Peter Cichy
Bis 2014, Methodology & Validation, RBI, Raiffeisen Bank International, Austria
Wien, Österreich
Werdegang
Berufserfahrung von Peter Cichy
1 Jahr und 1 Monat, Juli 2013 - Juli 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 Monate, Dez. 2012 - Juni 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 Jahre und 5 Monate, Juli 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 Jahre und 7 Monate, Jan. 2008 - Juli 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 Jahre und 1 Monat, Sep. 2001 - Sep. 2007
Law
Law Faculty, University of Comenius, Slovakia
6 Jahre und 10 Monate, Sep. 2001 - Juni 2008
Economics and Financial Mathematics
Faculty of Mathematics, University of Comenius, Slovakia
Sprachen
Deutsch
Grundlagen
Englisch
Gut
Französisch
Grundlagen
Tschechisch
Fließend
Slowakisch
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