Peter Rauma
Head of Irb Models at Finansinspektionen
Based in Stockholm, Sweden
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Seniority
C-Team
Department
Public Administration & Safety
Location
Stockholm
Industry
Government Administration
Company size
624
Contact information
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p•••••••@fi.se
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Background
About Peter Rauma
I have been working within the finance sector since 2008 which has given me an extensive experience working with various issues related to credit risk, IRB-models, regulatory framework and credit processes. I am currently working as Head of Models & Analytics at UC AB where I manage three groups of experts working with modeling, analysis and data warehousing. Our mission is to provide companies with data driven information to be able to make better decisions. Prior to my employment at UC AB I have been working as a Model Expert at the Swedish FSA, Credit Risk Analyst at Swedbank and as a credit risk modeler at Handelsbanken. As a modeler I developed and validated scoring models used for calculation of regulatory capital and I was also given the responsibility for operating the economic capital model. My background has given me strong analytical and communicative skills as well as good knowledge in SAS software for modeling, statistical analysis and data processing. Skills: Leadership, Credit risk, Credit Risk Modeling, SAS programming, GDPR, CRR/CRD IV, Basel Regulations, Capital Adequacy, Business Intelligence,
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