Hernán Lehocky, Frm Email & Phone Number

Luxembourg, Luxembourg

London, England Metropolitan Area

Responsible of credit risk model validations as part of the Internal Validation Team. Validation of IRB and IFRS9 models (PD, LGD and EAD) for retail and wholesale portfolios in line with internal guidelines and regulatory (ECB and PRA) requirements.In charge of end-to-end reviews (from data reviews to impact analysis of the implemented models) with.

Spain

IRB quantitative and qualitative reviews of top financial entities as part of the ECB TRIM exercises.

Madrid Area, Spain

Responsible for leading the internal model review projects across BBVA Holding, including:- Full review of regulatory, economic and management risk models (quantitative methodology, information management and governance).- Analyze and challenge firm-wide, credit, market and operational risk models following an add-value-review premise. - Internal training.

Buenos Aires - Madrid - Boston

Since my incorporation to the Financial and Commodities Risk Consulting department, I have taken part and led projects for top financial institutions across 6 countries mainly related to quantitative models development, assessment and validation: Economic Capitl, Credit Risk (risk parameters / scorecards estimation and validation, Basel II/III and CCAR.

Argentina

Working for the regional treasury department (South America), I was in charge of: Asset and Liability Management (short term investments and debt), Cash Flow analysis, budget control and commercial relationships with main financial entities.