Endre Szirovicza

Analyse and document business requirements. Provide effort estimation. Prepare solution prototypes for business. Identify and analyse impact on business consumers. Support test case design and definition of acceptance criteria. Support development and test teams during implementation.

Support the introduction of a unified provision calculation system according to IFRS9 standards. Support the introduction of real time application monitoring in K&H Bank. Review and fine tune retail LGD model for K&H Bank. Modify IFRS provision calculation system in line with IFRS9 requirements in Erste Bank Hungary. Evaluate IFRS9 PD and staging models for Erste Bank Hungary. Automate the review of tax arrears forecasting models for National Tax and Customs Administration.

Develop and review the Probabiltity of Default and Behavioral Scoring models for retail exposures. Redesign LGD models for retail exposures. Review LGD, PD and BS model performances. Support Debtor Relief Program evaluation. Support comprehensive capital adequacy assessment of the Bank by ECB.

Operate retial provision calculation, management and regulatory reporting scripts. Maintain and test provision calculation and reporting scripts due to methodological changes and due to modification of input data structure. Support the Bank’s financial planning regarding provision levels.

Operate and maintain provision calculations algorithms. Support internal and regulatory reporting needs regarding corporate and retail credit risk. Manage corporate provision calculation interface.