Miloš Lapčević Email & Phone Number

Belgrade, Rs

Belgrade, Serbia

Belgrade/Vienna

•Development and Maintenance of Pilar 1 Methodology and Estimation codes•Development and Maintenance of all Pilar 1 Models by applying advanced statistical techniques - within the Joint Modelling Team for several NWUs•Contribution to the continuous further development of Group-wide credit risk model development standards to ensure state-of-the-art methodology and model development•Methodology discussion with Validation/Senior Management/IA/Regulators•Resolution of regulatory and audit findings•Agile way of working

Belgrade, Serbia

•Micro scorecards Model developer•CCF Model developer•LGD Model developer of Revolving Credit Cards portfolio•Review owner of LGD/ELBE and CCF Model developed for IRB Retail portfolio•IRB Model Development in context of Basel III and IFRS9 framework•Improving/enhancing processes for estimation and data collection of risk parameters from both business and technical side•Performing analyses and presentation for internal or regulatory requests

Vienna

• Group-wide CCF model developer• Defining data requirements for development/improving risk parameter model estimations• IRB model development in context of Basel III and IFRS9 framework • Estimation of risk parameters to be used in RWA calculation• Improving/enhancing methodology for estimation of risk parameters• Providing and maintaining extensive and complete documentation on PD/LGD/CF methodology• Performing analyses for internal or regulatory requests• Using of ratings and risk parameters in pricing and in contribution margin schemes • Evaluation of statistical models for risk controlling in Erste Group

Belgrade

• IFRS9 model developer - PD lifetime models• Developing of IRB models and RWA parameters• RWA calculation under IRB approach• Continuous preparation and production of reports from the competence of Retail division (SAS codes and VBA, Excel) • Data mining and data analysis and presentation

•Continuous preparation and production of reports from the competence of Retail division (SAS codes and VBA, Excel) •Data mining and data analysis and presentation•IFRS9 model developer PD lifetime models•LGD model developer for Cash Loans •LGD model developer for Mortgage and Home Equity loans (2018)•Review owner of IFRS9 PD Lifetime Models (Mortgage and Home Equity Loans, Credit Cards) (2018)

Belgrade

•Continuous preparation and production of reports from the competence of Retail division (SAS codes and VBA, Excel) •Data mining and data analysis and presentation•Review owner (2016) of all models developed for Credit Cards (PD, LGD, BEEL, CF, Application, Behaviour Scorecard)•Review owner (2017) of all models developed for Cash Loans (PD, LGD, BEEL, Application, Behaviour Scorecard)•IFRS9 model developer PD lifetime models(2017)•LGD model developer for Cash Loans (2017)•LGD model developer for Mortgage and Home Equity loans

Belgrade

•Processing database with the help of statistical software IBM SPSS, and other helping tools•Work in team with experienced specialists in market research projects for big companies in Serbia and the region

Belgrade

•Programming databases using the chess programs and engine analysis •Finding the best options in many variations from database with millions of games, using theoretical knowledge, calculation of engines and analytics