Experience

UniCredit Consumer Financing IFN SA

• Banking
• 100 - 200 Employee

• Senior Credit Risk Modeller

  • May 2020 - Present



CREDIT EUROPE BANK (ROMANIA) S.A.

• Romania
• Banking
• 400 - 500 Employee

• Retail Risk Analytics Specialist

  • Jul 2016 - May 2020

  Responsabilities: - Responsible with developing risk reports for the Retail Division(i.e. Cohort and vintage reports); - Productivity reports for other divisions (approval rates, limit usage reports, collection rates reports); - Development of IRB compliant models (PD models - Application and Behaviour models, LGD models and CCF/EAD models) in line with the latest regulations; - Calibration of PD models considering a TTC approach; - Validation of the developed models using a mix of quantitative back-testing techniques like ranking power tests, calibration tests and stability tests; - Propose solutions for the development of internal norms, procedures and regulations addressed to the Retail Division; - Develop strategic objectives and solutions for achieving the division targets, considering the responsibilities of the risk division; Show less



UniCredit Consumer Financing IFN SA

• Banking
• 100 - 200 Employee

• • Jun 2014 - Jun 2016

  Responsibilities:• Periodical risk reporting of the retail credit portfolio using the local DWH production;• Developing productivity reports/analysis requested by other departments: Collection, Underwriting and Sales;• The implementation and maintenance of the decision rules in the automatic system(CreditLogic Decision module);• Testing and follow up the impact of the implemented rules;• Provide necessary data and analysis in order to create new procedures;• Make proposals to the Head of Risk for risk processes improvements;• Providing insights of the credit portfolio in order to mitigate the risk of the credit activity. Show less

• • Mar 2011 - Jun 2014



Coface

• France
• Insurance
• 700 & Above Employee

• Senior collection officer

  • Aug 2007 - Mar 2011