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Dobromir Nankovski CV

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Violeta Evgenieva
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97 views1 page

Dobromir Nankovski CV

Uploaded by

Violeta Evgenieva
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Dobromir Nankovski

Sofia, Bulgaria
+359 894 917 808
Dobromir.Nankovski@gmail.com

SUMMARY

Self-motivated & result-driven professional with a strong quantitative skillset and extensive
knowledge in risk modelling, multivariate statistics, CRR, IFRS 9, portfolio & business analytics

PROFESSIONAL EXPERIENCE

Sep 2017 - Dec 2023 Portfolio & Credit Risk Modeller at UniCredit Group

 design, development & calibration of IFRS 9 and A-IRB credit models - PD, LGD & EAD
 FLI forecasting, portfolio simulations, IFRS and regulatory models testing and integration
 construction of PD vectors and estimation of Overlay Factor for scenario-weighted ECL
 leading IFRS audit & AQR by ECB, development of customized models and stress tests

Mar 2016 - Sep 2017 Credit Risk Modeller at Shawbrook Bank UK

 portfolio analytics, loss rates & impairments forecasting via economic response models
 design of macroeconomic scenarios and models in accordance with IFRS 9 principles
 data reduction, classification & segmentation via PCA, discriminant and cluster analysis
 inputs modelling via linear and logit models, neural networks, decision trees and ROC

Sep 2014 - Feb 2015 Senior Risk Controlling Analyst at Allianz Group

 implementation and optimization of quantitative models for risk capital calculation


 asset-liability matching, solvency capital calculation and development of risk policies

Dec 2012 - Aug 2014 Credit Risk Analyst at KBC Group

 financial modelling for cash flow deals, ratios performance forecasting and stress testing
 capital cost calculations and regular ad-hoc reporting on current and future provisioning
 in-depth analysis of corporate exposures restructuring, acquisitions and asset classes

Mar 2011 - Jun 2011 Credit Analyst (Internship) at Piraeus Bank Group

 performance of credit analysis and assessment of SME credit risk profiles


 elaboration of credit proposals based on market, ratios and financial statements analysis

EDUCATION

2010 - 2011 MSc Macroeconomics & International Finance, Higher Institute of


Economics and Management (University of Nice Sophia Antipolis)

2008 - 2009 MSc European Integration, New Bulgarian University

2003 - 2007 Bachelor’s Degree in Cultural Studies, Sofia University

LANGUAGES

English: fluent French: fluent Russian: fluent German: intermediate Bulgarian: native

SOFTWARE EXPERIENCE

SAS, Python, SQL, R, SPSS Modeler, MATLAB, Stata, SAP, MS Office, Mac OS X, Sage Line 50

KEY SKILLS & INTERESTS

Risk modelling, data science, multivariate statistics, macroeconomics, Merton Model, business
analytics, CRR, IFRS 9, political economy, international relations, history, aviation, languages

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