Anesu Mangomeko

I'm good at Data and Business Analysis

Participated in IFRS 09 ECL (PD, LGD and EAD) Modelling, Validation and Calibration -Markov Chain, Markov Chain Roll On, Logistic Regression, Kaplan Meier -Operated Oracle Financial Services Analytical Applications (OFSAA), IFRS9 Engine  Uploading and Analysed Financial (loan) Data  Uploading IFRS9 models  Running ECLS  Extracting Reports Participated in BASEL Modelling -Credit Risk Models (VAR)  Monte Carlo simulations, Parametric and Historical -Liquidity Risk Models (Asset Liability Management (Interest)  Gap Analysis, Stress Testing