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Tijana joined EconLab in 2021. Her work includes development of IRB PD models, stress testing models, macroeconomic analysis, as well as other consulting services and projects. Before joining EconLab, Tijana worked in the field of market research and business.
She has experience with SQL, SAS, R, Matlab and LaTeX, and has also worked with data visualization tools such as Tableau and Microsoft Power BI.
Tijana has completed her coursework at the Money and Finance Master’s program at School of Economics and Business. She holds a Bachelor’s degree in Marketing at School of Economics and Business. During her studies, she participated in an Erasmus exchange program at the Joanneum School of Applied Sciences in Graz, Austria, with a focus on finance and statistics.
Development of stress testing models (EBA; credit stress testing methodology). PD and LGD modeling (BACE-ARDL modeling). ECL staging includes by calculating transition matrices and calculating IFRS 9 impairments (including ECL, life loss rates in the profit / loss calculation). Comparative analysis of ECL. Forecasting and back-casting of key parameters of credit load testing.
Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.