Our credit risk modeling course trainer has 15 years of experience in the banking sector. She has worked across credit risk and risk analysis, including climate scenario analysis and stress testing for banks such as KBC, OTP and Raiffeisen Bank. At KBC, she was a senior risk manager, leading in developing and implementing credit risk management toolkits for measuring and monitoring ESG/climate risks and opportunities, and reporting those to the Executive Committee. Notably, she performed transition and physical climate risk materiality assessments based on scenario narratives, implemented PACTA methodology for the loan portfolio and contributed directly to the European Central Bank’s climate stress test by the firm.
More recently, she delivered consultancy, in the role of Principal Consultant on the topics of ESG and credit risk; she also established the climate and environmental risk management services offering for a consultancy firm.
She holds an MSc in Finance and Actuarial Sciences, a PhD, and a specialization in Corporate Finance from the Corvinus Management and Business Administration Doctoral School in Budapest. She is also a certified financial analyst and certified risk manager (CFA – Chartered Financial Analyst, FRM – Financial Risk Manager, PRM – Professional Risk Manager), and also obtained the GARP Sustainability and Climate Risk (SCR) Certificate.