Jaša Pozne


Jaša joined EconLab team in 2022.
He is currently working as an analyst on IRB  PD models, while his work also includes credit stress testing and climate stress testing.

He is currently finishing his degree in Financial Mathematics at Faculty of Mathematics and Physics. His technical skills include R, Python, Matlab, Mathematica, SQL and SageMath.


Selected references

Development of stress testing models (EBA; credit risk stress testing methodology) and climate stress testing.

Development of IRB PD model for a Irish pillar bank‘s corporate portfolio: data work, scorecard & calibration, detailed testing suite, RWA impact.