Experience

Banka Intesa Sanpaolo d. d.

• Slovenia
• Banking
• 100 - 200 Employee

• Head of Credit Risk Monitoring, Controls and Validation Office

  • Jul 2020 - 3 years 6 months

  Ljubljana, Slovenia In July 2020, I was appointed head of Credit Risk Monitoring, Controls and Validation office at Banka Intesa Sanpaolo d.d. (B-2 management position), where I am responsible for three key credit risk management functions in the bank. Credit risk controlling and monitoring function: - Coordination of calculation of expected credit loss - Monitoring of credit portfolio quality and trends, performing in-depth analyses of portfolio by products and segments, business impact analyses -… Show more In July 2020, I was appointed head of Credit Risk Monitoring, Controls and Validation office at Banka Intesa Sanpaolo d.d. (B-2 management position), where I am responsible for three key credit risk management functions in the bank. Credit risk controlling and monitoring function: - Coordination of calculation of expected credit loss - Monitoring of credit portfolio quality and trends, performing in-depth analyses of portfolio by products and segments, business impact analyses - budgeting and forecasting process for the field of credit risk management (expected credit loss, NPL stock) - Coordination of Risk Appetite Framework activities - Introduction of Credit Risk Appetite Framework - Coordination of data quality assurance activities and construction of credit risk data warehouse - Participation in preparation of annual risk management strategy, credit risk management policy, ICAAP and recovery plan Second level credit control function: - Coordination of development and execution of second level controls in the area of classification, provisioning, economic groups, collateral management etc. Validation Function: - Coordination in the field of risk control and validation of internal systems and methodologies used for risk management (ICAAP, IFRS9, IRRBB, IRB credit risk models) Despite being in credit risk function, I am regularly invited to participate on ALCO committee in topics related to liquidity, IRRBB and Market risk, mainly due to in-deep knowledge of the field. I am also happy to train and share knowledge with my colleagues in the fields of credit, liquidity, IRRBB and market risk.

• Chief Analyst in Credit Risk Monitoring, Controls and Validation Office

  • Jan 2019 - Jul 2020

  Ljubljana, Slovenia At this position, I was put in charge of Credit risk portfolio monitoring function within the credit risk monitoring, controls and validation office. Main areas of work: - Coordination of calculation of expected credit loss - Credit risk management policy and Risk Management Strategy - Regular reporting of credit portfolio to parent bank, Management board, Risk Committee, Supervisory board - Preparation of Risk Appetite Framework along with regular monitoring of RAF limits - Data… Show more At this position, I was put in charge of Credit risk portfolio monitoring function within the credit risk monitoring, controls and validation office. Main areas of work: - Coordination of calculation of expected credit loss - Credit risk management policy and Risk Management Strategy - Regular reporting of credit portfolio to parent bank, Management board, Risk Committee, Supervisory board - Preparation of Risk Appetite Framework along with regular monitoring of RAF limits - Data Quality Assurance - Automation of analysis and reporting process - training of colleagues in Risk management in the fields of credit, liquidity, IRRBB and market risk - participation in the renewal of new lending process, rule base lending based on the statistically supported criteria

• Senior Analyst in Enterprise, Financial and Market Risk Office

  • Jul 2018 - Jan 2019

  Koper, Slovenia During this period, I was trusted with the transfer of liquidity reporting activities from ALM office to Risk Management Department and put in charge of the consolidation of liquidly, financial and market risk reporting under one single department. As a part of the newly established Enterprise risk management & financial and market risk office, I worked on: - Liqudity reporting with focus on LCR, NSFR, ALMM reporting - Interest rate risk (IRRBB) reporting with focus on EVE Sensitivity and… Show more During this period, I was trusted with the transfer of liquidity reporting activities from ALM office to Risk Management Department and put in charge of the consolidation of liquidly, financial and market risk reporting under one single department. As a part of the newly established Enterprise risk management & financial and market risk office, I worked on: - Liqudity reporting with focus on LCR, NSFR, ALMM reporting - Interest rate risk (IRRBB) reporting with focus on EVE Sensitivity and NII sensitivity - Market risk reporting with focus on VaR and COREP - Coordination of implementation of new software for liquidity and IRRBB risk management - Prometeia ERMAS, ERMASnet and Prometeia DataMart - Implementation of new sight loan and deposit model for IRRBB - Implementation of Daily LCR monitoring along with assistance to data warehouse regarding queries, control of data and implementation of customised procedure in the software for risk monitoring. - Stress testing of financial and market risk indicators for ICAAP and ILAAP. Simulation of impact of deals on EVE sensitivity and LCR - Preparation of AD HOC reports using SQL and SAS - Preparation of Hedging Policy with the definition of rules for Mikro and Macro hedging using Interest rate swaps

• Analyst in ALM Office

  • Jan 2017 - Jul 2018

  Koper, Slovenia At this position, I was mainly focused on: - LCR, NSFR, ALMM reporting along with projections and simulations - Development of SQL tools for control of input and output data for risk monitoring - Stress testing of liquidity indicators along with EBA Liquidity stress test, firedrill, etc. - Reporting process automatisation using SQL/SAS - Liquidity policy, ILAAP and ICAAP



Banka Intesa Sanpaolo d. d.

• Slovenia
• Banking
• 100 - 200 Employee

• Junior Analyst in ALM Office

  • 2015 - 2016

  Koper, Slovenia At this position, I was a part of the team mainly responsible for regulatory liquidity indicators calculation and reporting with main focus on: - Preparation of ALM analysis and reports for Asset and Liabilities Committee (ALCO), with focus on loan and deposit volumes, interest rate changes, net interest income, etc. - Regular monthly and weekly liquidity reporting for consolidation purposes to the Intesa Sanpaolo Head Office - Additional Liquidity Monitoring Metrics (ALMM) regulatory… Show more At this position, I was a part of the team mainly responsible for regulatory liquidity indicators calculation and reporting with main focus on: - Preparation of ALM analysis and reports for Asset and Liabilities Committee (ALCO), with focus on loan and deposit volumes, interest rate changes, net interest income, etc. - Regular monthly and weekly liquidity reporting for consolidation purposes to the Intesa Sanpaolo Head Office - Additional Liquidity Monitoring Metrics (ALMM) regulatory reporting - Liquidity policy and ILAAP - Automatization and controlling of daily reporting Show less