Head of Pricing and Risk Model Infrastructure
Unicredit Bank

As Head of Pricing and Risk Model Infrastructure, Robert has been trusted with the Digitalization and Automation of the Financial Risk department. His other responsibilities include the methodology for the Market Risk model, including the introduction of the new Basel III.5 framework, the modelling of Counterparty Credit Risk, including derived measures such as CVA, as well as management of the Risk stream of the bank-wide multi-year simplification/centralisation project. In various roles, he has a been working for UniCredit Bank for 13 years, anticipated by a Ph.D. degree in Theoretical Physics.