Derek Fedak
Manager, Portfolio Modelling and Data Science at Fcc Fac
Based in Regina, Canada
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Seniority
Manager
Department
Other
Location
Regina
Industry
Financial Services
Company size
2.6K
Contact information
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d•••••••@fcc-fac.ca
Phone
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Background
About Derek Fedak
Multi-disciplinary finance professional with over a decade of experience across risk management and credit risk quant modelling. Experienced in IFRS9, regulatory capital, economic capital modelling, capital adequacy/ICAAP, and stress testing. Familiar with credit risk pricing strategies & risk limit setting (RAROC). Specialties: Credit Risk Model Development (PD, LGD, EAD), behavioral (credit) scoring models, IFRS9 Model Development, Statistical and Financial Modelling, Python, SAS/SQL, Linear, Logistic and ARIMA Regression Modelling, Economic and Regulatory Capital Modelling, Capital Management, Agile/Scrum Model Development
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