Sven Teichmann (Ph.D.) Email & Phone Number

Melbourne, VIC, AU

Melbourne, Victoria, Australia

• Operational responsibility for the monthly collective provisioning process
• Monitoring, reporting and insights on collective provisioning models and outcomes
• Operational responsibility for APRA and ICAAP stress testing (credit risk outcomes)
• Delivery and management of stress testing frameworks and methodologies for the credit risk portfolios
• Development of stress testing methodologies for emerging risk types (such as Climate Risk)
• Engaging group stakeholders during both half-yearly and yearly provisioning and reporting as well as during the regulatory/APRA and ICAAP stress tests

Melbourne, Victoria, Australia

• Project: Develop the next generation of Stresstesting and Provisioning / IFRS 9 models across all Retail and Non-Retail portfolios based on one consistent framework for advanced methodology, modelling, processes and.
• SME: Technical lead of a hand-picked team of high-performing quantitative analysts and data scientists to drive innovation and develop advanced methodologies, prototype models, streamline BAU processes and roll-out /.
• Stakeholder management: Manage and drive relationships across key stakeholders in Forecasting, Stresstesting, Provisioning and Monitoring and Validation, and organise and lead respective technical working groups and.
• BAU and Governance: Lead quarterly Technical Working Group to communicate and explain movements in stressed model outcomes to stakeholders and impact on the portfolio-level and NAB group-level provisioning

Melbourne, Victoria, Australia

• BAU/Process: Stresstesting and capital adequacy assessment, IFRS 9 and provisioning, model development across credit risk parameters (PD, LGD, EAD)
• Projects: Lead end-to-end model development projects and implement solutions
• Stakeholder management: Communicate and engage with senior stakeholders across risk management and business
• Governance: Lead quarterly Technical Working Group to communicate and explain movements in stressed model outcomes to stakeholders and impact on the portfolio-level and NAB group-level provisioning

Melbourne, Australia

• BAU/Process: Quantification of expected and unexpected risk: capital model, risk-sensitive capital allocation to the business, scenario models and analysis, ICAAP and APRA ADI stresstesting
• Insight: Analytics of internal and external loss data for trend analysis, business insight, industry benchmarking and regulatory reporting (ILDR, ARF)
• Governance: Facilitate technical working groups and / or participate in group committees and preparation of risk reports for technical workshops, group committees and the model owners

Melbourne

• Consult senior management and stakeholders about the interpretation of the IFRS 9 Standard based on guidance from Basel committee and GPPC and IFRS 9 activities at global banks
• Develop methodology and models and provide quantitative insight and analyses across all work streams: data, expected credit losses (ECL), significant increase in credit risk (SICR), economic outlook component (EOC).

Melbourne, Australia

• Design and implementation of an end-to-end infrastructure and framework for stresstesting models for the wholesale portfolio
• Develop a new generation of bottom-up PD, LGD and rating transition / migration models with macro-economic drivers, including rating data sourcing, industry / region portfolio segmentation, model estimation, model.

Australia And Europe

• Credit Risk and Operational Risk, Stresstesting and Scenario Analysis, Regulatory and Economic Capital / ICAAP
• Model development, validation, quantitative analytics and impact studies, and strategic advice of senior stakeholders on business and risk strategy

Melbourne, Australia

Ph.D. In Science, Quantum Physics / Non-Linear Laser Optics

Master And Bachelor Of Science, Quantum Physics / Non-Linear Laser Optics