Manager Advisor, KPMG Advisory
KPMG in Belgium
Sebastian is an expert in credit risk management and PMO with more than 7 years of hands-on experience in the fields of Basel regulation, pillar I and II model development, back testing, stress testing, IT deployment, and experience leading projects with top international banks and national and supranational regulators. He has a deep knowledge and proven experience on IFRS9 projects, with focus on impairment, ECL modelling, including advanced PIT forward looking modelling, staging criteria and multiyear calculations.
Sebastian is currently in charge of the deployment of stress testing tools including IFRS9 impairment calculations under the regulatory stress testing framework.