Peter Cichy

Bis 2014, Methodology & Validation, RBI, Raiffeisen Bank International, Austria
Wien, Austria

Fähigkeiten und Kenntnisse

Credit Risk
Basel III / CRR
Forbearance
Development of risk parameters
PD & LGD & CCF
Validation of risk models
Financial Risk
Risikomanagement
Kreditrisikomanagement
IRB- model
Rating & Scorecard
Credit risk models
Regulatory

Werdegang

Berufserfahrung von Peter Cichy

  • 1 year and 1 month, Jul 2013 - Jul 2014

    Methodology & Validation, RBI

    Raiffeisen Bank International, Austria

    Development of RBI's group-wide methodology concepts on provisioning (e.g. IAS 39) Development of RBI's group-wide methodology concepts on Forbearance measures and NPL Validation of the Retail Risk exceptions of the relevant Group Directives from network units Member of Retail Credit Risk Model Validation Committee (validation committee for validation of internal retail credit risk model including application and behaviour scorecards, Basel 2 parameter estimates (PD, LGD, CF))

  • 7 months, Dec 2012 - Jun 2013

    Senior Modeling Specialist

    Sberbank Slovakia, Competence Center Sberbank Europe

    •Development of new credit risk models for PD (quantitative part), LGD and CCF for corporate clients in order to identify and mitigate risks in the portfolio

  • 2 years and 5 months, Jul 2010 - Nov 2012

    Chief On-site insepctor

    National bank of Slovakia - Banking Supervision Department

    Preparation and execution of on-site inspections in order to evaluate credit risk and validate IRB models (scorecards) for PD,LGD Internal reporting and banking steering processes (e.g. credit portfolio management), Member of the EBA Subgroup: Task force on Model Validation (TFMV) in London.

  • 2 years and 7 months, Jan 2008 - Jul 2010

    Off-site inspector

    National bank of Slovakia - Banking Supervision Department

    Credit & market risk analysis, evaluation of various portfolios (bonds, stocks, forwards and other financial instruments), Technical support and expert advice for on-site inspection team, Financial analysis of pension funds (VaR, pension fund limits), asset management and insurance

Ausbildung von Peter Cichy

  • 6 years and 1 month, Sep 2001 - Sep 2007

    Law

    Law Faculty, University of Comenius, Slovakia

  • 6 years and 10 months, Sep 2001 - Jun 2008

    Economics and Financial Mathematics

    Faculty of Mathematics, University of Comenius, Slovakia

Sprachen

  • German

    A1-A2 (Grundkenntnisse)

  • English

    B1-B2 (Gute Kenntnisse)

  • French

    A1-A2 (Grundkenntnisse)

  • Czech

    C1 (Fließend)

  • Slowakisch

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