Successfully managed an 11 FTE team, demonstrating strong leadership skills. Headed the identification, governance, and assessment of Model Risk, ensuring periodic assessment and reporting (about 1000 quantitative internal models – including ESG and AI models). Developed and evolved a methodological framework for a unified approach at the Group level, collaborating with relevant functions. Managed and enhanced the Group's model management platform (Model Inventory) for a complete and updated inventory of models. As a part of the "AIxelleration", leading the Group's strategic project for the implementation of a centralized AI library to assess the AI risk with the support of CCO and CDAITO areas. Identified critical areas and implemented model risk mitigation actions, including the quantification of economic capital model risk add - on. Ensured internal model governance, defining general principles and overseeing the preparation and updating of internal regulations. Provided quarterly periodic reporting on the Model Risk Management Framework to key stakeholders and Commitee.
Conducted quantitative validation and parallel run exercises for Risk internal models (PD, LGD, CCF, IFRS9). Independently built SAS routines for back - testing internal models. Conducted quantitative analyses for the validation and recalibration of foreign subsidiaries' internal models.
Managed audit teams, performing annual Statutory Audit reviews for listed clients according to ITA/IFRS/US GAAP and SOX controls. Conducted M&A due diligence for customers involved in extraordinary finance operations, focusing on distressed M&A.