Attila Sándor

• Lead capital management strategy, including internal capital allocation and planning, and internal risk capital measurement.
• Lead a small team ensuring high‑quality risk assessments, modelling and reporting aligned with regulatory expectations.
• Drive capital and liquidity optimization initiatives and oversee large exposure steering.
• Manage ICAAP/ILAAP processes, including model development, validation, recalibration, and documentation.
• Oversee risk reporting across credit, liquidity, interest rate, operational and other Pillar 2 risks.
• Responsible for the risk materiality assessment process.
• Definition of the bank’s risk strategy and risk appetite statement.
• Conduct scenario analyses and bank-wide stress tests.
• Implementation of ESG risk management framework
• Conduct risk assessment of new products
• Lead development and updates of the Recovery Plan and regulatory disclosures (Pillar 3).
• Ensure compliance with EMIR and contribute to EMIR II implementation.
• Coordinate monthly Risk Committee meetings and prepare materials for the Management Board and Supervisory Board.
• Maintain and enhance risk governance, including ownership of key risk policies and processes.
• Monitor regulatory developments (CRR III, CRD V, etc.) and implement required changes.
• Liaise with regulators and external/internal auditors

Achievements:

• Reduced capital requirements by 20% through optimization of internal capital allocation.
• Implemented new stress testing framework improving scenario accuracy.
• Introduced an advanced risk materiality assessment framework and defined mitigation actions that lowered the bank’s risk profile.
• Successfully led SREP submission with positive supervisory feedback

• Performed risk analysis and reporting for derivative and non-derivative portfolios.
• Assessed credit risk inherent in derivative products.
• Acted as main contact for credit-risk-related regulatory requirements.
• Implemented regulatory processes including forbearance, groups of connected clients, shadow banking, FINREP, AnaCredit.
• Monitored compliance with large exposure requirements.
• Delivered IT-driven risk projects.
• Prepared and revised internal risk governance guidelines.

• Conducted risk analysis of financial institutions and corporate clients.
• Prepared risk documentation and reports for decision-making.
• Monitored credit exposures and limit excesses.
• Ensured compliance with regulatory requirements.
• Contributed to ICAAP preparation.
• Implemented EMIR-related risk management requirements.
• Managed collateral for OTC derivatives.
• Developed and maintained risk tools and databases.
• Updated internal directives.