Ondřej Glatz

Experience

• 

  Academy of Sciences of the Czech Republic

  Jan 2008 - Aug 2011

  Research and development engineer, PhD. student

  o developing and implementing mathematical models of internal dynamics in advanced alloyso speaking on international conferenceso publishing in international journals

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  PwC

  Jan 2011 - Sept 2014

  Senior Associate

  Senior associate in financial services segment (auditing of banking, insurance, leasing, and real-estate companies), member of treasury working group:o leading small teams (2-3 members) on audit engagements, responsibility for communication with client, stage of completion and budget monitoring, juniors’ coaching, etc.o participating on audits of IFRS and CZ GAAP financial statements, reviews of internal control environment in financial institutions, particularly in treasury area (Commerzbank, EGAP, ERB, ČMZRB, Creditas, …)o conducting treasury advisory projects (evaluation of financial risk management policies and control processes in developing treasury department of Creditas savings cooperative; advising in accounting and reporting issues regarding financial instruments in HVP and EGAP insurance companies)o performing derivatives valuations (interest rate derivatives, currency options, etc.) for auditing purposes of clients across CEE region (E.ON, Wizzair, Raiffeisen ZAO, Škoda Auto, …)o development of Excel tools for PwC treasury and actuarial groups (derivatives pricing, loss reserves estimation) Show less

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  KBC Bank & Verzekering

  Oct 2014 - Aug 2017

  Senior Risk Model Developer

  Senior risk model developer in KBC Group Risk modelling team. As a team, we are designing group-wide models for internal capital measurements (Credit risk, ALM risk, Life-/Non-Life Insurance technical risk) and economic scenario generation. I am responsible mainly for:o development and implementation of credit internal capital model in KBC Group. lt is built as an extension of Basel Pillar 1 regulatory model for portfolio credit risk. It is CreditMetrics like, multi-factor based.o design and implementation of migration risk methodology into the above model aligned with IFRS 9 Expected Credit Loss calculations.o supporting local KBC Group entities (in particular CSOB CZ/SK, and K&H) in use of the model (regulatory reporting, performance measures... ), and in defending it in front of regulators (CNB, MNB, EBA/ECB)o providing inputs and tools for group-wide capital planning and stress-testingMain development tools used are SAS and Matlab. Show less

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  PwC

  Sept 2017 - now

  Manager in Financial Risk Modelling team.

  • Senior Manager

    Jan 2021 - now

  • Manager

    Sept 2017 - Jan 2021

  • Senior Consultant

    Sept 2017 - Mar 2018