Andreas Mavrocordatos Director, FSC Quantitative Services

Andreas has over seven years of experience providing market and credit risk expertise to clients, with a focus on the banking sector. He has served as an SME in several important initiatives in both Europe (Luxembourg, France and UK) and the US, including IFRS 9 and CECL model developments, and Basel IV models. He has extensive knowledge of Model Risk Management.

Andreas has assisted clients with the implementation of credit risk models on both low-and high-default portfolios as well as helping with implementation and impact analysis of the New Definition of Default. He has delivered Target Reviews of Internal Models in cooperation with the ECB at various European banks. He leads initiatives for the development, validation and audit of IFRS 9 and CECL models.

Andreas provides Basel IV training and has developed impact analysis tools (SA-CCR, CVA, NSFR, Credit Risk and Operational Risk simulators).

Andreas is a member of Mazars’ quantitative alliance and has participated in the development and implementation of various tools for model validation and estimation of capital requirements.

Andreas holds an MSc and a BSc in Econometrics & Operations Research from Maastricht University.