Description

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.

Languages

English
Native or bilingual
French
Native or bilingual
Romanian
Native or bilingual

Workplace preferences

Can work on-site

Amsterdam (up to 50km)

Achmea
Freelance Consultant
BANKING AND INSURANCE
August 2024 - December 2025 (1 year and 4 months)
Tilburg, Netherlands
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 year and 11 months)
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
CONSULTING AND AUDITS
April 2019 - September 2022 (3 years and 5 months)
Bucharest, Romania
- 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