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Aleš Pogačar is a specialist in quantitative financial risk management, especially credit risk management for banks. With strong programming skills, he excels at credit rating, PD, LGD and EAD modelling. He was frequently hired by Big 4 firms for assessing the appropriateness of such models with respect to Basel, IAS 39 and IFRS 9 standards. His programming skills include advanced knowledge of Python, R, SQL, Stata and VBA. On top of that, Aleš is also skilled in other banking areas, such as data quality management, database modelling, customer retention, interest rate risk, ICAAP, reporting automatization and tool development. His knowledge of regulatory standards, guidelines and requirements include all Basel accords and EBA guidelines, with respect to credit risk and IFRS 9 impairment standard. Aleš has an undergraduate degree in Economics and pursued his graduate degree in quantitative finance, both from University of Ljubljana. In graduate study he has been one of the best performers of the generation.
IFRS 9 LGD modelling for pillar Slovenian bank
One of key advisors for ICAAP process for Slovenian and Serbian retail bank
One of key developers in relation to stress testing and IFRS9 impairment model for Slovenian pillar banks.
Development of IFRS 9 models for two Croatian banks – developer and project manager (including prepayment rates).
Development of IFRS 9 PD forward looking model for a Slovenian bank – developer and project manager
Development of SME credit rating model for a Slovenian bank – developer and project manager
Validator of credit rating models for Slovenian banks
Validator of IFRS 9 models for Slovenian banks (including prepayment rates)
Developer of credit rating model validation tool using Python, SQL server and Latex
Quality assurance of IAS 39 and IFRS 9 impairment models and methodology (including prepayment rates) for majority of Slovenian banks and some foreign banks
Consulting a Croatian bank on IFRS 9 impairment parameters including prepayment rate
PD and LGD modelling expert at a Slovenian bank