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Gabor Istvan Kiss

Gabor Istvan Kiss

Manager at Credit Risk

UniCredit Bank | Budapest, Hungary

Technologies

My Portfolio Highlights

My New Course

Introduction to Python

Data juggler, effortlessly balancing variables to unlock insights.

My Work

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Introduction to SQL

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Intermediate SQL

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Introduction to Python

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

My Work Experience

Where I've interned and worked during my career.

UniCredit Group | Sep 2020 - Present

Manager at Credit Risk Model Governance

- Support of all entities across CEE region to ensure the compliance of LGD / EAD models with Group Standards and regulations - Giving methodological support for modeling and country referent colleagues in CEE - Development of LGD and EAD models for international clients (full life-cycle: data extraction, validation, manipulation, modeling, documentation, presentation, implementation, recalibration) - Coordination of model development projects, closely working with stakeholders - Mentoring junior colleagues
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Raiffeisen Bank Hungary | Sep 2015 - Present

Senior Model Developer

- Validation of Basel models (LGD / PD / CCF) - Retail LGD parameter estimation - DQ management of modeling database, testing - Presenting results on Validation Committees - IFRS9 model development - Pillar II EC calculation - Contributing in regulatory reporting - Other ad hoc tasks from IAD/Regulator/co-dpt. - Participation in the VII. International Young Potential Program (Opportunity to learn at foreign network units /Slovakia + Czech Republic, Austria, Russian Federation/ for 3-3 weeks)

My Education

Take a look at my formal education

Applied Mathematics MSc in Financial mathematicsUniversity of Szeged, Hungary | 2015
Mathematics BSc in Applied MathematicsUniversity of Szeged, Hungary | 2013

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