MS Office
Miroslav Zámečník
Data Scientist, Quantitative Modeler, Credit Risk Expert
Bratislava,Slovakia
Summary
Experienced team leader and data scientist with strong background in mathematics. Always passionate to gain knowledge from data or to use IT for work facilitation. Enjoying cooperation with experts from other domains and developing own capabilities. Proven track record of successful implementation of new regulations and projects including several M&As in risk area (IRB project, Basel 3, Asset Quality Review, new Definition of Default, Mortgage Credit Directive, 4 due diligences, 3 real banking mergers and others).
Overview
16
16
years of professional experience
5
5
years of post-secondary education
4
4
Languages
Work History
Senior Expert for Credit Risk
CSOB, a.s.
Bratislava, Slovakia
01.2018 - Current
- Data Science: development and implementation of various risk quantification and business supporting models (provisioning, propensity to buy, cross sell, real estate market value, early warning system, behavioral clustering and others) based on internal and external data sources
- supervision of credit risk models used for capital requirement calculation and credit underwriting process
- leadership of risk, capital management and reporting streams in several M&A projects
- advising on credit policy changes, risk appetite definition and implementation/business impact of new regulations (Basel 4 etc.)
Head of Credit Risk Management Department
CSOB, a.s.
Bratislava, Slovakia
10.2007 - 12.2017
Organization:
- establishment of risk modelling, reporting, data and IT application management teams
Data Science:
- development and implementation of credit risk models (>15) covering the whole credit portfolio and building of the capital requirement calculation engine
Achievements:
- acceptance of the whole Internal Rating System of the bank by regulatory bodies (ECB, NBS) leading to saving of more than EUR 500mln of capital requirement
Education
Master of Science - Applied Mathematics: Economic And Financial Math.
09.2000 - 06.2005
- Master thesis: Nonlinear Theory of Rational Expectations
- graduation with honors
Skills
Mathematics, Statistics, Modelling
Software
SAS, SQL, Python
Linux (Ubuntu) - user
Timeline
Senior Expert for Credit Risk - CSOB, a.s.
01.2018 - Current
Head of Credit Risk Management Department - CSOB, a.s.
10.2007 - 12.2017
Comenius University - Master of Science, Applied Mathematics: Economic And Financial Math.
09.2000 - 06.2005
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