Igor Vidakovic
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Data Scientist, BI Expert and Credit Risk Modeler
Belgrade, Serbia
Contact Igor regarding:
Flexible work
Starting at
USD50/hour
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Jobs
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- CCORPORATE AND SME MODELING MANAGERJan 2017 - Current (8 years 6 months)- Modeling - developed IFRS9 methodology and models for all segments (Retail, SME, Corporate) in Addiko Group (for 5 different countries - Serbia, BIH, Slovenia, Croatia, and Montenegro) - Developing SME models (Application, Behavior, Credit biro, Soft facts, financial ratios) for Croatia, Slovenia, Bosnia, and Serbia - Developing Corporate models for different industries - Developing Pre-selection models - Low defaulted portfolios - Macro models - Transformation TTC into PIT matrices - All models are done in R, SAS, Python, SQL, VBA - Mentored and guided employees info.rs@addiko.com https://www.addiko.rs/ Bulevar Mihajla Pupina 6, 11070, Belgrade, Serbia
CREDIT PORTFOLIO REPORTING AND MODELLING EXPERTSociété Générale BankDec 2015 - Jan 2017 (1 year 2 months)- Provisioning methodology for retail and corporate portfolios - Automatization of reports in SAS and VB excel - Pre-approved scoring for micro and PI clients - Data preparation for RWA calculation and IFRS9 - PD and LGD models - Creating monthly and daily reports for the Executive Board and National Bank of Serbia callcentar@otpbanka.rs https://www.otpsrbija.rs/ Bulevar Zorana Đinđića 48a, Belgrade, Serbia- DData Scientist, BI Expert, and Credit Risk Modeler public Remote experienceJan 2015 - Current (10 years 6 months)- Validation and Development of Scorecards for Retail, SME and Corporate portfolios - Fraud models - Healthcare model - Telecommunication (flow rates, cure rates, RPC model, Spend model, Churn model) - Creation of Application module (using data from application form, credit bureau) - Creation of Behavior module (using data from banking history (max/average days past due/amount due in last 3,6,9,12 months, number of increase in different columns, cumulative increase, utilization,…)) - Creation of Soft facts module (using data created by credit analyst) - Creation of Financial module (using ratios from financial statements) - IFRS9 models (Macro models using Vasicek formula, Creation Trough the cycle PDs using grouping methodology, duration m
- RDATA ANALYSTRaiffeisen Bank InternationalAug 2014 - Dec 2015 (1 year 5 months)PI AND MICRO CREDIT RISK CONTROL UNIT - Raiffeisen Bank - Modeling - developing models for IRB application (Cash Loans, Overdraft and Credit Cards - application and behavior scorecard), PD, EAD and LGD (and BEEL model) - RWA calculation - Reporting (SAS codes, Excel macros), monthly and daily reports, Account level reports, Product level reports, fraud reports, provisioning- flow rate model, transition matrix model - Recoveries and costs models - Collection models (for first and second buckets and for the legal department) info@raiffeisenbank.rs https://www.raiffeisenbank.rs/ Đorđa Stanojevića 16, 11070, Belgrade, Serbia
- NJUNIOR QUANTITATIVE ANALYSTNational Bank of SerbiaJun 2012 - Aug 2014 (2 years 3 months)- Stress testing - EWS for banking supervision - Changing of regulations - Reporting - AMA and IRB guidelines Banking Sector Analysis and Regulation Division Unit for Development of Quantitative Models filijala.beograd@nbs.rs https://www.nbs.rs/ Nemanjina 17, 11000, Belgrade, Serbia
- PPART-TIME FREELANCER - Self-employment public Remote experienceJun 2012 - Jun 2014 (2 years 1 month)Algorithms in C# for desktop application (Writing codes for whole desktop application (Application which returns a profit in some period of time when user buy or sell different portfolios of options and graphic which represent users profit in time), writing codes for different algorithms like primary and secondary simplex, which are used for optimizations of different functions) - Code for some java console application (Writing Console applications: reading txt files and returning some parts of texts in new txt files) - Code for PHP application (codes for registration page using Ajax and saving data to database, writing codes for login form using JavaScript and some library like jQuery, saving data to different pages using cookies, ) Tosin
Education
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- FMaster in Applied Computer Science and InformaticsFaculty of Technical Sciences, University of Novi SadOct 2012 - Oct 2013 (1 year 1 month)
- FMaster in Financial MathematicsFaculty of Sciences, University of Novi SadOct 2011 - Jul 2014 (2 years 10 months)
- FBachelor in Financial MathematicsFaculty of Sciences, University of Novi SadOct 2007 - Oct 2011 (4 years 1 month)