ÇAĞRI SARGAN

Experience

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  Yellow Bike Media

  May 2011 - Sept 2011

  Guidance

  * Taking an active role in the advertising department.* Doing pedicab transportationin San Diego's popular and traditional places.* Providing guidance to tourists.

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  Sabancı Holding

  Aug 2013 - Aug 2013

  Financial Intern

  * Preparing feasibility analysis for investment projects of Sabancı Holding and Group Companies.* Preparing sector analysis reports for investment and assorted projects.* Preparing financial analysis reports of Sabancı Holding companies for monitoring group companies' financial health and/or capital increase and credit requests.

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  BankPozitif

  Jan 2014 - May 2015

  Market & ALM Risk Management

  *Calculating VaR figures for FX and IR sensitive products as well as monitoring issuer limits per product on a daily basis.*Participates in monitoring market risk to ensure that they are within market and derivatives risk thresholds, limits, and constraints. Explains market and derivatives policies and processes to other departments.*Assists in developing action plans to resolve issues. Re-designs processes to better manage, measure, and monitor market and derivatives risks.*Preparing financial market analysis, and market risk presentations for senior management on a monthly basis.*Performing backtests by comparing the hypothetical profit/loss, actual profit/loss and the loss amount estimated by the VaR model.*Performing scenario analysis and stress tests for the trading book portfolio.*Performing stress tests for Operational risk management*Coordinating collection and reporting of loss data, and tracking resolution of mitigating actions*Coordinating design and collection of KRIs*Analysis of operational risk and presentation of regular reporting on risk profile to the RMC. Show less

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  Volkswagen Doğuş Finansman A.Ş. (vdf)

  Jun 2015 - Mar 2016

  Risk Management

  * Performed monitoring and analysis for Non Performing Loan portfolio, determined risk reducing measures and informed top management about possible action plans* Development and Backtesting of PD and LGD models* Performed calculation of IFRS Credit Risk Provision* Performed vintage analysis and roll rates for collection scorecards

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  Yapı Kredi

  Mar 2016 - now

  *Responsible for validation of all managerial models and processes(Collection/Income, ML models and Underwriting/Collection Strategies*Develop and implement benchmark models to assess the quality and reliability of existing models, ensuring continuous improvement and model accuracy*Validation of advanced risk measurement methods (credit risk -IRB, PD, LGD, EAD) and IFRS9 models*Utilize large-scale data sets and analytical tools to run stress tests, scenario analyses, and backtesting for model validation, providing actionable insights to optimize model performance.*Collaborate with cross-functional data science teams to integrate innovative methodologies and cutting edge technologies into the model validation process.*Performing validation of Economic Capital Model for Credit Risk, Market Risk, IRRBB, Stress PD Model and Behavioral Market Risk models. Show less *Perform comprehensive validation of risk models, including credit, market, operational risk models, using advanced statistical techniques to ensure model accuracy and stability.*Independently validate regulatory models such as IRB and IFRS 9, ensuring complience with financial regulations and contributing to regulatory reporting.*Utilize data science methodologies, such as machine learning, nlp, regression analysis, statistical inference, to assess model performance and provide actionable insights.*Develop and maintain benchmark models to critically evaluate existing models, identifying potential improvements and ensuring continuous model optimization.*Conduct detailed stress testing, backtesting on validated models, using large datasets and advance analytics tools to simulate different risk scenarios. Show less

  • Head of Strategic Risk Validation

    Jun 2018 - now

  • Senior Risk Validation Specialist

    Mar 2016 - Jun 2018