Our people

Rossen Valtchanov 

Rossen Valtchanov

Position:

Short Bio:

Rossen Valtchanov is a founder and managing partner at Exeter Risk Management in London, UK. The company is a management consultancy offering strategic and analytic solutions to retail banking and consumer finance institutions. Main areas of practice are in the areas of Risk Management, Regulatory and Risk Capital, Credit Risk and Advanced Analytics. His research interests are: statistic and econometric modeling, predictive analytics, forecasting and quantitative research.

Rossen has over 25 years of experience in the financial sector. His latest work is concentrated on banking regulation, capital adequacy, risk analytics and forecasting. The practical focus of his research interests stems from previous work and experience with Citibank, GMAC-RFC and GE Capital. Earlier he was postgraduate researcher in financial modeling at Exeter University.

AEEM Courses Taught:

  • Introduction to SAS Programming,
  • Principles of Banking and Regulatory Risk Management,
  • Credit Risk Modelling;

Yurt Alici, PhD

Yurt Alici

Position:

Short Bio:

LinkedIn Profile

AEEM Courses Taught:

  • Credit Risk Modelling

Resham Dhillon

RESHAM DHILLON

Position:

Short Bio:

LinkedIn Profile

AEEM Courses Taught:

  • Introduction to SAS Programming

Corrado Festa

Credit Risk Consultant

Position:

Short Bio:

Corrado Festa is a Credit Risk Consultant, with 9 years experience in Management Consulting and 16 experience in Banking. During his Banking career he has been working with increasing responsibilities in 5 European countries, with direct or oversight Risk responsibility on a total of 10 businesses across 8 countries.

Corrado was responsible for managing the full Credit Cycle (Credit Initiation, MIS & Analytics, Credit Policy, Fraud Risk Management and Collection) in Russia, Romania and Poland and gained exposure to a wide range of risk dynamics, during developing phases of the market as well as in time of crisis, in either well established or unsettled environments.

His professional background includes many years of working experience in companies such as KBC Consumer Finance, Citibank Belgium, Citibank Romania, Citibank Russia, Citibank Italy and others. Some of his business achievements during his work are:

  • 2% target Cost of Risk for the Division, while holding interim responsibilities on local Credit Risk and Collection units;
  • Loss rate reduction: from 2.5% to 1.8% with lifetime Return on Total Assets increasing from 0.9% to 2.2%
  • Addressed quality of underwriting in sales network: weak decisions dropped from 7.5% to 4%
  • Managed the strong growth of the Risk function: from 60 to 150 persons during 2007, making it fully compliant with Global Credit Risk Policies.

Ivelina Vassileva 

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Position:

Short Bio:

Final year Master of Statistics and Financial Econometrics student at Sofia University “St. Kliment Ohridski”, with working experience in controlling, accounting, financial analysis and credit risk consulting area. She has strong mathematical and analytical awareness. 

Ivelina has worked with messy, ‘real-life’ datasets collecting data from all kinds of different sources in order to make value of the data . She has also practical knowledge in performing different statistical analysis, processing, cleansing, and verifying the integrity of data used for analysis and data visualization.

 

The Toolbox

Strategic Planning and Analysis:

Competitive and functional strategy.

Change Management:

CAP, Workout.

Process Improvement:

Six Sigma, DMAIC, DMADV.

Programme Management:

PRINCE II, BCPM, SSADM.

case studies

Analytics project: Predictive Modelling and Forecasting

Analytics project: Predictive Modelling and Forecasting Summary

Analytics project: Customer Segmentation and Profiling

Analytics project: Customer Segmentation and Profiling Summary

Technology project: Audit

Technology project: Audit summary

Technology projects: Data Mining

Technology projects: Data Mining Summary