Experience

NOBA Bank Group

• Sweden
• Banking
• 100 - 200 Employee

• IFRS9 (Credit Risk) Specialist

  • Jun 2023 - Present

  Unsecured and Mortgage Models Development including PD, EAD and LGD. Development of IFRS9 Processes and Documentation. Monthly Reporting Execution and Model Controls. Planification and Execution of Reports Migration to new Banking System. Planification and Execution of Mortgage Reports Development. Unsecured and Mortgage Models Development including PD, EAD and LGD. Development of IFRS9 Processes and Documentation. Monthly Reporting Execution and Model Controls. Planification and Execution of Reports Migration to new Banking System. Planification and Execution of Mortgage Reports Development.



Nordax Bank

• Sweden
• Banking
• 100 - 200 Employee

• IFRS9 (Credit Risk) Specialist

  • Feb 2020 - Jun 2023

  Unsecured and Mortgage Models Development including PD, EAD and LGD. Development of IFRS9 Processes and Documentation. Monthly Reporting Execution and Model Controls. Planification and Execution of Reports Migration to new Banking System. Planification and Execution of Mortgage Reports Development. Unsecured and Mortgage Models Development including PD, EAD and LGD. Development of IFRS9 Processes and Documentation. Monthly Reporting Execution and Model Controls. Planification and Execution of Reports Migration to new Banking System. Planification and Execution of Mortgage Reports Development.



Express Bank

• Denmark
• Banking
• 1 - 100 Employee

• Credit Risk Analyst

  • Jan 2018 - Dec 2019

  Monitor the local scores Implement locally IFRS9 Automate the risk reports Analize the different business initiatives Ensure the quality and the collection of the data Monitor the local scores Implement locally IFRS9 Automate the risk reports Analize the different business initiatives Ensure the quality and the collection of the data



Bennani&Marchal Associates

• Luxembourg
• Financial Services
• 1 - 100 Employee

• Quantitative analyst intern

  • Apr 2017 - Sep 2017

  Pricing and profile risk of convertible bonds, using stochastic models (including equity, interest and intensity dynamics), numerical methods (binomial trees, finite differencies and closed-form evaluation) and implemented in C++. Pricing and profile risk of convertible bonds, using stochastic models (including equity, interest and intensity dynamics), numerical methods (binomial trees, finite differencies and closed-form evaluation) and implemented in C++.