Juho Kiiski Email & Phone Number

Helsinki Metropolitan Area

Mainly Internal Model Investigations (IMI) for IRB models.

Copenhagen Area, Denmark

Lead validator for Group’s project to re-build a new suite of IRB models compliant with the newest regulations.Senior Model Risk Manager for Group’s PD models, responsible for maintaining model risk overview for PD models in the Group, reviewing model changes, applications and notifications to FSA, developing validation framework for PD models and representing Validation unit in PD model framework discussions.Developing the Group’s Model Validation Framework, writing… Show more Lead validator for Group’s project to re-build a new suite of IRB models compliant with the newest regulations.Senior Model Risk Manager for Group’s PD models, responsible for maintaining model risk overview for PD models in the Group, reviewing model changes, applications and notifications to FSA, developing validation framework for PD models and representing Validation unit in PD model framework discussions.Developing the Group’s Model Validation Framework, writing applications and notifications to the FSA. Validating the Group’s new DoD and approaches to modelling due to new regulation.Validating Group’s IRB models and to some extent other models as well (including machine learning models), presenting model risk findings to Group’s model risk committees and the FSA, discussing model risk with stakeholders (model developers, owners, business users). Show less

Copenhagen, Capital Region, Denmark

Validating the Group’s credit risk models, mainly focusing on PD, but also LGD and other credit related models, some utilizing machine learning techniques.Validating the Group’s new DoD and approaches to modelling due to new modeling guidelines.Presenting model risk findings to Group’s model risk committees, discussing model risk with stakeholders (model developers, owners, business users).

Helsinki Area, Finland

IPV (Independent Price Verification) and Prudent Valuation (Market Price Uncertainty) development and reporting for level 2 and 3 products in Danske Bank Group.Internal and external market risk reporting including Value-at-Risk, Expected Shortfall, Market risk stress scenarios for Danske Bank FI portfolio.Automation of tasks with SAS, SQL and VBA.

Helsinki Area, Finland

Internal costs and balance sheet reporting, external reporting of income statement and balance sheet for Danske Bank Finland (interim reports for Plc).Finnish subsidiaries accounting, making and verifying bookings. Handling account payable, taking care of sales ledger, answering questions towards Finance department, covering salaries.

Helsinki, Southern Finland, Finland

Assistant teacher in business school Mathematics and Statistics. Differential and integral calculus, statistics, basic financial calculations etc.

Master'S Degree, Finance, General, 4.5/5

Graduated in Spring 2019.

Bachelor'S Degree, Finance, General, 4.7/5

Completed my Bachelor's degree in Finance in Spring 2017.