Štěpán Pekárek

Štěpán has multiple years of experience with risk modelling and banking regulation-related projects. He specializes in advanced quantitative areas of credit risk and market risk modelling (IRB credit risk modelling, IFRS 9, TRIM, FTRB, stress testing, pricing models, ML/AI features implementation, model life-cycle).

Parallel on this Štěpán also serves as an expert for Financial Risk Advisory services in ESG financial risk, banking regulation, CRRIII/CRDV and Basel IV. He focuses primarily on complex projects in financial risk management & modelling, regulatory deep dives, banking sector regulatory transitions, internal governance review across multiple areas.

Štěpán helped clients with their modelling and internal governance implementation in CZ&SK as well as other regions. He serves for a team of financial risk quants and modellers to help them develop, calibrate and validate in peace.