Beril Ege Tonyalı, Frm Email & Phone Number

Amsterdam, North Holland, Netherlands

Amsterdam Area, Netherlands

Working in On-site Banking Expertise (OSBE) team as supervisory specialist in internal credit risk models.Roles: Head of Mission (SI, LSI)Workstream Lead ( LGD, DoD, DQ)

Amsterdam Area, Netherlands

I worked as a credit risk models specialist in the model risk audit team. The objective of the role was to assess the design and operating effectiveness of key internal control procedures related to the regulatory and non-regulatory Credit Risk and Market Risk Models within ING Bank N.V. The main attention points of the audit projects were adherence to the regulatory requirements, soundness of the modelling methodology, model life cycle, quality of the development, validation and monitoring functions. Projects:- ECB TRIMiX Project - Quality Assurance Responsible- Regulatory Credit Risk Model Validation - Audit Lead- Lending Pricing Models - Audit Lead- Non Regulatory Credit Risk Models in ING Spain - Specialist Role- Regulatory Credit Risk Model Development- Specialist Role- IFRS 9 - Specialist Role (Planning Stage)- IRRBB Turkey - Team Member- Trading Risk Models (SVaR, VaR, IRC) - Team Member

Amsterdam Area, Netherlands

Istanbul, Turkey

Validate Mathematical Models and Methods in the areas of trading book risk management, credit risk management, interest rate risk in the banking book and liquidity risk management required under Basel II-III (ongoing)

Istanbul, Turkey

 Develop statistical and decision tree models for Basel risk drivers, such as PD (Probability of Default), LGD (Loss given Default), EAD (Exposure at Default). Develop application and behavioral rating models for corporate and retail portfolio.  Support IT department on implementing the rating models in banking system.

Istanbul, Turkey

Constitute a continuous system for watching related academic studies and global best practices closely in order to update the procedures on building, validating and monitoring Basel compliant Internal Rating Models ( judgemental+ quantitative)Set up technical framework for data cleaning and internal rating model validation/monitoringProduce validation and monitoring reports for application and behavioral rating models Validate and monitor PD calibrations of the rating modelsValidate and monitor EAD modelsValidate decision tree modelsSupport IT department on building datawarehouse for rating models and validation purposes

Istanbul, Turkey

Redesign the consumer loan processing work flow and decision system of the bankImplement work flows and processes of consumer credits in decision treesSupport the design decisions of credit work flow by using statistical methodsPrepare Ad-Hoc reports and also monitoring of scorecardsEvaluate performance evaluation of the application scorecards with statistical methods

Istanbul, Turkey

Master Of Science (M.Sc.), Software Engineering

Manufacturing Systems Engineering

Education record

Activities and Societies: AFS - 2003 Arizona Flagstaff , SPUN (United Nations Simulation) as Delegate of China, Sailing Certificate.