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Filip Šprlje

@filipprlje

Risk advisory consultant at Deloitte building bank credit risk models and supporting market risk implementations.

At Deloitte Savjetodavne Usluge d.o.o., I support market risk solution implementations for a regional ECB-supervised banking group and contribute to FTP assessments and testing. I’ve also worked on IRB probability-of-default models, ECL validation, and ESG risk implementation for banks.

At Erste Bank Croatia, I extracted and analyzed data with SQL and created credit risk reports. I also supported provision-tool and default-definition implementations, including testing data and calculation outcomes.

Experience

Work history, roles, and key accomplishments

Current

Senior Consultant for Risk Advisory

Current

Deloitte Savjetodavne Usluge d.o.o.

Sep 2021 - Present (5 years 1 month)

Supports implementation of third-party solutions for market risk regulatory and internal requirements for a large regional ECB supervised banking group, including methodological and analytical support. Manages stream communication, ensures regulatory compliance, and leads development and validation of statistical models for credit risk.

Python GCP SAS SQL Risk Management IRB Models PD Modeling ECL Validation IRRBB FTP ESG Risk Data Analysis Model Validation

Risk Associate for Data Management and Reporting

Erste Bank Croatia

Dec 2018 - Sep 2021 (2 years 9 months)

Devised and implemented efficient procedures for delivering accurate and meaningful data, extracted and analyzed data from local data warehouse using SQL, and created monthly and quarterly credit risk reports. Monitored provisions calculation process and implemented new provision tool releases and default definitions.

SQL Excel Data Analysis Credit Risk Reporting Data Quality SICR Provisions Calculation

Financial Manager Assistant

Filip Trucking and Distribution

Jul 2016 - Sep 2017 (1 year 2 months)

Managed and coordinated reporting, budgeting, and forecast processes, ensuring compliance with applicable laws and procedures. Developed strategies to minimize financial risk and analyzed market trends and competitors to predict future financial trends.

Financial Reporting Budgeting Forecasting Risk Management Payroll Accounting Market Analysis

Client Services/Marketing Intern

Wasmer, Schroeder & Company

Jan 2016 - Jun 2016 (5 months)

Provided regular updates to clients on the progress of current investment opportunities, analyzed and entered daily trades, and performed daily data analysis using MS Excel. Analyzed and gathered sensitive information for managers' meetings and trained new interns.

Client Services Data Analysis Excel Investment Operations Training

Sales Associate

Filip Trucking and Distribution

Jun 2012 - Aug 2015 (3 years 2 months)

Achieved growth and hit sales targets by managing the sales team, designing and implementing a strategic sales plan, and managing recruitment, coaching, and performance monitoring of sales representatives.

Sales Management Strategic Planning Recruitment Coaching Performance Monitoring

Education

Degrees, certifications, and relevant coursework

Swiss School of Business

MBA, Finance

2022 - 2023

Pursued an MBA with modules in financial risk management, financial engineering, investment banking, private equity, and derivatives.

University of Leeds

Master of Science, Financial Mathematics

2017 - 2018

Completed a Master of Science in Financial Mathematics with a thesis on hedging of unit-linked life insurance policies in incomplete markets.

Ashford University

Bachelor of Arts, Finance

2012 - 2015

Grade: Summa Cum Laude

Activities and societies: Recipient of Presidential Scholarship; completed a financial analysis project for a diversified investment portfolio and a marketing plan for Fareway Inc.

Graduated Summa Cum Laude with a Bachelor of Arts in Finance, including minors in Mathematics and International Management, and received a Presidential Scholarship.