Martin Rezac

Martin Rezac Email and Phone Number

Risk management, Market risk, Stress testing, Analytics, Data mining, Statistics; @ Air Bank a.s.
dejvice, praha 6, czechia
Martin Rezac's Location
Brno, South Moravia, Czechia, Czech Republic
Martin Rezac's Contact Details

Martin Rezac personal email

n/a
About Martin Rezac

Experienced Head Of Risk with a demonstrated history of working in the financial services industry. Strong finance professional skilled in Analytical Skills, Statistical Modeling, Business Intelligence and Risk Management.

Martin Rezac's Current Company Details
Air Bank a.s.

Air Bank A.S.

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Risk management, Market risk, Stress testing, Analytics, Data mining, Statistics;
dejvice, praha 6, czechia
Website:
airbank.cz
Employees:
557
Martin Rezac Work Experience Details
  • Air Bank A.S.
    Manažer Tržních Rizik A Stres Testů
    Air Bank A.S. Jun 2019 - Present
    Okres Brno-Město, Česká Republika
    - Responsible for Market Risk - monitoring, reporting, limit management, counterparty and country analyses, Liquidity and IR analytics, deposits modelling (incl. Liq. and IR sensitivity).- Responsible for Stress testing - all market risk stress tests on monthly basis (incl. reverse tests), credit risk stress tests on bi-annual (incl. sensitivity analysis and reverse tests) and occasional basis (new counterparty, market/macro shocks), operational risk stres tests, climate risk stress tests . Coordination of DZT (ČNB supervisory stress tests).- Responsible for FLI (Forward looking information) models validation and application (forecast of macro inputs).- Reponsible for implementation of model risk management (process, validation reports, performance reviews, model repository, reporting, internal regulation and guidelines).- Coordination of ICAAP./- IRB - cost-benefit analysis, analysis of impact on profitability.
  • Home Credit Čr A Sr
    Head Of Carloan Risk And Manual Underwriting
    Home Credit Čr A Sr May 2018 - May 2019
    Okres Brno-Město, Česká Republika
    - Responsible for managing all risks in carloans at Home Credit in Czech and Slovak Republic,- Responsible for all manual underwriting processes at Home Credit in Czech and Slovak Republic,- Managed to deliver fully automated underwriting process of carloans for more than 30% of applications, Time To Yes reductions by 50%, increased effectivity of manual underwriting processes by more than 50%.
  • Home Credit, Czech Republic And Slovakia
    Head Of Risk
    Home Credit, Czech Republic And Slovakia Apr 2017 - Apr 2018
    District Brno-City, Czech Republic
    - Responsible for managing all risks in core-business at Home Credit in Czech and Slovak Republic, excluding collections.
  • Home Credit, Czech Republic And Slovakia
    Chief Risk Officer
    Home Credit, Czech Republic And Slovakia Apr 2014 - Mar 2017
    District Brno-City, Czech Republic
    - Responsible for managing all risks at Home Credit in Czech and Slovak Republic, from 05/2016 including collections- Responsible for "risk part" in licence process (governed by national banks) in the Slovak Republik in 2015 and in the Czech Republic in 2017- Responsible for "risk part" in innovations projects like Zonky or KupNajisto
  • Sid Slovensko, A.S.
    Member Of The Board
    Sid Slovensko, A.S. May 2016 - Feb 2018
    Bratislava
    Responsible for business results of the company.
  • Solus Slovensko
    Chairman Of The Association Council
    Solus Slovensko May 2016 - Feb 2018
    Bratislava
    Management of the Association
  • Faculty Of Science, Masaryk University
    Assistant Professor
    Faculty Of Science, Masaryk University Jan 2009 - Jun 2014
    District Brno-City, Czech Republic
    - Researcher, Author of 56 scientific publications, 13 textbooks, Speaker at 30 scientific conferences.- Lecturer in Statistics, Data mining- Purchasing and teaching coordinator of Bloomberg terminal and SAS at Faculty of Science, MU- Manager of scientific workshops at Department of Mathematics and Statistics, Faculty of Science, MU- Manager of series of lectures by banking experts - 2011-2014 member of Academic Senate
  • Faculty Of Business And Economics, Mendel University
    Assistant Professor
    Faculty Of Business And Economics, Mendel University Sep 2007 - Sep 2011
    - 02/2008 - 09/2009 deputy head of Statistics and Operational Research Department- 2008-2011 member of Academic Senate- Lecturer in Mathtematics, Statistics
  • Home Credit International
    Chief Of Portfolio Management Team
    Home Credit International Jan 2007 - Nov 2007
    Okres Brno-Město, Česká Republika
    - Head of a 15-member team + management of external analysts from consulting companies.- Responsible for the development of credit scoring functions, setting the approval process, risk reporting, monitoring, reserving (Markov based provisioning) for all HC countries.- Communication with the CFO, CRO and COO HQ HC + CEO, CFO, CRO and COO HC in all HC countries (Czech Republic, Slovakia, Russia, Kazakhstan, Ukraine, China, Vietnam)
  • Ppf Group
    Senior Risk Management Specialist
    Ppf Group Sep 2005 - Dec 2006
    Hlavní Město Praha, Česká Republika
    - Head of the credit scoring and reporting Home Credit Group team- Responsible for the development of scoring functions, risk reporting and setting the approval process in all HC countries- Communication with the CEO, COO and CRO in all HC countries
  • Home Credit International
    Senior Risk Management Specialist
    Home Credit International Oct 2004 - Aug 2005
    - Head of the credit scoring team- Responsible for the development of scoring functions, setting the approval process in all HC countries- Communication with the CEO, COO and CRO in all HC countries
  • Ebanka, A.S.
    Risk Management Specialist
    Ebanka, A.S. Feb 2004 - Sep 2004
  • Fakulta Elektrotechniky A Komunikačních Technologií Vut V Brně
    Lecturer
    Fakulta Elektrotechniky A Komunikačních Technologií Vut V Brně Sep 2000 - Jan 2004
    Brno, Jihomoravský, Česko
    Lecturer in Mathematics

Martin Rezac Skills

Sas Risk Management Data Mining Statistics Credit Risk Analysis Data Analysis Sql Matlab Statistical Modeling Business Intelligence Credit Scoring Economics R Research Teaching Programming Microsoft Office

Martin Rezac Education Details

Frequently Asked Questions about Martin Rezac

What company does Martin Rezac work for?

Martin Rezac works for Air Bank A.s.

What is Martin Rezac's role at the current company?

Martin Rezac's current role is Risk management, Market risk, Stress testing, Analytics, Data mining, Statistics;.

What is Martin Rezac's email address?

Martin Rezac's email address is ma****@****edit.cn

What schools did Martin Rezac attend?

Martin Rezac attended Masaryk University Brno.

What skills is Martin Rezac known for?

Martin Rezac has skills like Sas, Risk Management, Data Mining, Statistics, Credit Risk, Analysis, Data Analysis, Sql, Matlab, Statistical Modeling, Business Intelligence, Credit Scoring.

Who are Martin Rezac's colleagues?

Martin Rezac's colleagues are Ondřej Kadlec, Hana Zelnickova, Jiří Hlucháň, Monika Mlýnková, Lenka Votočková, Nika Popova, Zdenek Zavadil.

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