
Endre Szirovicza
Werdegang
Berufserfahrung von Endre Szirovicza
- Bis heute 7 Jahre und 8 Monate, seit Dez. 2017Raiffeisen Bank International AG
External Business Analyst
Analyse and document business requirements. Provide effort estimation. Prepare solution prototypes for business. Identify and analyse impact on business consumers. Support test case design and definition of acceptance criteria. Support development and test teams during implementation.
Support the introduction of a unified provision calculation system according to IFRS9 standards. Support the introduction of real time application monitoring in K&H Bank. Review and fine tune retail LGD model for K&H Bank. Modify IFRS provision calculation system in line with IFRS9 requirements in Erste Bank Hungary. Evaluate IFRS9 PD and staging models for Erste Bank Hungary. Automate the review of tax arrears forecasting models for National Tax and Customs Administration.
- 2 Jahre und 4 Monate, Nov. 2013 - Feb. 2016
Retail Credit Risk Modeller
K&H Bank Zrt.
Develop and review the Probabiltity of Default and Behavioral Scoring models for retail exposures. Redesign LGD models for retail exposures. Review LGD, PD and BS model performances. Support Debtor Relief Program evaluation. Support comprehensive capital adequacy assessment of the Bank by ECB.
- 2 Jahre und 8 Monate, März 2011 - Okt. 2013
Retail Portfolio Analyst
K&H Bank Zrt.
Operate retial provision calculation, management and regulatory reporting scripts. Maintain and test provision calculation and reporting scripts due to methodological changes and due to modification of input data structure. Support the Bank’s financial planning regarding provision levels.
- 3 Jahre und 1 Monat, Feb. 2008 - Feb. 2011
Portfolio Analyst
CIB Bank Zrt
Operate and maintain provision calculations algorithms. Support internal and regulatory reporting needs regarding corporate and retail credit risk. Manage corporate provision calculation interface.
Ausbildung von Endre Szirovicza
- 2002 - 2007
Economics - Management Science, Financial Institutions
University of Miskolc
Sprachen
Englisch
Fließend
Deutsch
Grundlagen
Ungarisch
Muttersprache
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