Anita Szabó

Experience

• 

  Bankárképző - ITCB

  Sept 2009 - Jan 2010

  Intern

  Young Professionals Program: Participation in writing studies and organising courses

• 

  K&H Bank

  Oct 2009 - Jan 2010

  Intern

  Participation in decision-making process of the small and medium enterprises credit review department

• 

  K&H Insurance Co.

  Apr 2013 - Jun 2015

  Junior Life Actuary

  Analysing budgets and facts of UL and traditional life insurance products, portfolio evaluation, financial closing, making product pre-calculations and profit tests, developing closing procedures (VBA, SQL), participating in actuarial reporting and supporting Solvency II

• 

  Sberbank Hungary

  Jul 2015 - now

  • responsible for the interest rate risk model in the banking book and capital requirement calculation based on EBA GL/ICAAP manual – data quality controll, model update, 9R reports, ALCO reports• participation in SREP audit – providing data, interviews Benchmark Regulation project: successful replacements of interest rates involving all relevant banking areas • developing and improving quantitative models related to trading book risks• calculating capital requirement Pillar I/II (foreign exchange risk)• supporting MidOffice, participating in PRIIPs project (MIFID II), market conformity analysis

  • Market Risk Manager (Banking book)

    Aug 2018 - now

  • Project Manager

    Jun 2020 - now

  • Market Risk Manager (Trading book)

    Jul 2015 - Aug 2018