Jan Rudof joined the EconLab team in 2021. His work for EconLab includes development of stress testing and other credit risk models, and other consulting services. Prior to joining EconLab, Jan combined his studies with working in pharmaceutical and banking industries in the field of organization and analytics. Jan holds an undergraduate degree in Financial mathematics from Faculty of Mathematics and Physics, where he maintained high GPA and was awarded with Zois scholarship (state merit scholarship for best university students). Jan is currently finishing Quantitative finance and actuarial science master’s program at School of Economics and Business, University of Ljubljana. He is an experienced user of Python, R, LaTeX, MATLAB, SAS, SQL and Mathematica.
Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.