In addition to current risk management duties I have been appointed to: ■ Manage the sell-side corporate finance and deal execution ■ Conduct preparation and analysis of viability and profitability of the potential asset sales and capital optimisation initiatives ■ Act as a key liaison between internal teams and external counterparts and investors ■ Contribute to the organization's financial health, solvency and strategic direction

WiZink | Nov 2018 - Present

Director | Financial Risk (Market, Liquidity, Counterparty and Capital Risk)

■ Market, liquidity and capital risk management, implementation, and embedment of 2nd Line of Defense function ■ Analysis, review, and challenge of interest rate and credit spread risk calculations (EVE, NII, DV01, CS01), liquidity metrics (LCR, NSFR, ALMM, LAB) and solvency metrics (CET1, Leverage Ratio) ■ Review and model validation for ICAAP, ILAAP, RRP exercises and implementation of Basel and CRD regulations ■ Review of modelling parameters and oversight of the implementation of an ALM calculation engine (FIS Focus Ambit) ■ Active member of various management committees (ERMC, ALCO) with direct reporting to the Chief Risk Officer ■ Development and implementation of robust limits framework, improvement of processes and control environment ■ Management of a team of risk specialists providing educational support, leadership, and project management

BNY Mellon | Jan 2017 - Jan 2018

Vice President | Financial Risk (Market and Liquidity Risk)

■ 2LOD risk oversight for market risk and assets-liabilities management (ALM) ■ Periodic analysis, review and challenge of key market, treasury and liquidity risk metrics (EVE, NII, LCR, NSFR, ALMM, Intraday, LAB, LST) ■ Review and analysis of EMEA treasury investment portfolio, money markets and FX activities ■ Reporting to risk management committees (RMC, EXCO, ALCO, CSTC) ■ Improvement of risk measurement methodologies, reporting and processes automation

NatWest Group | Jan 2016 - Jan 2017

Associate Vice President | Financial Risk (Stress Testing and Capital Risk)

■ Risk Capital and Stress Testing Processes and Controls Management ■ Assessment of adequacy and effectiveness of controls from data and assumptions feeding into stress testing, through the models and processes and on to consolidation and reporting ■ Contribution to building and implementing effective end-to-end processes, governance and controls covering the full stress testing process ■ Involvement in in-depth oversight to measure adherence to the risk frameworks and ensure that the results of stress tests are accurate and correct ■ Improvement of processes automation and creation of Stress Testing MI for effective risk management review and challenge

Banco Santander | Jan 2013 - Jan 2016

Associate | Financial Risk (Market and Liquidity Risk)

■ Risk Management and Assets-Liabilities Management (ALM) ■ Review and analysis of Economic Value of Equity (EVE) and Net Interest Income (NII) metrics ■ Determination of risk exposures and application of stress-testing and shock techniques ■ Use of historical and simulation methods and models in order to determine Additional Valuation Adjustments (AVA) ■ Improvement of risk measurement methodologies and computing infrastructure ■ Review and monitoring of short-term and long-term liquidity coverage (LCR, NSFR, ALMM) ■ Implementation of Basel III and CRD IV regulatory standards on stress testing, market and liquidity risk

CSOB | Jan 2010 - Jan 2013

Analyst | Financial Risk (Market and Counterparty Risk)

■ Daily analysis and evaluation of the evolution and performance of the trading activity, counterparty exposures and P/L ■ Delivery of market and counterparty credit risk analytics regarding the positions, risks and capital requirements of the business (Mark-to-Market, Greeks, VaR, sVaR, PFE, CVA, CCR) ■ Identification of emerging risk and return drivers and preparation of presentations and committee materials presenting complex information in a clear and structured manner ■ Development of financial reporting tools and automated Management Information reports for decision taking

FIBA | Jan 2002 - Jan 2010

FIBA Licensed Professional Basketball Player

■ Mittal Steel Ostrava - Extraleague (Czech Republic) ■ Real Madrid CF - LEB2 (Spain) ■ BC Prievidza - Extraleague (Slovakia) ■ CB Las Rozas - LEB2 (Spain)

My Education

Take a look at my formal education

Doctor of Philosophy (PhD) in Statistics and Decision SciencesUniversidad Rey Juan Carlos | 2029

Bachelor of Engineering (BEng) in Applied Data ScienceUniversitat Oberta de Catalunya | 2028

Master of Engineering (MEng) in Decision Systems Engineering, Statistics and Operations ResearchUniversidad Rey Juan Carlos | 2024

Professional Master's Degree in FinanceCEF Centro de Estudios Financieros | 2014

Master of Science (MSc) in Financial EconomicsUdima Universidad a Distancia de Madrid | 2014

Bachelor of Science (BSc) in Applied EconomicsTechnical University of Ostrava | 2010

About Me

Financial risk professional with 15+ years of expertise in market, counterparty, liquidity, and capital risk management. Skilled in risk analytics, financial engineering, statistical computing, and applied econometrics to drive strategic decision-mak

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