Diogo Gomes

I’m a Senior Credit & Counterparty Risk Manager with 8+ years across leading European financial institutions, focused on turning complex credit risk regulation into dependable, board-ready decision support. I specialize in credit rating model governance, counterparty risk surveillance, and regulatory capital frameworks such as COREP, ICAAP, and Basel III / CRR II.

At Nordea Asset Management, I led the annual redesign and validation of Internal Credit Rating Models across four counterparty segments, recalibrating PD/LGD/EAD parameters and reducing model exception rates by 25%. I also manage daily surveillance of 130+ financial counterparties using CDS spread monitoring, market intelligence feeds, and early-warning indicators—supporting pre-emptive exposure reductions totaling €1Bn.

I strengthen consistency through cross-border collaboration, standardizing methodology and reporting across multiple trading desks while ensuring IRB model application remains aligned with governance and supervisory expectations. I integrate Python and Power BI automation into risk reporting workflows, cutting manual processing time by over 60% and improving accuracy and auditability across reporting cycles.

Earlier, at BNP Paribas, I coordinated risk consolidation across a €10Bn multi-asset portfolio and produced quarterly regulatory reporting under COREP and Basel III/CRR II with zero regulatory findings. At HAITONG Bank, I delivered COREP and ICAAP submissions with zero supervisory findings, supported liquidity contingency plans under LCR/NSFR, and contributed to model risk management via back-testing and scenario analysis.