Experience

mBank CZ

• Czechia
• Banking
• 100 - 200 Employee

• Head of Credit Policy

  • May 2020 - Present

  Leading of 10+ colleagues in Credit Policy team, our main areas are: • Analysis of Credit Risk in mBank CZ/SK, fulfilment of Czech, Slovak and Polish regulations • Proposal of changes in Risk rules by Product parameters / Application processes based on mBank’s Risk appetite & Legal restrictions • Assistance (change management) by Implementation of all Risk changes = cooperation with Development teams • Risk Management reports + Regular Risk data batches • Fraud Investigation -… Show more Leading of 10+ colleagues in Credit Policy team, our main areas are: • Analysis of Credit Risk in mBank CZ/SK, fulfilment of Czech, Slovak and Polish regulations • Proposal of changes in Risk rules by Product parameters / Application processes based on mBank’s Risk appetite & Legal restrictions • Assistance (change management) by Implementation of all Risk changes = cooperation with Development teams • Risk Management reports + Regular Risk data batches • Fraud Investigation - Detection of suspicious loan applications + Potential fraud behaviour patterns investigation and warning • Operational risk support Looking for right motivation of each team member and their proper development. Direct co-operation with CZ/SK mBank CRO. Show less Leading of 10+ colleagues in Credit Policy team, our main areas are: • Analysis of Credit Risk in mBank CZ/SK, fulfilment of Czech, Slovak and Polish regulations • Proposal of changes in Risk rules by Product parameters / Application processes based on mBank’s Risk appetite & Legal restrictions • Assistance (change management) by Implementation of all Risk changes = cooperation with Development teams • Risk Management reports + Regular Risk data batches • Fraud Investigation -… Show more Leading of 10+ colleagues in Credit Policy team, our main areas are: • Analysis of Credit Risk in mBank CZ/SK, fulfilment of Czech, Slovak and Polish regulations • Proposal of changes in Risk rules by Product parameters / Application processes based on mBank’s Risk appetite & Legal restrictions • Assistance (change management) by Implementation of all Risk changes = cooperation with Development teams • Risk Management reports + Regular Risk data batches • Fraud Investigation - Detection of suspicious loan applications + Potential fraud behaviour patterns investigation and warning • Operational risk support Looking for right motivation of each team member and their proper development. Direct co-operation with CZ/SK mBank CRO. Show less



Home Credit International

• Czechia
• Financial Services
• 200 - 300 Employee

• Senior Country Analyst

  • Sep 2019 - Apr 2020

  • Supervision of the underwriting process in the Czech Republic, Slovakia and Russia • Supervision of the underwriting process in the Czech Republic, Slovakia and Russia



Živnostník/vlastník

• Barcelona a okolí, Španělsko

• Freelancer in Data & Risk Area

  • May 2018 - Aug 2019

  • Backtesting of IRB capital models and IFRS9 provisioning models, Data analysis, Mentoring • Backtesting of IRB capital models and IFRS9 provisioning models, Data analysis, Mentoring



Banco Sabadell

• Spain
• Banking
• 700 & Above Employee

• Risk Expert & Model Methodist

  • Oct 2017 - Apr 2018

  • Responsible for the methodology, calculation and automatization of EBA Benchmarking reports • Methodist of TSB bank PD / LGD / EAD models, responsible for models’ compliance with Group standards • LGD modeller of capital and provisioning LGD models for retail and corporate portfolios • Responsible for the methodology, calculation and automatization of EBA Benchmarking reports • Methodist of TSB bank PD / LGD / EAD models, responsible for models’ compliance with Group standards • LGD modeller of capital and provisioning LGD models for retail and corporate portfolios



ČMSS

• Banking
• 300 - 400 Employee

• Senior Risk Manager & Data Scientist

  • Feb 2011 - Jan 2017

  • Credit risk team leader – responsible for training of newcomers, methodical team leadership, direct interaction with the Board, setting of rules in mortgage and consumer finance loans approval process, collection process targets settings, KBC credit risk standards framework implementation, write-off and fraud policy • Data scientist – daily work with large dataset that contains searching of client’s behaviour patterns and dependencies, investigations of changes in client’s ability to repay… Show more • Credit risk team leader – responsible for training of newcomers, methodical team leadership, direct interaction with the Board, setting of rules in mortgage and consumer finance loans approval process, collection process targets settings, KBC credit risk standards framework implementation, write-off and fraud policy • Data scientist – daily work with large dataset that contains searching of client’s behaviour patterns and dependencies, investigations of changes in client’s ability to repay the loan, forecasting of customers’ behaviour • Machine learning modelling – developed more than 30 scorecards in the area of i) capital PD/LGD models, ii) loans classification and provisioning modelling, iii) application scorecard and scorecard for credit bureau information for approval process, iv) customer, churn scorecards • Data warehouse administrator and tables structure owner – responsible for 5 databases and more than 300 tables for daily work of whole team of 20 people in Risk department • Member of project for core banking system exchange in years 2014 to 2016 – business guarantee of loan application scoring system development with responsibility of business and technical design of the solution • Loan portfolio monitoring – design, programming and administration of fully automated reporting process

• Risk Manager & Data Analyst

  • Apr 2007 - Jan 2011

  • Responsible for loans classification and provisioning calculation – designer of completely new approach based on statistical calculation together with implementation to core banking system • Markov chains, PD, LGD models development, capital requirement calculation according to Basel (IRBA) • Data analyst – daily work with large dataset, data preparation, collection of new variables for risk analysis and table structure changes owner, mathematical analysis • Reporting, Recovery rates… Show more • Responsible for loans classification and provisioning calculation – designer of completely new approach based on statistical calculation together with implementation to core banking system • Markov chains, PD, LGD models development, capital requirement calculation according to Basel (IRBA) • Data analyst – daily work with large dataset, data preparation, collection of new variables for risk analysis and table structure changes owner, mathematical analysis • Reporting, Recovery rates calculations, DIMA evaluation, P/L calculations