Experience

MARGINALEN AB
• Sweden
• Financial Services
• 1 - 100 Employee
• Group CRO

  • Mar 2020 - Present


Skandiabanken

• Norway
• Accounting

• Head of Risk

  • May 2015 - May 2019

  * Prepare and receive IRB approval of residential retail mortgage exposure class * Set regularly and proactive dialogues with Swedish FSA (S-FSA) in risk related areas including bi-annual risk reviews and to be contact person to S-FSA. * Give independent view by monitoring, documenting and communicating financial and non-financial risks to management, Board of Directors and SFSA. Perform regular training sessions to internal stakeholders (e g credit). * Implement new external regulations such as relevant parts of GL11, CRR/CRD IV and CCR2/CRD V * Develop and report ICAAP and ILAAP including supervisory review and evaluation process (SREP)  * Set and document standards for risk analysis, risk modeling and validation including IFRS 9 * Manage data warehouse personnel (e.g. information specialists) in the risk control department to assure timely and quality assured data deliveries to risk, COREP and business reporting * Coach and manage the personnel at the department to assure a creative and efficient working atmosphere Show less



Swedbank

• Sweden
• Financial Services
• 700 & Above Employee

• Head of credit risk modeling

  • Jan 2008 - May 2015

  * Prepare and receive IRB-approvals for various portfolios within the Group (Advanced IRB: Corporate; IRB for Baltic Banking; IRB for Swedish Banking: Leasing and revolving credits) * Set and document Group Standards for credit risk modeling and validation; both Retail (Private and SSE) and Non-Retail (SME, Large Corporate, Institutions and Sovereigns)  * Develop, validate and enhance credit risk models used on Group level including Nordic and Baltic geographical areas for both Retail and Non-Retail * Implement credit risk models in credit decision processes and pricing tools for both Retail and Non-Retail. * Perform regular training sessions to internal stakeholders (e g credit) * Monitor, document and communicate the functionality of credit risk methods and models to internal and external stake holders * Assure that methods and models are compliant with both internal and external requirements * Provide expert analysis and advice on credit risk measurement and capital adequacy related topics Show less



PricewaterhouseCoopers (PwC)

• Credit Risk Analyst

  • Jan 2007 - Jan 2008

  * Part of the project-team involved in the implementation of the Basel II regulations at a medium-sized Swedish bank. Area of responsibility is documentation of the IRB-system e.g. methodology of PD, LGD and EAD modelling. Also, assisted in their application process of becoming an IRBbank.  * Assisted Internal Audit within one of Swedish largest bank’s in its work in regards to the review of the validation process of the retail PD, LGD and EAD/CCF models as well as the overall review of compliance with the IRB regulations from a retail perspective. * Performed several training sessions with respect of Basel II, credit risk within Pillar I, credit scoring, validation, etc both for domestic and international clients. Show less



SEB

• United States
• Financial Services

• Credit Risk Analyst

  • Aug 2004 - Jan 2007

  Part of the project-team as Credit Risk Analyst involved in the implementation of Basel II regulation at SEB Retail including;  * Responsible for SEB Retail’s IRB application with respect to credit scoring models and methodology for residential retail mortgage exposures. Actively taken part in dialogues with Swedish FSA throughout the IRB application process.  * Responsible for methodology and development of PD (behavioural and application), LGD and EAD/CCF models, including development of stress tests and validation process.  * Responsible for documentation and reporting structure of credit scoring models.  * Participated in developing internal education programs in Basel II, credit risk and statistics.  * Participated in developing credit risk policies and instructions for endusers.  * Participated in developing an IT-solution for capital adequacy calculation Show less


Pharmacia Diagnostics / Phadia AB
• Statistician

  • Aug 2002 - Aug 2004


Pharmacia

• Wholesale Drugs and Sundries

• Statistician

  • Jan 1998 - Aug 2004

  * Responsible for planning, conducting, analyzing and reporting clinical trials (phase III and IV) within the therapeutical area of Allergy, Urology, Metabolic Diseases, Sexual Dysfunction and Smoking Cessation. * Responsible for dialogue with domestic and international regulators e.g. US, China, Korea, UK.  * Conducting statistical analyses for quality assurance, market and research management.  * Developing standard operating procedures and adapting local processes.  * Developing internal education programs within statistics.  * Statistical programmer using SAS® Show less