for retail portfolio, including: gathering collection receivables data, applying data cleansing procedures, reference dataset creation, performing statistical analyses, model design, technical documentation preparation, regulatory compliance analyses • Supporting the development of application scoring model for retail mortgages portfolio, covering: data quality rules verification, statistical analyses, technical documentation preparation • Participation in projects related to IRB approach implementation for capital requirements calculation purposes: preparation of the requirements for IT infrastructure adjustments, verification of correctness of new rules implementation • COREP reporting under both IRB and standard method: reconciliation of databases, verification of data quality rules Apprenticeship (Credit Risk Start-up program): • Risk Department: preparation of systematic and ad-hoc reports on risk parameters • Corporate Loans Decision Department: analysis of corporate loan applications • Corporate Liabilities Collection Department: supporting operational process of corporate receivables collection
• Preparation of sales analyses, reports and presentations • Tasks automation using VBA language • MS Access forms creation
• Call Centre effectiveness analyses • Trends recognition in numbers of incoming calls • Scheduling consultants work