László Siklódi Email & Phone Number

- Lead a Unit of 8- Validate and challenge credit (Basel & IFRS9) and market risk and data science models - IRB Coordination-related tasks with the main focus on regulatory materials - Manage and raise awareness in model risk via Model Governance Suite being the Model Ambassador of the Bank- Present the validation-related results to Senior Management, Regulator, Auditor and other stakeholders- Perform capital/RWA impact analyses for various purposes- Develop models for Pillar 2 purposes (e.g., Non-retail PD & LGD models, granularity adjustment)

- Lead a Team of 4- Perform initial and periodic review, quarterly monitoring and implementation validation activities of Retail Basel PD, LGD and CCF models- Put regulatory materials (material application package, ex-ante notification) together sent to the ECB/NBH - Perform initial and periodic review and implementation validation activities of Retail IFRS9 models (LTPD, Macroeconomic PD, IFRS9-compliant LGD and CCF)- Present the validation-related results to Senior Management, Regulator, Auditor and other stakeholders- Perform capital/RWA impact analyses for various purposes- Take part in the Supervisory Review and Evaluation Process (SREP)- Take part in projects (e.g. regulatory compliance, portfolio valuations, data marts)- Report parameters used in the capital requirement and provision calculations- Dedicated Operational Risk Specialist (DORS) of the Department

- Perform the periodic review and the quarterly monitoring activities of the Retail PD scorecard models

- Perform model development of Non-retail Basel credit risk PD models under Pillar 2- Measure the concentration risk calculating the value of the granularity adjustment- Single point of contact and coordinator of local validation of Pillar 1 Non-retail Basel credit risk PD models- Coordinate the Basel 3 implementation within the Bank- Take part in the Supervisory Review and Evaluation Process (SREP)- Prepare management reports and present them on the ICAAP Committee- Conduct regular and ad-hoc analyses and reports to the Management and the Regulator- Build a statistical model in order to identify the fraud-related bank card transactions

Budapest

- Perform daily market risk review for Equity, Credit and Lending business areas reviewing risk exposures and VaR- Build and perform Stress Testing data quality checks and analysis- Conduct ad-hoc analyses on large data sets and technology systems- Development and building tools for variuos purposes- Participate in different projects collaborating with stakeholders and partners distributed in different regions and teams

Budapest

- Perform daily, weekly and monthly reports for the Corporate Banking segment- Support the Corporate Relationship Managers- Participate in business segmentations- Perform and analyze the BPMS for the Budapest Leasing- Participate in improving queries

Budapest

- Automatize the reporting system with VBA macros- Implement risk queries writing SQL scripts- Analyze a summer cash loan campaign

Budapest

- Supporting member during the first year and Teaching Assistant during the second year- Hold an own seminar (Mathematics I.)- Correct tests and supervise exams

Education record

Passed level II in the CFA Program.

Certified European Financial Analyst (Cefa/Effas)

- CEFA/EFFAS Diploma Scholarship - Completed VAP/AFP exam

Master’S Degree, Finance, Major In Investment Analysis

Erasmus Studies, Finance

Bachelor’S Degree, Accounting And Finance