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Start for FreeKonstantinos Ntetsikas
Risk Model Validation Specialist @Alpha Bank
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WORK HISTORY
Risk Model Validation Specialist @Alpha Bank
Athens, GR
Validation of operational risk models• Validation of credit risk models for retail and wholesale portfolios• Demonstration of challenger models using statistical learning methods
EDUCATION
National & Kapodistrian University of Athens
Bachelor's degree, Mathematics
University of Patras
Undergraduate student, Pharmacy
National & Kapodistrian University of Athens
Master's degree, Pure Mathematics
ABOUT KONSTANTINOS NTETSIKAS
I am a mathematician currently working in the banking sector with a focus on IFRS 9 requirements and risk model validation. My work experience mainly includes • Mathematical Finance • Data preparation using SQL • Credit risk validation and reporting using Excel
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