Alen started his career as a graphic designer, photographer and a web developer. Later he found passion in finance. He joined EconLab in 2022 and is currently working as an analyst on IRB PD models, scenario analysis, stress testing and other projects. He is also integrated in a process of calculating ESG risks and he is always seeking ways to improve our visual presentations.
He is currently studying Quantitative Finance and Actuarial Sciences at the School of Economics and Business at the University of Ljubljana and currently holds a degree in Money and Finance.
Development of stress testing models (EBA; credit risk stress testing methodology).
PD and LGD modelling (BACE-ARDL modelling). ECL Staging including the calculation of transition matrices and IFRS9 impairment calculation (including ECL, lifetime loss rates and P&L calculation).
ECL benchmarking. Forecasting and back-casting of key stress testing parameters.
Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.