Luca Martino

Subject matter expert in Risk and Capital Management with almost 20yrs + experience gained at Top Tier Banks and Global Consultancies delivering end-to-end portfolio analytics framework and functional / operational capacity in large scope / high complexity risk change / risk transformation programmes. Having worked through the all journey of Basel with a focus on IFRS9 in most recent times, now focusing on consolidating and enhancing a wider Portfolio Management function at a Global and fast growing financial institution looking in particular at Risk Strategy, ALPM & RAPM, Portfolio Monitoring, ICAAP/ST and Portfolio Analytics. Long-run unique experience in reviewing and enhancing risk rating system components for Retail & Wholesale asset classes with extensive exposure to industry best practices across model risk and governance frameworks. Seasoned consultant experienced in strategic initiatives undertaken at top tier institutions targeting model complexity, capital optimization and models’ integration in a data constrained environment across risk, finance and treasury operations. Consolidated experience in project and people management, relationship management with internal and external stakeholders and links with Board members and Supervisors. Specialties: • Basel 2 / Basel 3 framework • A-IRB credit risk models (PD, LGD, EAD) • Credit / Market VaR and RC/EC convergence • Op. Risk models and Supervisory Reviews • Portfolio Rebalancing & Risk/Return Optimization • Dashboards and Risk Appetite / Limit Settings • TTC and scalar methodologies for long-run PDs and downturn LGDs / EADs • Impairment / Provisioning models and ICAAP & Stress Testing framework • Embedding models into BAU operations through P&Ps • Managing Client / Stakeholders Relationships • Leveraging on insights and subject matter expertise • Ensuring quality and outstanding delivery • Responding to client needs & sustaining business growth • Innovation & product development