Tiago Nunes
Team Lead - Director, Senior Credit Risk Modelling Expert, Model Strategy and Oversight @Barclays
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WORK HISTORY
Team Lead - Director, Senior Credit Risk Modelling Expert, Model Strategy and Oversight @Barclays
London, GB
EDUCATION
Instituto Superior de Economia e Gestão (ISEG)
MSc, Applied Econometrics and Forecasting
Instituto Superior de Economia e Gestão (ISEG)
BSc, Economics
SKILLS
ABOUT TIAGO NUNES
Credit risk professional with over 20 years’ experience in regulatory capital IRB PD, LGD and EAD/CCF modelling, focusing on wholesale portfolios but covering also specific retail portfolios.This includes the full model life-cycle (development, implementation, monitoring, calibration, review and independent validation) across major U.K. banks, investment banks and auditing/consulting firms.In-depth knowledge of the credit risk regulatory environment through spells in banking supervision authorities in the U.K.(Prudential Regulation Authority – PRA), in Portugal (Bank of Portugal) and in the European Union (European Banking Authority – EBA, previously Committee of European Banking Supervisors – CEBS).Subject matter expert on IFRS 9 expected credit loss (ECL) modelling acquired through work in auditing/consulting firms and in the U.K. Prudential Regulation Authority – PRA.Overall more than 25 years’ know-how in modelling and data analytics with experience in managing teams (2-8 people). Proven project management track record, consistently delivering on time and above expectations with strong stakeholder management skills.
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